Semidefinite Programming Research Articles

A fast smoothing newton method for bilevel hyperparameter optimization for SVC with logistic loss

Support vector classification (SVC) with logistic loss has excellent theoretical properties in classification problems where the label values are not continuous. In this paper, we reformulate the hyperparameter selection for SVC with logistic loss as a bilevel optimization problem in which the upper-level problem and the lower-level problem are both based on logistic loss. The resulting bilevel optimization model is converted to a single-level nonlinear programming (NLP) based on the KKT conditions of the lower-level problem. Such NLP contains a set of nonlinear equality constraints and a simple lower-bound constraint. The second-order sufficient condition is characterized, which guarantees that the strict local optimizers are obtained. To solve such NLP, we apply the smoothing Newton method proposed in [Liang L, Sun D., Toh KC. A squared smoothing Newton method for semidefinite programming, 2023] to solve the KKT conditions, which contain one pair of complementarity constraints. We show that the smoothing Newton method has a superlinear convergence rate. Extensive numerical results verify the efficiency of the proposed approach and strict local minimizers can be achieved both numerically and theoretically. In particular, compared with other methods, our algorithm can achieve competitive results while consuming less time than other methods.

Accurate measurement-based convex model to estimate transmission loss coefficients in power systems

This work proposes a convex methodology that uses power system measurements (power generation and total demand) to accurately estimate transmission loss coefficients (B-coefficients). The main contribution of this research is the possibility of incorporating the stochastic behavior of demand consumption in the final calculation of said coefficients. Power system simulations are considered, employing random variations in the active power injection of voltage-controlled nodes, in addition to power demands, using uniform or Gaussian distributions (for each variation, the power flow problem is solved using the classical Newton–Raphson approach). Based on the properties of the B-coefficients, a semi-definite programming model is proposed to obtain these parameters, considering that, for a power system with Ng generators, 0.5NgNg+3+1 measurements are required. The robustness of the proposed measurement-based optimization model is contrasted with a recent literature report using a linear solution method. Numerical results in the IEEE 14-, 39-, 57-, and 118- test feeders demonstrate the effectiveness of the proposed convex-based approach when using a different set of measurements (power system simulations) for cross variations, whose average estimation errors are between −0.1109% and 3.3967% for all the tested cases. All the numerical simulations were carried out using the MATLAB software and the MATPOWER 7.1 tool.

Quantifying the performance of bidirectional quantum teleportation

Bidirectional teleportation is a fundamental protocol for exchanging quantum information between two parties by means of a shared resource state and local operations and classical communication (LOCC). In this paper, we develop two seemingly different ways of quantifying the simulation error of unideal bidirectional teleportation by means of the normalized diamond distance and the channel infidelity, and we prove that they are equivalent. By relaxing the set of operations allowed from LOCC to those that completely preserve the positivity of the partial transpose, we obtain semi-definite programming lower bounds on the simulation error of unideal bidirectional teleportation. We evaluate these bounds for several key examples: when there is no resource state at all and for isotropic and Werner states, in each case finding an analytical solution. The first aforementioned example establishes a benchmark for classical versus quantum bidirectional teleportation. Another example consists of a resource state resulting from the action of a generalized amplitude damping channel on two Bell states, for which we find an analytical expression for the simulation error that is in agreement with numerical estimates (up to numerical precision). We then evaluate the performance of some schemes for bidirectional teleportation due to (Kiktenko et al., Phys. Rev. A 93, 062305 (2016)) and find that they are suboptimal and do not go beyond the aforementioned classical limit for bidirectional teleportation. We offer a scheme alternative to theirs that is provably optimal. Finally, we generalize the whole development to the setting of bidirectional controlled teleportation, in which there is an additional assisting party who helps with the exchange of quantum information, and we establish semi-definite programming lower bounds on the simulation error for this task. More generally, we provide semi-definite programming lower bounds on the performance of bipartite and multipartite channel simulation using a shared resource state and LOCC.

