Hierarchy Of Semidefinite Programming Relaxations Research Articles

On duality gap with polynomial multipliers for polynomial optimization problems

In this paper, we examine a zero-duality gap with polynomial multipliers between a non-convex polynomial program and its associated generalized Lagrangian dual problem. To this end, we introduce a sum of squares certificate of non-negativity, abbreviated as (SC), that allows us to verify the non-negativity of a polynomial over a feasible set of a system of given polynomials. With the help of (SC), we show that the zero-duality gap with polynomial multipliers coincides with the convergent Lasserre hierarchy of semidefinite programming relaxations. This zero-duality gap with polynomial multipliers reduces to the classical zero-duality gap with constant multipliers when considering it in the setting of SOS-convex polynomial programs or quadratic programs with the hidden convexity. We also show that, in the framework of truncated polynomial systems, the zero-duality gap with polynomial multipliers can be checked via the classical Karush–Kuhn–Tucker condition under an additional convexity condition.

CS-TSSOS: Correlative and Term Sparsity for Large-Scale Polynomial Optimization

This work proposes a new moment-SOS hierarchy, called CS-TSSOS , for solving large-scale sparse polynomial optimization problems. Its novelty is to exploit simultaneously correlative sparsity and term sparsity by combining advantages of two existing frameworks for sparse polynomial optimization. The former is due to Waki et al. [ 40 ] while the latter was initially proposed by Wang et al. [ 42 ] and later exploited in the TSSOS hierarchy [ 46 , 47 ]. In doing so we obtain CS-TSSOS—a two-level hierarchy of semidefinite programming relaxations with (i) the crucial property to involve blocks of SDP matrices and (ii) the guarantee of convergence to the global optimum under certain conditions. We demonstrate its efficiency and scalability on several large-scale instances of the celebrated Max-Cut problem and the important industrial optimal power flow problem, involving up to six thousand variables and tens of thousands of constraints.

Correlations in Entanglement-Assisted Prepare-and-Measure Scenarios

We investigate the correlations that can arise between Alice and Bob in prepare-and-measure communication scenarios where the source (Alice) and the measurement device (Bob) can share prior entanglement. The paradigmatic example of such a scenario is the quantum dense coding protocol, where the communication capacity of a qudit can be doubled if a two-qudit entangled state is shared between Alice and Bob. We provide examples of correlations that actually require more general protocols based on higher-dimensional entangled states. This motivates us to investigate the set of correlations that can be obtained from communicating either a classical or a quantum $d$-dimensional system in the presence of an unlimited amount of entanglement. We show how such correlations can be characterized by a hierarchy of semidefinite programming relaxations by reducing the problem to a non-commutative polynomial optimization problem. We also introduce an alternative relaxation hierarchy based on the notion of informationally-restricted quantum correlations, which, though it represents a strict (non-converging) relaxation scheme, is less computationally demanding. As an application, we introduce device-independent tests of the dimension of classical and quantum systems that, in contrast to previous results, do not make the implicit assumption that Alice and Bob share no entanglement. We also establish several relations between communication with and without entanglement as resources for creating correlations.

Entanglement marginal problems

We consider the entanglement marginal problem, which consists of deciding whether a number of reduced density matrices are compatible with an overall separable quantum state. To tackle this problem, we propose hierarchies of semidefinite programming relaxations of the set of quantum state marginals admitting a fully separable extension. We connect the completeness of each hierarchy to the resolution of an analog classical marginal problem and thus identify relevant experimental situations where the hierarchies are complete. For finitely many parties on a star configuration or a chain, we find that we can achieve an arbitrarily good approximation to the set of nearest-neighbour marginals of separable states with a time (space) complexity polynomial (linear) on the system size. Our results even extend to infinite systems, such as translation-invariant systems in 1D, as well as higher spatial dimensions with extra symmetries.

Exploiting term sparsity in noncommutative polynomial optimization

We provide a new hierarchy of semidefinite programming relaxations, called NCTSSOS, to solve large-scale sparse noncommutative polynomial optimization problems. This hierarchy features the exploitation of term sparsity hidden in the input data for eigenvalue and trace optimization problems. NCTSSOS complements the recent work that exploits correlative sparsity for noncommutative optimization problems by Klep et al. (MP, 2021), and is the noncommutative analogue of the TSSOS framework by Wang et al. (SIAMJO 31: 114–141, 2021, SIAMJO 31: 30–58, 2021). We also propose an extension exploiting simultaneously correlative and term sparsity, as done previously in the commutative case (Wang in CS-TSSOS: Correlative and term sparsity for large-scale polynomial optimization, 2020). Under certain conditions, we prove that the optima of the NCTSSOS hierarchy converge to the optimum of the corresponding dense semidefinite programming relaxation. We illustrate the efficiency and scalability of NCTSSOS by solving eigenvalue/trace optimization problems from the literature as well as randomly generated examples involving up to several thousand variables.

