Lasserre Relaxation Research Articles

Loraine – an interior-point solver for low-rank semidefinite programming

The aim of this paper is to introduce a new code for the solution of large-and-sparse linear semidefinite programs (SDPs) with low-rank solutions or solutions with few outlying eigenvalues, and/or problems with low-rank data. We propose to use a preconditioned conjugate gradient method within an interior-point SDP algorithm and an efficient preconditioner fully utilizing the low-rank information. The efficiency is demonstrated by numerical experiments using the truss topology optimization problems, Lasserre relaxations of the MAXCUT problems and the sensor network localization problems.

Globally Optimal Solution to Inverse Kinematics of 7DOF Serial Manipulator

The Inverse Kinematics (IK) problem is concerned with finding robot control parameters to bring the robot into a desired position under the kinematics and joint limit constraints. We present a globally optimal solution to the IK problem for a general serial 7DOF manipulator with revolute joints and a polynomial objective function. We show that the kinematic constraints due to rotations can be all generated by the second-degree polynomials. This is an important result since it significantly simplifies the further step where we find the optimal solution by Lasserre relaxations of nonconvex polynomial systems. We demonstrate that the second relaxation is sufficient to solve a general 7DOF IK problem. Our approach is certifiably globally optimal. We demonstrate the method on the 7DOF KUKA LBR IIWA manipulator and show that we are, in practice, able to compute the optimal IK or certify infeasibility in 99.9% tested poses. We also demonstrate that by the same approach, we are able to solve the IK problem for any generic (random) manipulator with seven revolute joints.

Continuous-Variable Nonlocality and Contextuality

Contextuality is a non-classical behaviour that can be exhibited by quantum systems. It is increasingly studied for its relationship to quantum-over-classical advantages in informatic tasks. To date, it has largely been studied in discrete-variable scenarios, where observables take values in discrete and usually finite sets. Practically, on the other hand, continuous-variable scenarios offer some of the most promising candidates for implementing quantum computations and informatic protocols. Here we set out a framework for treating contextuality in continuous-variable scenarios. It is shown that the Fine–Abramsky–Brandenburger theorem extends to this setting, an important consequence of which is that Bell nonlocality can be viewed as a special case of contextuality, as in the discrete case. The contextual fraction, a quantifiable measure of contextuality that bears a precise relationship to Bell inequality violations and quantum advantages, is also defined in this setting. It is shown to be a non-increasing monotone with respect to classical operations that include binning to discretise data. Finally, we consider how the contextual fraction can be formulated as an infinite linear program. Through Lasserre relaxations, we are able to express this infinite linear program as a hierarchy of semi-definite programs that allow to calculate the contextual fraction with increasing accuracy.

Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction

A basic closed semialgebraic subset of {mathbb {R}}^{n} is defined by simultaneous polynomial inequalities p_{1}ge 0,ldots ,p_{m}ge 0. We consider Lasserre’s relaxation hierarchy to solve the problem of minimizing a polynomial over such a set. These relaxations give an increasing sequence of lower bounds of the infimum. In this paper we provide a new certificate for the optimal value of a Lasserre relaxation to be the optimal value of the polynomial optimization problem. This certificate is to check if a certain matrix has a generalized Hankel form. This certificate is more general than the already known certificate of an optimal solution being flat. In case we have detected optimality we will extract the potential minimizers with a truncated version of the Gelfand–Naimark–Segal construction on the optimal solution of the Lasserre relaxation. We prove also that the operators of this truncated construction commute if and only if the matrix of this modified optimal solution is a generalized Hankel matrix. This generalization of flatness will enable us to prove, with the use of the GNS truncated construction, a result of Curto and Fialkow on the existence of quadrature rule if the optimal solution is flat and a result of Xu and Mysovskikh on the existence of a Gaussian quadrature rule if the modified optimal solution is a generalized Hankel matrix . At the end, we provide a numerical linear algebraic algorithm for detecting optimality and extracting solutions of a polynomial optimization problem.

Tensor theta norms and low rank recovery

We study extensions of compressive sensing and low rank matrix recovery to the recovery of tensors of low rank from incomplete linear information. While the reconstruction of low rank matrices via nuclear norm minimization is rather well-understand by now, almost no theory is available so far for the extension to higher order tensors due to various theoretical and computational difficulties arising for tensor decompositions. In fact, nuclear norm minimization for matrix recovery is a tractable convex relaxation approach, but the extension of the nuclear norm to tensors is in general NP-hard to compute. In this article, we introduce convex relaxations of the tensor nuclear norm which are computable in polynomial time via semidefinite programming. Our approach is based on theta bodies, a concept from real computational algebraic geometry which is similar to the one of the better known Lasserre relaxations. We introduce polynomial ideals which are generated by the second-order minors corresponding to different matricizations of the tensor (where the tensor entries are treated as variables) such that the nuclear norm ball is the convex hull of the algebraic variety of the ideal. The theta body of order k for such an ideal generates a new norm which we call the θk-norm. We show that in the matrix case, these norms reduce to the standard nuclear norm. For tensors of order three or higher however, we indeed obtain new norms. The sequence of the corresponding unit-θk-norm balls converges asymptotically to the unit tensor nuclear norm ball. By providing the Gröbner basis for the ideals, we explicitly give semidefinite programs for the computation of the θk-norm and for the minimization of the θk-norm under an affine constraint. Finally, numerical experiments for order-three tensor recovery via θ1-norm minimization suggest that our approach successfully reconstructs tensors of low rank from incomplete linear (random) measurements.