Optimal innovation-based attacks against remote state estimation with side information and historical data

This work investigates the attack strategy design problem of the false data injection attack against the cyber-physical system. Distinct from the relevant results which utilise the current intercepted data or additionally consider side information, a more universal attack model is proposed which combines historical data and side information with the current intercepted data to synergistically deteriorate the system estimation performance. In order to quantify the impact resulting from the proposed attack strategy, the optimisation objective is characterised by deriving the error covariance matrix under the attacks, which becomes more intricate since the proposed attack model introduces more decision variables and coupled terms. Take the stealthiness which is characterised by Kullback-Leibler divergence as the constraints, the problem investigated in this work is equivalently transformed into the constrained multi-variable non-convex optimisation problems, which are not able to be solved directly by the methods in the relevant results. By utilising the Lagrange multiplier method, the structural characteristic of the optimal mean and the optimal covariance which only related to the Lagrange multiplier are derived, such that the optimal distribution of the modified innovation is able to be obtained by a simple search procedure. Following that, the design of the optimal attack strategy is completed by using semi-definite programming to derive the optimal attack matrices. Finally, the simulation examples are given such that the validity of the results is verified.

Algebraic conditions for stability in Runge-Kutta methods and their certification via semidefinite programming

In this work, we present approaches to rigorously certify A- and A(α)-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is based on sum-of-squares programming applied to the Runge-Kutta E-polynomial and is applicable to both A- and A(α)-stability. In the second, we sharpen the algebraic conditions for A-stability of Cooper, Scherer, Türke, and Wendler to incorporate the Runge-Kutta order conditions. We demonstrate how the theoretical improvement enables the practical use of these conditions for certification of A-stability within a computational framework. We then use both approaches to obtain rigorous certificates of stability for several diagonally implicit schemes devised in the literature.

Majorisation‐minimisation algorithm for optimal state discrimination in quantum communications

AbstractDesigning optimal measurement operators for quantum state discrimination (QSD) is an important problem in quantum communications and cryptography applications. Prior works have demonstrated that optimal quantum measurement operators can be obtained by solving a convex semidefinite program (SDP). However, solving the SDP can represent a high computational burden for many real‐time quantum communication systems. To address this issue, a majorisation‐minimisation (MM)‐based algorithm, called Quantum Majorisation‐Minimisation (QMM) is proposed for solving the QSD problem. In QMM, the authors reparametrise the original objective, then tightly upper‐bound it at any given iterate, and obtain the next iterate as a closed‐form solution to the upper‐bound minimisation problem. Our numerical simulations demonstrate that the proposed QMM algorithm significantly outperforms the state‐of‐the‐art SDP algorithm in terms of speed, while maintaining comparable performance for solving QSD problems in quantum communication applications.

Convex relaxation of two-stage network-constrained stochastic programming for CHP microgrid optimal scheduling

Different from most studies only incorporating economic aspect into operation scheduling, this paper develops a novel network-constrained framework that can address both economic and secure issues for combined heating and power (CHP) microgrids integrated with wind power considering uncertainties. According to quadratically constrained programs, a two-stage network-constrained stochastic programming (TSNCSP) model is formulated to improve economic benefits and meanwhile capture active/reactive power and off-nominal bus voltage constraints in the full decision variable domain. In the first stage, namely day-ahead, the schedule of transacted electricity with the upstream power grid and the generation cost of heat is determined according to the forecast information. In the second stage, namely real-time, a recourse function of adjustable resources is defined to reduce the expected cost incurred by the perturbation of random wind power outputs. Moreover, the original non-convex problem is innovatively transformed into a semidefinite programming through incorporation of demand response program (DRP), duality, complementary slackness, and relaxation techniques to improve the solving efficiency. Finally, a proposition is presented and proved that provides a sufficient condition for the exactness of the proposed convex relaxation. Numerical simulations on the 33-bus test system verify the effectiveness of the proposed framework in multi-period scenario-based scheduling problems.

