Polynomial-sized Semidefinite Representations of Derivative Relaxations of Spectrahedral Cones

We give explicit polynomial-sized (in $n$ and $k$) semidefinite representations of the hyperbolicity cones associated with the elementary symmetric polynomials of degree $k$ in $n$ variables. These convex cones form a family of non-polyhedral outer approximations of the non-negative orthant that preserve low-dimensional faces while successively discarding high-dimensional faces. More generally we construct explicit semidefinite representations (polynomial-sized in $k,m$, and $n$) of the hyperbolicity cones associated with $k$th directional derivatives of polynomials of the form $p(x) = \det(\sum_{i=1}^{n}A_i x_i)$ where the $A_i$ are $m\times m$ symmetric matrices. These convex cones form an analogous family of outer approximations to any spectrahedral cone. Our representations allow us to use semidefinite programming to solve the linear cone programs associated with these convex cones as well as their (less well understood) dual cones.Comment: 20 pages, 1 figure. Minor changes, expanded proof of Lemma

A computationally efficient method for hand–eye calibration

Purpose: Surgical robots with cooperative control and semiautonomous features have shown increasing clinical potential, particularly for repetitive tasks under imaging and vision guidance. Effective performance of an autonomous task requires accurate hand–eye calibration so that the transformation between the robot coordinate frame and the camera coordinates is well defined. In practice, due to changes in surgical instruments, online hand–eye calibration must be performed regularly. In order to ensure seamless execution of the surgical procedure without affecting the normal surgical workflow, it is important to derive fast and efficient hand–eye calibration methods. Methods: We present a computationally efficient iterative method for hand–eye calibration. In this method, dual quaternion is introduced to represent the rigid transformation, and a two-step iterative method is proposed to recover the real and dual parts of the dual quaternion simultaneously, and thus the estimation of rotation and translation of the transformation. Results: The proposed method was applied to determine the rigid transformation between the stereo laparoscope and the robot manipulator. Promising experimental and simulation results have shown significant convergence speed improvement to 3 iterations from larger than 30 with regard to standard optimization method, which illustrates the effectiveness and efficiency of the proposed method

A Schwarz lemma for K\"ahler affine metrics and the canonical potential of a proper convex cone

This is an account of some aspects of the geometry of K\"ahler affine metrics based on considering them as smooth metric measure spaces and applying the comparison geometry of Bakry-Emery Ricci tensors. Such techniques yield a version for K\"ahler affine metrics of Yau's Schwarz lemma for volume forms. By a theorem of Cheng and Yau there is a canonical K\"ahler affine Einstein metric on a proper convex domain, and the Schwarz lemma gives a direct proof of its uniqueness up to homothety. The potential for this metric is a function canonically associated to the cone, characterized by the property that its level sets are hyperbolic affine spheres foliating the cone. It is shown that for an $n$-dimensional cone a rescaling of the canonical potential is an $n$-normal barrier function in the sense of interior point methods for conic programming. It is explained also how to construct from the canonical potential Monge-Amp\`ere metrics of both Riemannian and Lorentzian signatures, and a mean curvature zero conical Lagrangian submanifold of the flat para-K\"ahler space.Comment: Minor corrections. References adde

Learning in games with continuous action spaces and unknown payoff functions

International audienc

Large-scale unit commitment under uncertainty: an updated literature survey

The Unit Commitment problem in energy management aims at finding the optimal production schedule of a set of generation units, while meeting various system-wide constraints. It has always been a large-scale, non-convex, difficult problem, especially in view of the fact that, due to operational requirements, it has to be solved in an unreasonably small time for its size. Recently, growing renewable energy shares have strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex and uncertain (stochastic, robust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focussing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, while providing entry points to the relevant literature on optimization under uncertainty. This is an updated version of the paper "Large-scale Unit Commitment under uncertainty: a literature survey" that appeared in 4OR 13(2), 115--171 (2015); this version has over 170 more citations, most of which appeared in the last three years, proving how fast the literature on uncertain Unit Commitment evolves, and therefore the interest in this subject