Sparse signal reconstruction for nonlinear models via piecewise rational optimization

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and a penalization term. In contrast with most previous works which settle for approximated local solutions, we seek for a global solution to the obtained challenging nonconvex problem. Our global approach relies on the so-called Lasserre relaxation of polynomial optimization.We here specifically include in our approach the case of piecewise rational functions, which makes it possible to address a wide class of nonconvex exact and continuous relaxations of the ℓ0 penalization function. Additionally, we study the complexity of the optimization problem. It is shown how to use the structure of the problem to lighten the computational burden efficiently. Finally, numerical simulations illustrate the benefits of our method in terms of both global optimality and signal reconstruction.

Stable Rank-One Matrix Completion is Solved by the Level 2 Lasserre Relaxation

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this problem. In this paper, we show that in every instance where the problem has a unique solution, one can provably recover the original matrix through the level 2 Lasserre relaxation with minimization of the trace norm. We further show that the solution of the proposed semidefinite program is Lipschitz stable with respect to perturbations of the observed entries, unlike more basic algorithms such as nonlinear propagation or ridge regression. Our proof is based on recursively building a certificate of optimality corresponding to a dual sum-of-squares (SoS) polynomial. This SoS polynomial is built from the polynomial ideal generated by the completion constraints and the monomials provided by the minimization of the trace. The proposed relaxation fits in the framework of the Lasserre hierarchy, albeit with the key addition of the trace objective function. Finally, we show how to represent and manipulate the moment tensor in favorable complexity by means of a hierarchical low-rank factorization.

On the Exactness of Lasserre Relaxations and Pure States Over Real Closed Fields

Consider a finite system of non-strict polynomial inequalities with solution set $S\subseteq\mathbb R^n$. Its Lasserre relaxation of degree $d$ is a certain natural linear matrix inequality in the original variables and one additional variable for each nonlinear monomial of degree at most $d$. It defines a spectrahedron that projects down to a convex semialgebraic set containing $S$. In the best case, the projection equals the convex hull of $S$. We show that this is very often the case for sufficiently high $d$ if $S$ is compact and "bulges outwards" on the boundary of its convex hull. Now let additionally a polynomial objective function $f$ be given, i.e., consider a polynomial optimization problem. Its Lasserre relaxation of degree $d$ is now a semidefinite program. In the best case, the optimal values of the polynomial optimization problem and its relaxation agree. We prove that this often happens if $S$ is compact and $d$ exceeds some bound that depends on the description of $S$ and certain characteristicae of $f$ like the mutual distance of its global minimizers on $S$.

On the Exactness of Lasserre Relaxations for Compact Convex Basic Closed Semialgebraic Sets

Consider a finite system of nonstrict real polynomial inequalities and suppose its solution set $S\subseteq\mathbb R^n$ is convex, has nonempty interior, and is compact. Suppose that the system sat...

Symmetric Tensor Nuclear Norms

This paper studies symmetric tensor nuclear norms. As shown by Friedland and Lim, the nuclear norm of a symmetric tensor can be achieved at a symmetric decomposition. We discuss how to compute symmetric tensor nuclear norms, depending on the order and ground field. Lasserre relaxations are proposed for the computation. Theoretical properties of the relaxations are studied. For symmetric tensors, we can compute their nuclear norms, as well as the symmetric nuclear decompositions. The methods can be extended to nonsymmetric tensors.

Constrained trace-optimization of polynomials in freely noncommuting variables

The study of matrix inequalities in a dimension-free setting is in the realm of free real algebraic geometry. In this paper we investigate constrained trace and eigenvalue optimization of noncommutative polynomials. We present Lasserre's relaxation scheme for trace optimization based on semidefinite programming (SDP) and demonstrate its convergence properties. Finite convergence of this relaxation scheme is governed by flatness, i.e., a rank-preserving property for associated dual SDPs. If flatness is observed, then optimizers can be extracted using the Gelfand---Naimark---Segal construction and the Artin---Wedderburn theory verifying exactness of the relaxation. To enforce flatness we employ a noncommutative version of the randomization technique championed by Nie. The implementation of these procedures in our computer algebra system NCSOStoolsis presented and several examples are given to illustrate our results.

Semidefinite Representations of Noncompact Convex Sets

We consider the problem of the semidefinite representation of a class of noncompact basic semialgebraic sets. We introduce the conditions of pointedness and closedness at infinity of a semialgebraic set and show that under these conditions our modified hierarchies of nested theta bodies and Lasserre's relaxations converge to the closure of the convex hull of $S$. Moreover, if the Putinar-Prestel's Bounded Degree Representation (PP-BDR) property is satisfied, our theta body and Lasserre's relaxation are exact when the order is large enough; if the PP-BDR property does not hold, our hierarchies converge uniformly to the closure of the convex hull of $S$ restricted to every fixed ball centered at the origin. We illustrate through a set of examples that the conditions of pointedness and closedness are essential to ensure the convergence. Finally, we provide some strategies to deal with cases where the conditions of pointedness and closedness are violated.

Theta Bodies for Polynomial Ideals

Inspired by a question of Lov\'asz, we introduce a hierarchy of nested semidefinite relaxations of the convex hull of real solutions to an arbitrary polynomial ideal, called theta bodies of the ideal. For the stable set problem in a graph, the first theta body in this hierarchy is exactly Lov\'asz's theta body of the graph. We prove that theta bodies are, up to closure, a version of Lasserre's relaxations for real solutions to ideals, and that they can be computed explicitly using combinatorial moment matrices. Theta bodies provide a new canonical set of semidefinite relaxations for the max cut problem. For vanishing ideals of finite point sets, we give several equivalent characterizations of when the first theta body equals the convex hull of the points. We also determine the structure of the first theta body for all ideals.