Convex Semidefinite Programming Research Articles

Semi-definite programming and quantum information

Abstract This paper presents a comprehensive exploration of semi-definite programming (SDP) techniques within the context of quantum information. It examines the mathematical foundations of convex optimization, duality, and SDP formulations, providing a solid theoretical framework for addressing optimization challenges in quantum systems. By leveraging these tools, researchers and practitioners can characterize classical and quantum correlations, optimize quantum states, and design efficient quantum algorithms and protocols. The paper also discusses implementational aspects, such as solvers for SDP and modeling tools, enabling the effective employment of optimization techniques in quantum information processing. The insights and methodologies presented in this paper have proven instrumental in advancing the field of quantum information, facilitating the development of novel communication protocols, self-testing methods, and a deeper understanding of quantum entanglement.

Reduced-Order Neural Network Synthesis With Robustness Guarantees.

In the wake of the explosive growth in smartphones and cyber-physical systems, there has been an accelerating shift in how data are generated away from centralized data toward on-device-generated data. In response, machine learning algorithms are being adapted to run locally on board, potentially hardware-limited, devices to improve user privacy, reduce latency, and be more energy efficient. However, our understanding of how these device-orientated algorithms behave and should be trained is still fairly limited. To address this issue, a method to automatically synthesize reduced-order neural networks (having fewer neurons) approximating the input-output mapping of a larger one is introduced. The reduced-order neural network's weights and biases are generated from a convex semidefinite program that minimizes the worst case approximation error with respect to the larger network. Worst case bounds for this approximation error are obtained and the approach can be applied to a wide variety of neural networks architectures. What differentiates the proposed approach to existing methods for generating small neural networks, e.g., pruning, is the inclusion of the worst case approximation error directly within the training cost function, which should add robustness to out-of-sample data points. Numerical examples highlight the potential of the proposed approach. The overriding goal of this article is to generalize recent results in the robustness analysis of neural networks to a robust synthesis problem for their weights and biases.

Bias Reduced Semidefinite Relaxation Method for 3-D Moving Object Localization Using AOA

This paper addresses the localization of a constant velocity moving object in 3-D using angle-of-arrival (AOA) measurements. Compared with the maximum-likelihood estimator, pseudo-linear approach for AOA localization has a large amount of bias resulting from the model transformation to simplify the solution finding. This work aims at reducing the bias and developing bias-reduced semidefinite relaxation (SDR) methods for estimating the initial position and velocity of the object, in a batch or sequential manner. This is accomplished by first formulating a bias reduced constrained weighted least squares (BR-CWLS) problem from the transformed measurements, through introducing an auxiliary variable and adding a quadratic constraint. Such an intractable non-convex problem is tackled next by applying the SDR technique and relaxing it into a convex semidefinite program (SDP), which is shown to be capable of reaching the solution of the original BR-CWLS problem. For sequential estimation, we formulate a different BR-CWLS problem and utilize SDR for obtaining a sequential estimation method that updates the initial position and velocity estimates at each time step. We conduct the mean square error (MSE) and bias analyses for both estimation methods to assess their expected performance. Simulation results verify the ability of bias reduction and the good performance of the proposed methods.

Robust Power Allocation for Integrated Visible Light Positioning and Communication Networks

Integrated visible light positioning and communication (VLPC), capable of combining advantages of visible light communications (VLC) and visible light positioning (VLP), is a promising key technology for the future Internet of Things. In VLPC networks, positioning and communications are inherently coupled, which has not been sufficiently explored in the literature. We propose a robust power allocation scheme for integrated VLPC Networks by exploiting the intrinsic relationship between positioning and communications. Specifically, we derive explicit relationships between random positioning errors, following both a Gaussian distribution and an arbitrary distribution, and channel state information errors. Then, we minimize the Cramer-Rao lower bound (CRLB) of positioning errors, subject to the rate outage constraint and the power constraints, which is a chance-constrained optimization problem and generally computationally intractable. To circumvent the nonconvex challenge, we conservatively transform the chance constraints to deterministic forms by using the Bernstein-type inequality and the conditional value-at-risk for the Gaussian and arbitrary distributed positioning errors, respectively, and then approximate them as convex semidefinite programs. Finally, simulation results verify the robustness and effectiveness of our proposed integrated VLPC design schemes.

