Bad semidefinite programs: they all look the same

Conic linear programs, among them semidefinite programs, often behave pathologically: the optimal values of the primal and dual programs may differ, and may not be attained. We present a novel analysis of these pathological behaviors. We call a conic linear system $Ax <= b$ {\em badly behaved} if the value of $\sup { | A x <= b }$ is finite but the dual program has no solution with the same value for {\em some} $c.$ We describe simple and intuitive geometric characterizations of badly behaved conic linear systems. Our main motivation is the striking similarity of badly behaved semidefinite systems in the literature; we characterize such systems by certain {\em excluded matrices}, which are easy to spot in all published examples. We show how to transform semidefinite systems into a canonical form, which allows us to easily verify whether they are badly behaved. We prove several other structural results about badly behaved semidefinite systems; for example, we show that they are in $NP \cap co-NP$ in the real number model of computing. As a byproduct, we prove that all linear maps that act on symmetric matrices can be brought into a canonical form; this canonical form allows us to easily check whether the image of the semidefinite cone under the given linear map is closed.Comment: For some reason, the intended changes between versions 4 and 5 did not take effect, so versions 4 and 5 are the same. So version 6 is the final version. The only difference between version 4 and version 6 is that 2 typos were fixed: in the last displayed formula on page 6, "7" was replaced by "1"; and in the 4th displayed formula on page 12 "A_1 - A_2 - A_3" was replaced by "A_3 - A_2 - A_1

Evaluations of k-fold Euler/Zagier sums: a compendium of results for arbitrary k

Euler sums (also called Zagier sums) occur within the context of knot theory and quantum field theory. There are various conjectures related to these sums whose incompletion is a sign that both the mathematics and physics communities do not yet completely understand the field. Here, we assemble results for Euler/Zagier sums (also known as multidimensional zeta/harmonic sums) of arbitrary depth, including sign alternations. Many of our results were obtained empirically and are apparently new. By carefully compiling and examining a huge data base of high precision numerical evaluations, we can claim with some confidence that certain classes of results are exhaustive. While many proofs are lacking, we have sketched derivations of all results that have so far been proved.Comment: 19 pages, LaTe

Global Behavior of the Douglas-Rachford Method for a Nonconvex Feasibility Problem

In recent times the Douglas-Rachford algorithm has been observed empirically to solve a variety of nonconvex feasibility problems including those of a combinatorial nature. For many of these problems current theory is not sufficient to explain this observed success and is mainly concerned with questions of local convergence. In this paper we analyze global behavior of the method for finding a point in the intersection of a half-space and a potentially non-convex set which is assumed to satisfy a well-quasi-ordering property or a property weaker than compactness. In particular, the special case in which the second set is finite is covered by our framework and provides a prototypical setting for combinatorial optimization problems

A critical look at the role of the bare parameters in the renormalization of Phi-derivable approximations

We revisit the renormalization of Phi-derivable approximations from a slightly different point of view than the one which is usually followed in previous works. We pay particular attention to the question of the existence of a solution to the self-consistent equation that defines the two-point function in the Cornwall-Jackiw-Tomboulis formalism and to the fact that some of the ultraviolet divergences which appear if one formally expands the solution in powers of the bare coupling do not always appear as divergences at the level of the solution itself. We discuss these issues using a particular truncation of the Phi functional, namely the simplest truncation which brings non-trivial momentum and field dependence to the two-point function.Comment: 30 pages, 12 figure