Measures with zeros in the inverse of their moment matrix

We investigate and discuss when the inverse of a multivariate truncated moment matrix of a measure $\mu$ has zeros in some prescribed entries. We describe precisely which pattern of these zeroes corresponds to independence, namely, the measure having a product structure. A more refined finding is that the key factor forcing a zero entry in this inverse matrix is a certain conditional triangularity property of the orthogonal polynomials associated with $\mu$.Comment: Published in at http://dx.doi.org/10.1214/07-AOP365 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Semidefinite approximations of projections and polynomial images of semialgebraic sets

Given a compact semialgebraic set S of R^n and a polynomial map f from R^n to R^m, we consider the problem of approximating the image set F = f(S) in R^m. This includes in particular the projection of S on R^m for n greater than m. Assuming that F is included in a set B which is simple (e.g. a box or a ball), we provide two methods to compute certified outer approximations of F. Method 1 exploits the fact that F can be defined with an existential quantifier, while Method 2 computes approximations of the support of image measures.The two methods output a sequence of superlevel sets defined with a single polynomial that yield explicit outer approximations of F. Finding the coefficients of this polynomial boils down to computing an optimal solution of a convex semidefinite program. We provide guarantees of strong convergence to F in L^1 norm on B, when the degree of the polynomial approximation tends to infinity. Several examples of applications are provided, together with numerical experiments

A prolongation-projection algorithm for computing the finite real variety of an ideal

We provide a real algebraic symbolic-numeric algorithm for computing the real variety $V_R(I)$ of an ideal $I$, assuming it is finite while $V_C(I)$ may not be. Our approach uses sets of linear functionals on $R[X]$, vanishing on a given set of polynomials generating $I$ and their prolongations up to a given degree, as well as on polynomials of the real radical ideal of $I$, obtained from the kernel of a suitably defined moment matrix assumed to be positive semidefinite and of maximum rank. We formulate a condition on the dimensions of projections of these sets of linear functionals, which serves as stopping criterion for our algorithm. This algorithm, based on standard numerical linear algebra routines and semidefinite optimization, combines techniques from previous work of the authors together with an existing algorithm for the complex variety. This results in a unified methodology for the real and complex cases.Comment: revised versio

New approximations for the cone of copositive matrices and its dual

We provide convergent hierarchies for the cone C of copositive matrices and its dual, the cone of completely positive matrices. In both cases the corresponding hierarchy consists of nested spectrahedra and provide outer (resp. inner) approximations for C (resp. for its dual), thus complementing previous inner (resp. outer) approximations for C (for the dual). In particular, both inner and outer approximations have a very simple interpretation. Finally, extension to K-copositivity and K-complete positivity for a closed convex cone K, is straightforward.Comment: 8

Exploiting symmetries in SDP-relaxations for polynomial optimization

In this paper we study various approaches for exploiting symmetries in polynomial optimization problems within the framework of semi definite programming relaxations. Our special focus is on constrained problems especially when the symmetric group is acting on the variables. In particular, we investigate the concept of block decomposition within the framework of constrained polynomial optimization problems, show how the degree principle for the symmetric group can be computationally exploited and also propose some methods to efficiently compute in the geometric quotient.Comment: (v3) Minor revision. To appear in Math. of Operations Researc

On representations of the feasible set in convex optimization

We consider the convex optimization problem $\min \{f(x) : g_j(x)\leq 0, j=1,...,m\}$ where $f$ is convex, the feasible set K is convex and Slater's condition holds, but the functions $g_j$ are not necessarily convex. We show that for any representation of K that satisfies a mild nondegeneracy assumption, every minimizer is a Karush-Kuhn-Tucker (KKT) point and conversely every KKT point is a minimizer. That is, the KKT optimality conditions are necessary and sufficient as in convex programming where one assumes that the $g_j$ are convex. So in convex optimization, and as far as one is concerned with KKT points, what really matters is the geometry of K and not so much its representation.Comment: to appear in Optimization Letter

Insulin and Glucagon Impairments in Relation with Islet Cells Morphological Modifications Following Long Term Pancreatic Duct Ligation in the Rabbit – A Model of Non-insulin-dependent Diabete

Plasma levels of glucose, insulin and glucagon were measured at various time intervals after pancreatic duct ligation (PDL) in rabbits. Two hyperglycemic periods were observed: one between 15–90 days (peak at 30 days of 15.1 ± 1.2mmol/l, p < 0.01), and the other at 450 days (11.2 ± 0.5 mmol/l, p < 0.02). The first hyperglycemic episode was significantly correlated with both hypoinsulinemia (41.8 ± 8pmol/l, r= –0.94, p < 0.01) and hyperglucagonemia (232 ± 21ng/l, r=0.95, p < 0.01). However, the late hyperglycemic phase (450 days), which was not accompanied by hypoinsulinemia, was observed after the hyperglucagonemia (390 days) produced by abundant immunostained A-cells giving rise to a 3-fold increase in pancreatic glucagon stores. The insulin and glucagon responses to glucose loading at 180, 270 and 450 days reflected the insensitivity of B- and A-cells to glucose. The PDL rabbit model with chronic and severe glycemic disorders due to the predominant role of glucagon mimicked key features of the NIDDM syndrome secondary to exocrine disease