Multi-objective convex polynomial optimization and semidefinite programming relaxations

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization problem \(({\mathrm{P}}_{z})\) and does not destroy the properties of convexity, is considered. First, we show an existence result for efficient solutions to problem (MP) under some mild assumption. Then, for problem \((P_{z})\), we establish two kinds of representations of non-negativity of convex polynomials over convex semi-algebraic sets, and propose two kinds of finite convergence results of the Lasserre-type hierarchy of semidefinite programming relaxations for problem \(({\mathrm{P}}_{z})\) under suitable assumptions. Finally, we show that finding efficient solutions to problem (MP) can be achieved successfully by solving hierarchies of semidefinite programming relaxations and checking a flat truncation condition.

TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity

This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and distinguishing feature) of such relaxations is to involve block-diagonal matrices obtained in an iterative procedure performing completion of the connected components of certain adjacency graphs. The graphs are related to the terms arising in the original data and not to the links between variables. Our theoretical framework is then applied to compute lower bounds for polynomial optimization problems either randomly generated or coming from the networked system literature.

Entanglement Detection beyond Measuring Fidelities.

One of the most widespread methods to determine if a quantum state is entangled, or to quantify its entanglement dimensionality, is by measuring its fidelity with respect to a pure state. In this Letter, we find a large class of states whose entanglement cannot be detected in this manner; we call them unfaithful. Wefind that unfaithful states are ubiquitous in information theory. For small dimensions, we check numerically that most bipartite states are both entangled and unfaithful. Similarly, numerical searches in low dimensions show that most pure entangled states remain entangled but become unfaithful when a certain amount of white noise is added. We also find that faithfulness can be self-activated, i.e., there exist instances of unfaithful states whose tensor powers are faithful. To explore how the fidelity approach limits the quantification of entanglement dimensionality, we generalize the notion of an unfaithful state to that of a D unfaithful state, one that cannot be certified as D-dimensionally entangled by measuring its fidelity with respect to a pure state. For describing such states, we additionally introduce a hierarchy of semidefinite programming relaxations that fully characterizes the set of states of Schmidt rank at most D.

Global Optimization for Recovery of Clipped Signals Corrupted With Poisson-Gaussian Noise

We study a variational formulation for reconstructing nonlinearly distorted signals corrupted with a Poisson-Gaussian noise. In this situation, the data fidelity term consists of a sum of a weighted least squares term and a logarithmic one. Both of them are precomposed by a nonlinearity, modelling a clipping effect, which is assumed to be rational. A regularization term, being a piecewise rational approximation of the $\ell _0$ function provides a suitable sparsity measure with respect to a preset linear operator. We propose a global optimization approach for such a problem. More specifically, it is first transformed into a generalized moment problem by introducing some auxiliary variables. Then, a hierarchy of semidefinite programming relaxations is built. Numerical examples show the good performance of the proposed approach.

Optimal control problems with oscillations, concentrations and discontinuities

Optimal control problems with oscillations (chattering controls) and concentrations (impulsive controls) can have integral performance criteria such that concentration of the control signal occurs at a discontinuity of the state signal. Techniques from functional analysis (anisotropic parametrized measures) are applied to give a precise meaning of the integral cost and to allow for the sound application of numerical methods. We show how this can be combined with the Lasserre hierarchy of semidefinite programming relaxations.

Rational Optimization for Nonlinear Reconstruction With Approximate <inline-formula> <tex-math notation="LaTeX">$\ell _0$</tex-math> </inline-formula> Penalization

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the nonlinearity of the model can be accounted for by a rational function. In addition, we suppose that the signal to be sought is sparse and a rational approximation of the $\ell_0$ pseudo-norm thus constitutes a suitable penalization. The resulting composite cost function belongs to the broad class of semi-algebraic functions. To find a globally optimal solution to such an optimization problem, it can be transformed into a generalized moment problem, for which a hierarchy of semidefinite programming relaxations can be built. Global optimality comes at the expense of an increased dimension and, to overcome computational limitations concerning the number of involved variables, the structure of the problem has to be carefully addressed. A situation of practical interest is when the nonlinear model consists of a convolutive transform followed by a componentwise nonlinear rational saturation. We then propose to use a sparse relaxation able to deal with up to several hundreds of optimized variables. In contrast with the naive approach consisting of linearizing the model, our experiments show that the proposed approach offers good performance.

Optimal control of linear PDEs using occupation measures and SDP relaxations

This paper addresses the problem of solving a class of optimal control problems (OCPs) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control-dependent polynomial Lagrangian cost and control constraints described by polynomials. We first perform a state-mode discretization of the Riesz-spectral operator. Then we approximate the resulting finite-dimensional OCPs by using a previously known hierarchy of semidefinite relaxations. Under certain compactness assumptions, we provide a converging hierarchy of semidefinite programming relaxations whose optimal values yield lower bounds for the initial OCP. We illustrate our method by two numerical examples, involving a diffusion partial differential equation and a wave equation. We also report on the related experiments.

Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems

For binary polynomial optimization problems (POPs) of degree $d$ with $n$ variables, we prove that the $\lceil(n+d-1)/2\rceil$th semidefinite programming (SDP) relaxation in Lasserre's hierarchy of SDP relaxations provides the exact optimal value. If binary POPs involve only even-degree monomials, we show that it can be further reduced to $\lceil(n+d-2)/2\rceil$. This bound on the relaxation order coincides with the conjecture by Laurent in 2003, which was recently proved by Fawzi, Saunderson, and Parrilo, on binary quadratic optimization problems where $d=2$. We also numerically confirm that the bound is tight. More precisely, we present instances of binary POPs that require solving at least the $\lceil(n+d-1)/2\rceil$th SDP relaxation for general binary POPs and the $\lceil(n+d-2)/2\rceil$th SDP relaxation for even-degree binary POPs to obtain the exact optimal values.

Joint Spectral Radius and Path-Complete Graph Lyapunov Functions

We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of graphs called path-complete graphs, and show that any such graph gives rise to a method for proving stability of the switched system. This enables us to derive several asymptotically tight hierarchies of semidefinite programming relaxations that unify and generalize many existing techniques such as common quadratic, common sum of squares, path-dependent quadratic, and maximum/minimum-of-quadratics Lyapunov functions. We compare the quality of approximation obtained by certain classes of path-complete graphs including a family of dual graphs and all path-complete graphs with two nodes on an alphabet of two matrices. We derive approximation guarantees for several families of path-complete graphs, such as the De Bruijn graphs. This provides worst-case performance bounds for path-dependent quadratic Lyapunov functions and a constructive converse Lyapunov theorem for maximum/minimum-of-quadratics Lyapunov functions.

A paradox in bosonic energy computations via semidefinite programming relaxations

We show that the recent hierarchy of semidefinite programming relaxations based on non-commutative polynomial optimization and reduced density matrix variational methods exhibits an interesting paradox when applied to the bosonic case: even though it can be rigorously proven that the hierarchy collapses after the first step, numerical implementations of higher-order steps generate a sequence of improving lower bounds that converges to the optimal solution. We analyze this effect and compare it with a similar behavior observed in implementations of semidefinite programming relaxations for commutative polynomial minimization. We conclude that the method converges due to the rounding errors occurring during the execution of the numerical program, and show that convergence is lost as soon as computer precision is incremented. We support this conclusion by proving that for any element p of a Weyl algebra which is non-negative in the Schrödinger representation there exists another element arbitrarily close to p that admits a sum of squares decomposition.

On the Lasserre Hierarchy of Semidefinite Programming Relaxations of Convex Polynomial Optimization Problems

The Lasserre hierarchy of semidefinite programming approximations to convex polynomial optimization problems is known to converge finitely under some assumptions. [J. B. Lasserre, Convexity in semialgebraic geometry and polynomial optimization, SIAM J. Optim., 19 (2009), pp. 1995–2014]. We give a new proof of the finite convergence property under weaker assumptions than were known before. In addition, we show that—under the assumptions for finite convergence—the number of steps needed for convergence depends on more than the input size of the problem.

A new semidefinite programming hierarchy for cycles in binary matroids and cuts in graphs

The theta bodies of a polynomial ideal are a series of semidefinite programming relaxations of the convex hull of the real variety of the ideal. In this paper we construct the theta bodies of the vanishing ideal of cycles in a binary matroid. Applied to cuts in graphs, this yields a new hierarchy of semidefinite programming relaxations of the cut polytope of the graph. If the binary matroid avoids certain minors we can characterize when the first theta body in the hierarchy equals the cycle polytope of the matroid. Specialized to cuts in graphs, this result solves a problem posed by Lovász.

Convergent Relaxations of Polynomial Optimization Problems with Noncommuting Variables

We consider optimization problems with polynomial inequality constraints in non-commuting variables. These non-commuting variables are viewed as bounded operators on a Hilbert space whose dimension is not fixed and the associated polynomial inequalities as semidefinite positivity constraints. Such problems arise naturally in quantum theory and quantum information science. To solve them, we introduce a hierarchy of semidefinite programming relaxations which generates a monotone sequence of lower bounds that converges to the optimal solution. We also introduce a criterion to detect whether the global optimum is reached at a given relaxation step and show how to extract a global optimizer from the solution of the corresponding semidefinite programming problem.

Block-diagonal semidefinite programming hierarchies for 0/1 programming

Lovász and Schrijver, and later Lasserre, proposed hierarchies of semidefinite programming relaxations for 0/1 linear programming problems. We revisit these two constructions and propose two new, block-diagonal hierarchies, which are at least as strong as the Lovász–Schrijver hierarchy, but less costly to compute. We report experimental results for the stable set problem of Paley graphs.

A semidefinite programming approach to the generalized problem of moments

We consider the generalized problem of moments (GPM) from a computational point of view and provide a hierarchy of semidefinite programming relaxations whose sequence of optimal values converges to the optimal value of the GPM. We then investigate in detail various examples of applications in optimization, probability, financial economics and optimal control, which all can be viewed as particular instances of the GPM.