Moving Object Localization in Distributed MIMO With Clock and Frequency Offsets

This paper investigates the localization problem of the moving target in distributed multiple-input multiple-output (MIMO) systems, where the transmitters are subject to clock and frequency offsets. The position and velocity of the moving target are jointly determined by applying time delay (TD) and Doppler shift (DS) measurements. For this purpose, two efficient solution approaches are proposed to estimate the unknowns of the moving target, as well as the clock and frequency offsets. Firstly, the nonconvex localization problem is first relaxed into a convex semidefinite programming (SDP) form. Additionally, a two-stage closed-form solution (TSCFS) approach is proposed to determine the unknowns. The performance of the proposed methods is examined by the mean squared error (MSE) analysis. The simulated results show that the performance of the proposed solutions are able to approach the Cramér-rao lower bound (CRLB) accuracy at low noise levels. In contrast, the SDP solution performs better than the TSCFS in the presence of high noise levels or a small number of receivers.

Optimal linear array orientation design for 3D direct position determination via semi-Definite relaxation

This paper presents an optimization strategy for array orientations in a three-dimensional (3D) direct position determination (DPD) system. Specifically, we consider a scenario in which uniform linear arrays (ULAs) are used to locate emitters, and we seek to optimize the array orientations in terms of localization accuracy. The E-optimality criterion, which minimizes the spectral norm of the Cramér-Rao lower bound (CRLB), is exploited to formulate this problem. As the objective function is non-convex with bilinear structures, we leverage semi-definite relaxation (SDR) to transform it into a convex semi-definite programming (SDP) problem by substituting the bilinear terms with a matrix variable. In addition, we tackle the array orientation configuration problem in the context of multi-emitter scenarios and develop an SDR solution for large-scale antenna array systems. Simulation results validate that the ULAs with array orientations designed by the proposed SDR-based method have near-optimal localization performance.

RIS-Assisted Ambient Backscatter Communication for SAGIN IoT

The space, air and ground integrated network (SAGIN) will greatly promote the development of the Internet of Things (IoT). Green IoT will be an important part of SAGIN. Ambient backscatter communication (AmBC) is a potential solution for green SAGIN IoT. To improve the achievable sum rate (ASR) of the AmBC system, we propose a reconfigurable intelligent surface (RIS) assisted AmBC system. In the single-BD AmBC scenario, we firstly give the phase shifts that maximize the gain of the reflection link of the AmBC system, and then give the optimal reflection coefficient. The proposed scheme does not need to solve the convex semidefinite program (SDP) problem, and has the characteristics of low computational complexity. In the multi-BD AmBC scenario, we first propose a multi-BD phase shifts initialization strategy to ensure the stability of the proposed scheme. Then, we give the optimal reflection coefficient and phase shifts based on iterative method. Simulations show that the RIS-assisted AmBC scheme is superior to the non-RIS-assisted AmBC scheme.

Elliptic Localization of a Moving Object by Transmitter at Unknown Position and Velocity: A Semidefinite Relaxation Approach

This paper investigates the elliptic localization for moving object problem from time delay (TD) and Doppler frequency shift (DFS) measurements, where the transmitter position and velocity are unknown. The transmitter is not perfectly time syncronized such that unknown offsets exist in the TD and DFS measurements. We propose to jointly estimate the object and transmitter positions and velocities and the offsets. Using the TD and DFS measurements from both the indirect and direct paths between the transmitter and the receivers, we formulate a non-convex weighted least squares (WLS) problem. Local convergence may occur when solving the non-convex WLS problem, implying that good estimate is not guaranteed. Thus, we relax the non-convex WLS problem into a convex semidefinite program by applying semidefinite relaxation (SDR). Moreover, we theoretically show that the performance can be improved by using multiple transmitters as compared to that using single transmitter, although more unknown parameters are introduced. We then extend the proposed SDR method to handle the multiple transmitters case. Finally, the mean square error analysis is provided to show that the proposed WLS method reaches the Cramer-Rao lower bound accuracy under small Gaussian noise condition. Simulation results validate the theoretical analysis and show the superior performance over the existing methods.

