Polynomial Optimization Problems Research Articles

Partial Lasserre relaxation for sparse Max-Cut

A common approach to solve or find bounds of polynomial optimization problems like Max-Cut is to use the first level of the Lasserre hierarchy. Higher levels of the Lasserre hierarchy provide tighter bounds, but solving these relaxations is usually computationally intractable. We propose to strengthen the first level relaxation for sparse Max-Cut problems using constraints from the second order Lasserre hierarchy. We explore a variety of approaches for adding a subset of the positive semidefinite constraints of the second order sparse relaxation obtained by using the maximum cliques of the graph’s chordal extension. We apply this idea to sparse graphs of different sizes and densities, and provide evidence of its strengths and limitations when compared to the state-of-the-art Max-Cut solver BiqCrunch and the alternative sparse relaxation CS-TSSOS.

Sums of Squares Polynomial Program Reformulations for Adjustable Robust Linear Optimization Problems with Separable Polynomial Decision Rules

We show that adjustable robust linear programs with affinely adjustable box data uncertainties under separable polynomial decision rules admit exact sums of squares (SOS) polynomial reformulations. These problems share the same optimal values and admit a one-to-one correspondence between the optimal solutions. A sum of squares representation of non-negativity of a separable non-convex polynomial over a box plays a key role in the reformulation. This reformulation allows us to find adjustable robust solutions of uncertain linear programs under box data uncertainty by numerically solving their associated equivalent SOS polynomial optimization problem using semi-definite linear programming. We illustrate how the quality of the adjustable robust solution of a robust optimization problem with polynomial decision rules improves as the degree of the polynomial increases. Our results demonstrate that the adjustable robust solutions approach the actual optimal solution as the degree of the polynomial increases from one to fifteen.

Existence of Pareto Solutions for Vector Polynomial Optimization Problems with Constraints

This paper deals with a vector polynomial optimization problem over a basic closed semi-algebraic set. By invoking some powerful tools from real semi-algebraic geometry, we first introduce the concept called tangency varieties; obtain the relationships of the Palais–Smale condition, Cerami condition, M-tameness, and properness related to the considered problem, in which the condition of Mangasarian–Fromovitz constraint qualification at infinity plays an essential role in deriving these relationships. At last, according to the obtained connections, we establish the existence of Pareto solutions to the problem in consideration and give some examples to illustrate our main findings.

Discrete Dynamical System Approaches for Boolean Polynomial Optimization

In this article, we discuss the numerical solution of Boolean polynomial programs by algorithms borrowing from numerical methods for differential equations, namely the Houbolt scheme, the Lie scheme, and a Runge-Kutta scheme. We first introduce a quartic penalty functional (of Ginzburg-Landau type) to approximate the Boolean program by a continuous one and prove some convergence results as the penalty parameter $$\varepsilon $$ converges to 0. We prove also that, under reasonable assumptions, the distance between local minimizers of the penalized problem and the set $$\{\pm 1\}^n$$ is of order $$O(\sqrt{n}\varepsilon )$$ . Next, we introduce algorithms for the numerical solution of the penalized problem, these algorithms relying on the Houbolt, Lie and Runge-Kutta schemes, classical methods for the numerical solution of ordinary or partial differential equations. We performed numerical experiments to investigate the impact of various parameters on the convergence of the algorithms. We have tested our ODE approaches and compared with the classical nonlinear optimization solver IPOPT and a quadratic binary formulation approach (QB-G) as well as an exhaustive method using parallel computing techniques. The numerical results on various datasets (including small and large-scale randomly generated synthetic datasets of general Boolean polynomial optimization problems, and a large-scale heterogeneous MQLib benchmark dataset of Max-Cut and Quadratic Unconstrained Binary Optimization (QUBO) problems) show good performances for our ODE approaches. As a result, our ODE algorithms often converge faster than the other compared methods to better integer solutions of the Boolean program.

Minimal energy configurations of bilayer plates as a polynomial optimization problem

We develop a discretization method for solving the minimal energy configuration of bilayer plates based on a mathematical model developed in Schmidt (2007), Bartels et al. (2017). Our discretization method employs C1-spline functions. A highlight of the method involves a trick to handle the nonlinear isometry constraint in such a way that not only numerical integration becomes unnecessary, but also that the final optimization problems are in the form of degree 4 polynomial optimization problems (POP). We develop two different versions of the method, one resulted in a constrained degree 4 POP involving a small tolerance ɛ, another resulted in an unconstrained degree 4 POP involving a large penalty parameter μ. We develop a mathematical analysis, based on the direct method and techniques in Γ-convergence, to show how ɛ and μ can be chosen according to the grid size so that the minimizers of the discrete problems converge to that of the continuum variational problem as the grid size goes to zero. We corroborate the theory through a series of computational experiments, and also report an unexpected finding related to the asymmetry of the discretized problems.

