A distributionally robust perspective on uncertainty quantification and chance constrained programming

The objective of uncertainty quantification is to certify that a given physical, engineering or economic system satisfies multiple safety conditions with high probability. A more ambitious goal is to actively influence the system so as to guarantee and maintain its safety, a scenario which can be modeled through a chance constrained program. In this paper we assume that the parameters of the system are governed by an ambiguous distribution that is only known to belong to an ambiguity set characterized through generalized moment bounds and structural properties such as symmetry, unimodality or independence patterns. We delineate the watershed between tractability and intractability in ambiguity-averse uncertainty quantification and chance constrained programming. Using tools from distributionally robust optimization, we derive explicit conic reformulations for tractable problem classes and suggest efficiently computable conservative approximations for intractable ones

A complete family of separability criteria

We introduce a new family of separability criteria that are based on the existence of extensions of a bipartite quantum state $\rho$ to a larger number of parties satisfying certain symmetry properties. It can be easily shown that all separable states have the required extensions, so the non-existence of such an extension for a particular state implies that the state is entangled. One of the main advantages of this approach is that searching for the extension can be cast as a convex optimization problem known as a semidefinite program (SDP). Whenever an extension does not exist, the dual optimization constructs an explicit entanglement witness for the particular state. These separability tests can be ordered in a hierarchical structure whose first step corresponds to the well-known Positive Partial Transpose (Peres-Horodecki) criterion, and each test in the hierarchy is at least as powerful as the preceding one. This hierarchy is complete, in the sense that any entangled state is guaranteed to fail a test at some finite point in the hierarchy, thus showing it is entangled. The entanglement witnesses corresponding to each step of the hierarchy have well-defined and very interesting algebraic properties that in turn allow for a characterization of the interior of the set of positive maps. Coupled with some recent results on the computational complexity of the separability problem, which has been shown to be NP-hard, this hierarchy of tests gives a complete and also computationally and theoretically appealing characterization of mixed bipartite entangled states.Comment: 21 pages. Expanded introduction. References added, typos corrected. Accepted for publication in Physical Review

PALP - a User Manual

This article provides a complete user's guide to version 2.1 of the toric geometry package PALP by Maximilian Kreuzer and others. In particular, previously undocumented applications such as the program nef.x are discussed in detail. New features of PALP 2.1 include an extension of the program mori.x which can now compute Mori cones and intersection rings of arbitrary dimension and can also take specific triangulations of reflexive polytopes as input. Furthermore, the program nef.x is enhanced by an option that allows the user to enter reflexive Gorenstein cones as input. The present documentation is complemented by a Wiki which is available online.Comment: 71 pages, to appear in "Strings, Gauge Fields, and the Geometry Behind - The Legacy of Maximilian Kreuzer". PALP Wiki available at http://palp.itp.tuwien.ac.at/wiki/index.php/Main_Pag

Finding a Spherically Symmetric Cosmology from Observations in Observational Coordinates -- Advantages and Challenges

One of the continuing challenges in cosmology has been to determine the large-scale space-time metric from observations with a minimum of assumptions -- without, for instance, assuming that the universe is almost Friedmann-Lema\^{i}tre-Robertson-Walker (FLRW). If we are lucky enough this would be a way of demonstrating that our universe is FLRW, instead of presupposing it or simply showing that the observations are consistent with FLRW. Showing how to do this within the more general spherically symmetric, inhomogeneous space-time framework takes us a long way towards fulfilling this goal. In recent work researchers have shown how this can be done both in the traditional Lema\^{i}tre-Tolman-Bondi (LTB) 3 + 1 coordinate framework, and in the observational coordinate (OC) framework. In this paper we investigate the stability of solutions, and the use of data in the OC field equations including their time evolution and compare both approaches with respect to the singularity problem at the maximum of the angular-diameter distance, the stability of solutions, and the use of data in the field equations. This allows a more detailed account and assessment of the OC integration procedure, and enables a comparison of the relative advantages of the two equivalent solution frameworks. Both formulations and integration procedures should, in principle, lead to the same results. However, as we show in this paper, the OC procedure manifests certain advantages, particularly in the avoidance of coordinate singularities at the maximum of the angular-diameter distance, and in the stability of the solutions obtained. This particular feature is what allows us to do the best fitting of the data to smooth data functions and the possibility of constructing analytic solutions to the field equations.Comment: 31 page

Plethysm and lattice point counting

We apply lattice point counting methods to compute the multiplicities in the plethysm of $GL(n)$. Our approach gives insight into the asymptotic growth of the plethysm and makes the problem amenable to computer algebra. We prove an old conjecture of Howe on the leading term of plethysm. For any partition $\mu$ of 3,4, or 5 we obtain an explicit formula in $\lambda$ and $k$ for the multiplicity of $S^\lambda$ in $S^\mu(S^k)$.Comment: 25 pages including appendix, 1 figure, computational results and code available at http://thomas-kahle.de/plethysm.html, v2: various improvements, v3: final version appeared in JFoC

Real Algebraic Geometry with a View Toward Hyperbolic Programming and Free Probability

Continuing the tradition initiated in the MFO workshops held in 2014 and 2017, this workshop was dedicated to the newest developments in real algebraic geometry and polynomial optimization, with a particular emphasis on free non-commutative real algebraic geometry and hyperbolic programming. A particular effort was invested in exploring the interrelations with free probability. This established an interesting dialogue between researchers working in real algebraic geometry and those working in free probability, from which emerged new exciting and promising synergies

A Class of Semidefinite Programs with rank-one solutions

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems of this class are semidefinite packing problems, which are the SDP analogs to vector packing problems. Of particular interest is the case in which our result guarantees the existence of a solution of rank one: we show that the computation of this solution actually reduces to a Second Order Cone Program (SOCP). We point out an application in statistics, in the optimal design of experiments.Comment: 16 page