LQR based optimal co-design for linear control systems with input and state constraints

This paper considers a constrained co-design problem for linear time-invariant (LTI) systems. With a practical vision of real-world problems, constraints on the control signal and system states are involved in the proposed algorithm. The main goal is to design a sub-optimal controller by simultaneously obtaining the control policy and the model parameters. To this end, the conventional problem of solving the Hamiltonian-Jacobi-Bellman (HJB) equation is transformed into a nonlinear non-convex optimisation problem. Then, by reformulating the constraints of the optimisation problem, it is relaxed into a convex Semi-Definite Programming (SDP). By presenting an iterative method, the control cost, the performance, and the number of iterations are improved compared to conventional methods, and a closer result to the optimal solution is obtained. The performance and efficacy of the proposed algorithm are investigated through a case study on the physical load positioning system.

Reducing Bias for Multistatic Localization of a Moving Object by Transmitter At Unknown Position

Multistatic localization plays an important role in object localization. In this paper, we address the problem of multistatic localization of a moving object in the absence of transmitter position when the transmitter is not synchronized with the receivers. We propose to jointly estimate the unknowns, including the object position and velocity, the transmitter position, and the clock and frequency offsets, using both time delay and Doppler frequency shift measurements. To this end, we first formulate a constrained weighted least squares (CWLS) minimization problem, whose solution is found to have significant bias caused by approximations in transforming the model equations and solving the problem. To reduce the bias, we further formulate a non-convex bias reduced CWLS (BR-CWLS) problem by imposing a quadratic constraint, which is constructed by considering the second-order noise and errors of the matrices and vectors involved in the CWLS problem. One particular aspect of the proposed BR-CWLS method is that the errors in approximating the weighting matrix are taken into consideration for bias reduction. The non-convex BR-CWLS problem is solved by applying the semidefinite relaxation technique to relax it as a convex semidefinite program. In addition, we show through the mean square error (MSE) analysis that the performance of the BR-CWLS solution can approach the Cramer-Rao lower bound performance when the noise is not significant. We also derive the theoretical bias expression for evaluating the amount of bias. Simulation results demonstrate the good performance of the proposed method in terms of both MSE and bias.

A Bias-Reduced Solution for Multistatic Localization Using Differential Delays and Doppler Shifts

In this paper, the multistatic localization problem with unknown propagation speed is investigated using differential delays and Doppler shifts between the signals from direct and indirect paths. A series of pseudo-linear equations are formulated via the transformation of measurement models. A weighted least squares (WLS) formulation is then proposed after ignoring the second-order error terms, which can be rewritten as a non-convex optimization problem with the relationships among variables included as constraints. To deal with the non-convexity of the problem, semidefinite relaxation is applied, resulting in a convex semidefinite program (SDP). Several reasonable second-order cone constraints constructed via basic inequality and Cauchy-Schwarz inequality are added to tighten the relaxed SDP problem. By preserving the second-order error terms in equations, the bias of the estimate from the WLS formulation is also derived and then subtracted to nearly eliminate the bias and reach a bias-reduced solution. Simulation results show that the mean square error (MSE) of the proposed method approaches the Cramer-Rao lower bound (CRLB) and the bias is reduced significantly.