Quantifying Quantum Coherence Using Machine Learning Methods

Quantum coherence is a crucial resource in numerous quantum processing tasks. The robustness of coherence provides an operational measure of quantum coherence, which can be calculated for various states using semidefinite programming. However, this method depends on convex optimization and can be time-intensive, especially as the dimensionality of the space increases. In this study, we employ machine learning techniques to quantify quantum coherence, focusing on the robustness of coherence. By leveraging artificial neural networks, we developed and trained models for systems with different dimensionalities. Testing on data samples shows that our approach substantially reduces computation time while maintaining strong generalizability.

Data‐driven cooperative adaptive cruise control for unknown nonlinear vehicle platoons

AbstractThis article studies cooperative adaptive cruise control (CACC) for vehicle platoons with consideration of the unknown nonlinear vehicle dynamics that are normally ignored in the literature. A unified data‐driven CACC design is proposed for platoons of pure automated vehicles (AVs) or of mixed AVs and human‐driven vehicles (HVs). The CACC leverages online‐collected sufficient data samples of vehicle accelerations, spacing, and relative velocities. The data‐driven control design is formulated as a semidefinite program that can be solved efficiently using off‐the‐shelf solvers. Efficacy of the proposed CACC are demonstrated on a platoon of pure AVs and mixed platoons with different penetration rates of HVs using a representative aggressive driving profile. Advantage of the proposed design is also shown through a comparison with the classic adaptive cruise control (ACC) method.

Robust Invariance Conditions of Uncertain Linear Discrete Time Systems Based on Semidefinite Programming Duality

This article proposes a novel robust invariance condition for uncertain linear discrete-time systems with state and control constraints, utilizing a method of semidefinite programming duality. The approach involves approximating the robust invariant set for these systems by tackling the dual problem associated with semidefinite programming. Central to this method is the formulation of a dual programming through the application of adjoint mapping. From the standpoint of semidefinite programming dual optimization, the paper presents a novel linear matrix inequality (LMI) conditions pertinent to robust positive invariance. Illustrative examples are incorporated to elucidate the findings.

Probabilistic Unitary Synthesis with Optimal Accuracy

The purpose of unitary synthesis is to find a gate sequence that optimally approximates a target unitary transformation. A new synthesis approach, called probabilistic synthesis, has been introduced, and its superiority has been demonstrated over traditional deterministic approaches with respect to approximation error and gate length. However, the optimality of current probabilistic synthesis algorithms is unknown. We obtain the tight lower bound on the approximation error obtained by the optimal probabilistic synthesis, which guarantees the sub-optimality of current algorithms. We also show its tight upper bound, which improves and unifies current upper bounds depending on the class of target unitaries. These two bounds reveal the fundamental relationship of approximation error between probabilistic approximation and deterministic approximation of unitary transformations. From a computational point of view, we show that the optimal probability distribution can be computed by the semidefinite program (SDP) we construct. We also construct an efficient probabilistic synthesis algorithm for single-qubit unitaries, rigorously estimate its time complexity, and show that it reduces the approximation error quadratically compared with deterministic algorithms.

Multiplicity of nontrivial zeros of primitive 𝐿-functions via higher-level correlations

We give universal bounds on the fraction of nontrivial zeros having given multiplicity for L L -functions attached to a cuspidal automorphic representation of G L m / Q \mathrm {GL}_m/\mathbb {Q} . For this, we apply the higher-level correlation asymptotic of Hejhal, Rudnick, and Sarnak in conjunction with semidefinite programming bounds.

A Terminal Residual Vibration Suppression Method of a Robot Based on Joint Trajectory Optimization

Vibration problems have become one of the most important factors affecting robot performance. To this end, a terminal residual vibration suppression method based on joint trajectory optimization is proposed to improve the accuracy and stability of robot motion. Firstly, based on the characteristics of the friction nonlinearity due to joint coupling and physical feasibility of dynamic parameters, a semidefinite programming method is used to identify dynamic parameters with actual physical meaning, thereby obtaining an accurate dynamic model. Then, based on the result of the residual vibration time domain analysis, a joint trajectory optimization model with the goal of minimizing joint tracking error is established. The Chebyshev collocation method is used to discretize the optimization model. The dynamic model is used as the optimization constraint, and barycentric interpolation is used to obtain the optimized joint motion trajectory. Finally, industrial robot experiments prove that the vibration suppression method proposed in this article can reduce the maximum acceleration amplitude of residual vibration by 62% and the vibration duration by 71%. Compared with the input shaping method, the method proposed in this paper can reduce the terminal residual vibration more effectively and ensure the consistency of running time and trajectory.

