63,193 research outputs found
On the local stability of semidefinite relaxations
We consider a parametric family of quadratically constrained quadratic
programs (QCQP) and their associated semidefinite programming (SDP)
relaxations. Given a nominal value of the parameter at which the SDP relaxation
is exact, we study conditions (and quantitative bounds) under which the
relaxation will continue to be exact as the parameter moves in a neighborhood
around the nominal value. Our framework captures a wide array of statistical
estimation problems including tensor principal component analysis, rotation
synchronization, orthogonal Procrustes, camera triangulation and resectioning,
essential matrix estimation, system identification, and approximate GCD. Our
results can also be used to analyze the stability of SOS relaxations of general
polynomial optimization problems.Comment: 23 pages, 3 figure
Projection methods in conic optimization
There exist efficient algorithms to project a point onto the intersection of
a convex cone and an affine subspace. Those conic projections are in turn the
work-horse of a range of algorithms in conic optimization, having a variety of
applications in science, finance and engineering. This chapter reviews some of
these algorithms, emphasizing the so-called regularization algorithms for
linear conic optimization, and applications in polynomial optimization. This is
a presentation of the material of several recent research articles; we aim here
at clarifying the ideas, presenting them in a general framework, and pointing
out important techniques
Average Characteristic Polynomials of Determinantal Point Processes
We investigate the average characteristic polynomial where the 's are real random variables
which form a determinantal point process associated to a bounded projection
operator. For a subclass of point processes, which contains Orthogonal
Polynomial Ensembles and Multiple Orthogonal Polynomial Ensembles, we provide a
sufficient condition for its limiting zero distribution to match with the
limiting distribution of the random variables, almost surely, as goes to
infinity. Moreover, such a condition turns out to be sufficient to strengthen
the mean convergence to the almost sure one for the moments of the empirical
measure associated to the determinantal point process, a fact of independent
interest. As an application, we obtain from a theorem of Kuijlaars and Van
Assche a unified way to describe the almost sure convergence for classical
Orthogonal Polynomial Ensembles. As another application, we obtain from
Voiculescu's theorems the limiting zero distribution for multiple Hermite and
multiple Laguerre polynomials, expressed in terms of free convolutions of
classical distributions with atomic measures.Comment: 26 page
Syntactic Separation of Subset Satisfiability Problems
Variants of the Exponential Time Hypothesis (ETH) have been used to derive lower bounds on the time complexity for certain problems, so that the hardness results match long-standing algorithmic results. In this paper, we consider a syntactically defined class of problems, and give conditions for when problems in this class require strongly exponential time to approximate to within a factor of (1-epsilon) for some constant epsilon > 0, assuming the Gap Exponential Time Hypothesis (Gap-ETH), versus when they admit a PTAS. Our class includes a rich set of problems from additive combinatorics, computational geometry, and graph theory. Our hardness results also match the best known algorithmic results for these problems
Efficient Localization of Discontinuities in Complex Computational Simulations
Surrogate models for computational simulations are input-output
approximations that allow computationally intensive analyses, such as
uncertainty propagation and inference, to be performed efficiently. When a
simulation output does not depend smoothly on its inputs, the error and
convergence rate of many approximation methods deteriorate substantially. This
paper details a method for efficiently localizing discontinuities in the input
parameter domain, so that the model output can be approximated as a piecewise
smooth function. The approach comprises an initialization phase, which uses
polynomial annihilation to assign function values to different regions and thus
seed an automated labeling procedure, followed by a refinement phase that
adaptively updates a kernel support vector machine representation of the
separating surface via active learning. The overall approach avoids structured
grids and exploits any available simplicity in the geometry of the separating
surface, thus reducing the number of model evaluations required to localize the
discontinuity. The method is illustrated on examples of up to eleven
dimensions, including algebraic models and ODE/PDE systems, and demonstrates
improved scaling and efficiency over other discontinuity localization
approaches
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