Multistatic Localization by Differential Time Delays and Time Differences of Arrival in the Absence of Transmitter Position

We can only extract the differential time delay (DTD) measurements between the direct and reflected paths in multistatic localization when there is no synchronization in time between the transmitter and receiver and among the receivers. This paper first addresses the problem of multistatic localization of a fixed object when the transmitter position is not available by using the DTD measurements. We propose a two-step optimization method for jointly estimating the object and transmitter positions. In the first step, we formulate a non-convex constrained weighted least squares (CWLS) problem by transforming the DTD measurement model and introducing nuisance variables. Such a non-convex CWLS problem is then relaxed to a tractable convex semidefinite programming (SDP) problem by applying semidefinite relaxation. In the second step, the error coming from relaxation and approximation in the SDP solution is reduced iteratively through solving a generalized trust region subproblem (GTRS) in each iteration. If the receivers are synchronized such that the time difference of arrival (TDOA) measurements can be acquired in addition to DTD, we formulate a different CWLS problem by utilizing both DTD and TDOA measurements, which is solved by convex relaxation as well. The relaxed SDP problem can achieve the optimal solution of the CWLS problem, and further refinement is no longer needed. We conduct the mean square error (MSE) analysis to validate that both proposed methods are able to achieve the Cramer-Rao Lower Bound (CRLB) performance under small Gaussian noise, which is also validated by simulations.

Convergence Analysis of Four Interior Point Continuous Trajectories for Convex Semidefinite Programming

Convergence Analysis of Four Interior Point Continuous Trajectories for Convex Semidefinite Programming

An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization

We consider solving high-order and tight semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new algorithmic framework that blends local search using the nonconvex POP into global descent using the convex SDP. In particular, we first design a globally convergent inexact projected gradient method (iPGM) for solving the SDP that serves as the backbone of our framework. We then accelerate iPGM by taking long, but safeguarded, rank-one steps generated by fast nonlinear programming algorithms. We prove that the new framework is still globally convergent for solving the SDP. To solve the iPGM subproblem of projecting a given point onto the feasible set of the SDP, we design a two-phase algorithm with phase one using a symmetric Gauss–Seidel based accelerated proximal gradient method (sGS-APG) to generate a good initial point, and phase two using a modified limited-memory BFGS (L-BFGS) method to obtain an accurate solution. We analyze the convergence for both phases and establish a novel global convergence result for the modified L-BFGS that does not require the objective function to be twice continuously differentiable. We conduct numerical experiments for solving second-order SDP relaxations arising from a diverse set of POPs. Our framework demonstrates state-of-the-art efficiency, scalability, and robustness in solving degenerate SDPs to high accuracy, even in the presence of millions of equality constraints.

Convex relaxation for optimal fixture layout design

This article proposes a general fixture layout design framework that directly integrates the system equation with the convex relaxation method. Note that the optimal fixture design problem is a large-scale combinatorial optimization problem; we relax it to a convex Semi-Definite Programming (SDP) problem by adopting sparse learning and SDP relaxation techniques. It can be solved efficiently by existing convex optimization algorithms and thus generates a near-optimal fixture layout. A real case study in the half-to-half fuselage assembly process indicates the superiority of our proposed algorithm compared to the current industry practice and state-of-art methods.

Synthesis of accelerated gradient algorithms for optimization and saddle point problems using Lyapunov functions and LMIs

This paper considers the problem of designing accelerated gradient-based algorithms for optimization and saddle-point problems. The class of objective functions is defined by a generalized sector condition. This class of functions contains strongly convex functions with Lipschitz gradients but also non-convex functions, which allows not only to address optimization problems but also saddle-point problems. The proposed design procedure relies on a suitable class of Lyapunov functions and, for a fixed convergence rate, is a convex semi-definite program in all but one scalar parameter. The proposed synthesis allows the design of algorithms that reach the performance of state-of-the-art accelerated gradient methods and beyond.

Robust Beamforming for Localization-Aided Millimeter Wave Communication Systems

In this letter, we investigate a robust beamforming problem for localization-aided millimeter wave (mmWave) communication systems. To handle this problem, we propose a novel restriction and relaxation (R&R) method. The proposed R&R method aims at minimizing the total transmit power while the positioning error follows a Gaussian distribution. Specifically, in the restriction phase of R&R, the probabilistic constraint is transformed into the deterministic form by using the Bernstein-type inequality. In the relaxation phase of R&R, the non-convex optimization problem is reformulated into a convex semidefinite program (SDP) by using semidefinite relaxation (SDR) and first-order Taylor expansion methods. To the best of our knowledge, we first consider the impact of the distribution of the positioning error on the channel state information (CSI), which further influences the data rate. Numerical results present the trade-off of the beamforming between the communication and positioning.