Tractable global solutions to chance-constrained Bayesian optimal experiment design for arbitrary prior and noise distributions

Optimal experiment design (OED) aims to optimize the information content of experimental observations by designing the experimental conditions. In Bayesian OED for parameter estimation, the design selection is based on an expected utility metric that accounts for the joint probability distribution of the uncertain parameters and the observations. This work presents solution methods for two approximate formulations of the Bayesian OED problem based on Kullback–Leibler divergence for the particular case of Gaussian prior and observation noise distributions and the general case of arbitrary prior distributions and arbitrary observation noise distributions when the observation noise corresponds to arbitrary functions of the states and random variables with an arbitrary multivariate distribution. The proposed methods also allow satisfying path constraints with a specified probability. The solution approach relies on the reformulation of the approximate Bayesian OED problem as an optimal control problem (OCP), for which a parsimonious input parameterization is adopted to reduce the number of decision variables. An efficient global solution method for OCPs via sum-of-squares polynomials and parallel computing is then applied, which is based on approximating the cost of the OCP by a polynomial function of the decision variables and solving the resulting polynomial optimization problem to global optimality in a tractable way via semidefinite programming. It is established that the difference between the cost obtained by solving the polynomial optimization problem and the globally optimal cost of the OCP is bounded and depends on the polynomial approximation error.

Information Design in Nonatomic Routing Games With Partial Participation: Computation and Properties

We consider a routing game among nonatomic agents where link latency functions are conditional on an uncertain state of the network. The agents have the same prior belief about the state, but only a fixed fraction receive private route recommendations or a common message, which are generated by a known randomization, referred to as <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">private</i> or <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">public signaling policy</i> , respectively. The remaining agents choose route according to Bayes Nash flow with respect to the prior. In this article, we develop a computational approach to solve the optimal information design problem, i.e., to minimize expected social latency over all public or <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">obedient</i> private signaling policies. For a fixed flow induced by nonparticipating agents, the design of an optimal private signaling policy has been shown to be a generalized problem of moments for polynomial link latency functions, and to admit an atomic solution with a provable upper bound on the number of atoms. This implies that, for polynomial link latency functions, information design can be equivalently cast as a polynomial optimization problem. This, in turn, can be arbitrarily lower bounded by a known hierarchy of semidefinite relaxations. The first level of this hierarchy is shown to be exact for the basic two link case with affine latency functions. We also identify a class of private signaling policies over which the optimal social cost is nonincreasing with an increasing fraction of participating agents for parallel networks. This is in contrast to existing results where the cost of participating agents under a <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">fixed</i> signaling policy may increase with their increasing fraction.

Complexity, exactness, and rationality in polynomial optimization

We focus on rational solutions or nearly-feasible rational solutions that serve as certificates of feasibility for polynomial optimization problems. We show that, under some separability conditions, certain cubic polynomially constrained sets admit rational solutions. However, we show in other cases that it is NP Hard to detect if rational solutions exist or if they exist of any reasonable size. We extend this idea to various settings including near feasible, but super optimal solutions and detecting rational rays on which a cubic function is unbounded. Lastly, we show that in fixed dimension, the feasibility problem over a set defined by polynomial inequalities is in NP by providing a simple certificate to verify feasibility. We conclude with several related examples of irrationality and encoding size issues in QCQPs and SOCPs.

Duality of sum of nonnegative circuit polynomials and optimal SONC bounds

Circuit polynomials are polynomials with properties that make it easy to compute sharp and certifiable global lower bounds for them. Consequently, one may use them to find certifiable lower bounds for any polynomial by writing it as a sum of circuit polynomials with known lower bounds. Recent work has shown that sums of nonnegative circuit polynomials (or SONC polynomials for short) can be used to compute global lower bounds (called SONC bounds) for polynomials in this manner very efficiently both in theory and in practice, if the polynomial is bounded from below and its support satisfies a certain nondegeneracy assumption. The quality of the SONC bound depends on the circuits used in the computation but finding the set of circuits that yield the best attainable SONC bound among the astronomical number of candidate circuits is a non-trivial task that has not been addressed so far. We propose an efficient method to compute the optimal SONC lower bound by iteratively identifying the optimal circuits to use in the SONC bounding process. The method is derived from a new proof of the result that every SONC polynomial decomposes into SONC polynomials on the same support. This proof is based on convex programming duality and motivates a column generation approach that is particularly attractive for sparse polynomials of high degree and with many unknowns. The method is implemented and tested on a large set of sparse polynomial optimization problems with up to 40 unknowns, of degree up to 60, and up to 3000 monomials in the support. The results indicate that the method is efficient in practice and requires only a small number of iterations to identify the optimal circuits.

Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software

A common computational approach for polynomial optimization problems (POPs) is to use (hierarchies of) semidefinite programming (SDP) relaxations. When the variables in the POP are required to be nonnegative – as is the case for combinatorial optimization problems, for example – these SDP problems typically involve nonnegative matrices, i.e. they are conic optimization problems over the doubly nonnegative cone. The Jordan reduction, a symmetry reduction method for conic optimization, was recently introduced for symmetric cones by Parrilo and Permenter [Mathematical Programming 181(1), 2020]. We extend this method to the doubly nonnegative cone, and investigate its application to known relaxations of the quadratic assignment and maximum stable set problems. We also introduce new Julia software where the symmetry reduction is implemented.

Certifiably Optimal Outlier-Robust Geometric Perception: Semidefinite Relaxations and Scalable Global Optimization.

We propose the first general and scalable framework to design certifiable algorithms for robust geometric perception in the presence of outliers. Our first contribution is to show that estimation using common robust costs, such as truncated least squares (TLS), maximum consensus, Geman-McClure, Tukey's biweight, among others, can be reformulated as polynomial optimization problems (POPs). By focusing on the TLS cost, our second contribution is to exploit sparsity in the POP and propose a sparse semidefinite programming (SDP) relaxation that is much smaller than the standard Lasserre's hierarchy while preserving empirical exactness, i.e., the SDP recovers the optimizer of the nonconvex POP with an optimality certificate. Our third contribution is to solve the SDP relaxations at an unprecedented scale and accuracy by presenting [Formula: see text], a solver that blends global descent on the convex SDP with fast local search on the nonconvex POP. Our fourth contribution is an evaluation of the proposed framework on six geometric perception problems including single and multiple rotation averaging, point cloud and mesh registration, absolute pose estimation, and category-level object pose and shape estimation. Our experiments demonstrate that (i) our sparse SDP relaxation is empirically exact with up to 60%- 90% outliers across applications; (ii) while still being far from real-time, [Formula: see text] is up to 100 times faster than existing SDP solvers on medium-scale problems, and is the only solver that can solve large-scale SDPs with hundreds of thousands of constraints to high accuracy; (iii) [Formula: see text] safeguards existing fast heuristics for robust estimation (e.g., [Formula: see text] or Graduated Non-Convexity), i.e., it certifies global optimality if the heuristic estimates are optimal, or detects and allows escaping local optima when the heuristic estimates are suboptimal.

Efficient Data Structures for Representation of Polynomial Optimization Problems: Implementation in SOSTOOLS

We present a new data structure for representation of polynomial variables in the parsing of sum-of-squares (SOS) programs. In SOS programs, the variables $s(x;Q)$ are polynomial in the independent variables $x$, but linear in the decision variables $Q$. Current SOS parsers, however, fail to exploit the semi-linear structure of the polynomial variables, treating the decision variables as independent variables in their representation. This results in unnecessary overhead in storage and manipulation of the polynomial variables, prohibiting the parser from addressing larger-scale optimization problems. To eliminate this computational overhead, we introduce a new representation of polynomial variables, the "dpvar" structure, that is affine in the decision variables. We show that the complexity of operations on variables in the dpvar representation scales favorably with the number of decision variables. We further show that the required memory for storing polynomial variables is relatively small using the dpvar structure, particularly when exploiting the MATLAB sparse storage structure. Finally, we incorporate the dpvar data structure into SOSTOOLS 4.00, and test the performance of the parser for several polynomial optimization problems.

Generalized MBI Algorithm for Designing Sequence Set and Mismatched Filter Bank With Ambiguity Function Constraints

A sequence set with ambiguity function (AF) specifications is frequently required in multi-transmit active sensing systems which exploit waveform diversity. This paper formulates a new model to jointly design sequence set and mismatched filter bank with AF requirements, which is a generalization of the auto-AF and cross-AF adopted in the matched filter scheme to attain lower AF sidelobe levels with an increased degree-of-freedom. The aforementioned designs result in nonconvex and nonlinear high-order polynomial (HOP) optimization problems with HOP constraints. Although the maximum block improvement (MBI) method has exhibited the powerful HOP optimization ability to design a short sequence with slow-time AF, it cannot tackle HOP constraints and involves high-complexity tensor operations. To address these issues, we develop a generalized MBI method for the HOP constrained optimization formulations. In addition, the proposed algorithm significantly reduces the computational complexity via designing an equivalent polynomial function for the original multi-linear tensor function. Numerical results demonstrate the excellent performance of our design solutions.