Optimal H2 Moment Matching-Based Model Reduction for Linear Systems through (Non)convex Optimization

In this paper, we compute a (local) optimal reduced order model that matches a prescribed set of moments of a stable linear time-invariant system of high dimension. We fix the interpolation points and parametrize the models achieving moment-matching in a set of free parameters. Based on the parametrization and using the H2-norm of the approximation error as the objective function, we derive a nonconvex optimization problem, i.e., we search for the optimal free parameters to determine the model yielding the minimal H2-norm of the approximation error. Furthermore, we provide the necessary first-order optimality conditions in terms of the controllability and the observability Gramians of a minimal realization of the error system. We then propose two gradient-type algorithms to compute the (local) optimal models, with mathematical guarantees on the convergence. We also derive convex semidefinite programming relaxations for the nonconvex Problem, under the assumption that the error system admits block-diagonal Gramians, and derive sufficient conditions to guarantee the block diagonalization. The solutions resulting at each step of the proposed algorithms guarantee the achievement of the imposed moment matching conditions. The second gradient-based algorithm exhibits the additional property that, when stopped, yields a stable approximation with a reduced H2-error norm. We illustrate the theory on a CD-player and on a discretized heat equation.

Joint pilot design and beamforming optimization in massive MIMO surveillance systems

This paper proposes a novel joint channel estimation and beamforming scheme for the massive multiple-input-multiple-output (MIMO) frequency-division duplexing (FDD) wireless legitimate surveillance system. With the proposed scheme, the monitor with the full duplex capability realizes the proactive eavesdropping of the suspicious link by leveraging the pilot attack approach. Specifically, exploiting the effective eavesdropping rate and the mean square error as performance metrics and setting a total power budget at the training and transmission phases, while guaranteeing the information from suspicious source can be successfully decode, joint pilot design, power allocation and beamforming strategy are formulated as optimization problems for the two objective functions: MSE and effective eavesdropping rate. A closed-form expression of the optimal pilot with the limited length can be obtained via the channel correlation. The optimal power problem at the training phase can be solved by a simple bisection method. Then, based on the obtained imperfect estimated channel, the jamming beamforming at monitor optimization algorithm is proposed by utilizing the convex Semidefinite Programming approach to maximize the effective eavesdropping rate. Numerical results show that the proposed joint pilot design, power allocation and beamforming optimization scheme can improve the surveillance performance of the legitimate monitor as compared to the existing passive eavesdropping and jamming-assisted eavesdropping.

SPLP: A Certifiably Globally Optimal Solution to the Relative Pose Estimation Problem Using Points and Line Pairs

Estimating the relative pose between two calibrated views with 2D-to-2D correspondences is a fundamental problem in computer vision and 2D perception. In this paper, we present the first certifiably globally optimal solver that can simultaneously incorporate both points and lines as the non-minimal 2D-to-2D correspondences for this problem. Our first contribution is to derive a generalized polynomial-based objective function based on the geometric constraints of orthogonal and parallel line pairs. Built upon it, our second contribution is to reformulate the relative pose estimation problem as a constrained global optimization problem with a unified representation of both point and line pair correspondences. Our third contribution lies in relaxing this non-convex optimization problem to a convex Semi-Definite Program (SDP) using Sum of Squares (SOS) relaxations so as to solve it via Gloptipoly 3 with a reliable guarantee of global optimality. In both synthetic and real experiments, we show that adopting line pairs as supplementary correspondences can greatly improve estimation accuracy, especially in the point-sparse situations, and that our solver, named SPLP (SOS-Point-and-Line-Pair), can outperform other state-of-the-art solvers.