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.

Sum-of-squares geometry processing

Geometry processing presents a variety of difficult numerical problems, each seeming to require its own tailored solution. This breadth is largely due to the expansive list of geometric primitives , e.g., splines, triangles, and hexahedra, joined with an ever-expanding variety of objectives one might want to achieve with them. With the recent increase in attention toward higher-order surfaces , we can expect a variety of challenges porting existing solutions that work on triangle meshes to work on these more complex geometry types. In this paper, we present a framework for solving many core geometry processing problems on higher-order surfaces. We achieve this goal through sum-of-squares optimization, which transforms nonlinear polynomial optimization problems into sequences of convex problems whose complexity is captured by a single degree parameter. This allows us to solve a suite of problems on higher-order surfaces, such as continuous collision detection and closest point queries on curved patches, with only minor changes between formulations and geometries.

Exploiting Sparsity in Complex Polynomial Optimization

In this paper, we study the sparsity-adapted complex moment-Hermitian sum of squares (moment-HSOS) hierarchy for complex polynomial optimization problems, where the sparsity includes correlative sparsity and term sparsity. We compare the strengths of the sparsity-adapted complex moment-HSOS hierarchy with the sparsity-adapted real moment-SOS hierarchy on either randomly generated complex polynomial optimization problems or the AC optimal power flow problem. The results of numerical experiments show that the sparsity-adapted complex moment-HSOS hierarchy provides a trade-off between the computational cost and the quality of obtained bounds for large-scale complex polynomial optimization problems.

On decompositions and approximations of conjugate partial-symmetric tensors

Hermitian matrices have played an important role in matrix theory and complex quadratic optimization. The high-order generalization of Hermitian matrices, conjugate partial-symmetric (CPS) tensors, have shown growing interest recently in tensor theory and computation, particularly in application-driven complex polynomial optimization problems. In this paper, we study CPS tensors with a focus on ranks, computing rank-one decompositions and approximations, as well as their applications. We prove constructively that any CPS tensor can be decomposed into a sum of rank-one CPS tensors, which provides an explicit method to compute such rank-one decompositions. Three types of ranks for CPS tensors are defined and shown to be different in general. This leads to the invalidity of the conjugate version of Comon’s conjecture. We then study rank-one approximations and matricizations of CPS tensors. By carefully unfolding CPS tensors to Hermitian matrices, rank-one equivalence can be preserved. This enables us to develop new convex optimization models and algorithms to compute best rank-one approximations of CPS tensors. Numerical experiments from data sets in radar wave form design, elasticity tensor, and quantum entanglement are performed to justify the capability of our methods.

Algebraic Solution of Tropical Polynomial Optimization Problems

We consider constrained optimization problems defined in the tropical algebra setting on a linearly ordered, algebraically complete (radicable) idempotent semifield (a semiring with idempotent addition and invertible multiplication). The problems are to minimize the objective functions given by tropical analogues of multivariate Puiseux polynomials, subject to box constraints on the variables. A technique for variable elimination is presented that converts the original optimization problem to a new one in which one variable is removed and the box constraint for this variable is modified. The novel approach may be thought of as an extension of the Fourier–Motzkin elimination method for systems of linear inequalities in ordered fields to the issue of polynomial optimization in ordered tropical semifields. We use this technique to develop a procedure to solve the problem in a finite number of iterations. The procedure includes two phases: backward elimination and forward substitution of variables. We describe the main steps of the procedure, discuss its computational complexity and present numerical examples.

On the local stability of semidefinite relaxations

We consider a parametric family of quadratically constrained quadratic programs and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study conditions (and quantitative bounds) under which the relaxation will continue to be exact as the parameter moves in a neighborhood around the nominal value. Our framework captures a wide array of statistical estimation problems including tensor principal component analysis, rotation synchronization, orthogonal Procrustes, camera triangulation and resectioning, essential matrix estimation, system identification, and approximate GCD. Our results can also be used to analyze the stability of SOS relaxations of general polynomial optimization problems.

On the solution existence and stability of polynomial optimization problems

This paper introduces and investigates a regularity condition in the asymptotic sense for optimization problems whose objective functions are polynomial. Under this regularity condition, the normalization argument in asymptotic analysis enables us to see the solution existence as well as the solution stability of these problems. We prove a Frank-Wolfe type theorem for regular optimization problems and an Eaves type theorem for non-regular pseudoconvex optimization problems. Moreover, we show results on the stability such as upper semicontinuity and local upper-H\"{o}lder stability of the solution map of polynomial optimization problems. At the end of the paper, we discuss the genericity of the regularity condition.