Optimizers of three-point energies and nearly orthogonal sets

This paper is devoted to spherical measures and point configurations optimizing three-point energies. Our main goal is to extend the classic optimization problems based on pairs of distances between points to the context of three-point potentials. In particular, we study three-point analogues of the sphere packing problem and the optimization problem for p p -frame energies based on three points. It turns out that both problems are inherently connected to the problem of nearly orthogonal sets by Erdős. As the outcome, we provide a new solution of the Erdős problem from the three-point packing perspective. We also show that the orthogonal basis uniquely minimizes the p p -frame three-point energy when 0 > p > 1 0>p>1 in all dimensions. The arguments make use of multivariate polynomials employed in semidefinite programming and based on the classical Gegenbauer polynomials. For p = 1 p=1 , we completely solve the analogous problem on the circle. As for higher dimensions, we show that the Hausdorff dimension of minimizers is not greater than d − 2 d-2 for measures on S d − 1 \mathbb {S}^{d-1} .

Optimal Design of Plane Elastic Membranes Using the Convexified Föppl’s Model

This work puts forth a new optimal design formulation for planar elastic membranes. The goal is to minimize the membrane’s compliance through choosing the material distribution described by a positive Radon measure. The deformation of the membrane itself is governed by the convexified Föppl’s model. The uniqueness of this model lies in the convexity of its variational formulation despite the inherent nonlinearity of the strain–displacement relation. It makes it possible to rewrite the optimization problem as a pair of mutually dual convex variational problems. The primal variables are displacement functions, whilst in the dual one seeks stresses being Radon measures. The pair of problems is analysed: existence and regularity results are provided, together with the system of optimality criteria. To demonstrate the computational potential of the pair, a finite element scheme is developed around it. Upon reformulation to a conic-quadratic & semi-definite programming problem, the method is employed to produce numerical simulations for several load case scenarios.

An economic-environmental energy management system design for MT-HVDC networks via a semi-definite programming approximation with robust analysis

This research deals with the economic-environmental dispatch problem (EEDP) in multi-terminal high-voltage direct-current (MT-HVDC) systems by proposing a convex approximation based on semi-definite programming (SDP). The exact formulation of the EEDP corresponds to a non-convex, nonlinear programming problem due to the presence of a nonlinear quadratic constraint regarding the products between voltage variables. The thermal plants' economic and objective functions are modeled using typical quadratic functions. The SDP approach allows reaching a convex approximation that ensures the global optimal solution for each objective function independently or the construction of the optimal Pareto front via the weighting-factor optimization methodology. The proposed SDP approach also considers uncertainties in the demand and in the available power of renewable sources, which makes it robust. The main contribution of this research is a multi-period analysis that includes large-scale renewable generation sources and a robust analysis regarding demand and variations in renewable generation. Numerical results in two MT-HVDC systems demonstrate the effectiveness of the proposed SDP approach when compared to combinatorial optimization algorithms. All numerical simulations were carried out using the CVX convex disciplined tool, with the help of the SEDUMI and SDPT solvers, in the MATLAB programming environment.

A Moment-Sum-of-Squares Hierarchy for Robust Polynomial Matrix Inequality Optimization with Sum-of-Squares Convexity

We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is also defined by a PMI. These can be viewed as matrix generalizations of semi-infinite polynomial programs because they involve actually infinitely many PMI constraints in general. Under certain sum-of-squares (SOS)-convexity assumptions, we construct a hierarchy of increasingly tight moment-SOS relaxations for solving such problems. Most of the nice features of the moment-SOS hierarchy for the usual polynomial optimization are extended to this more complicated setting. In particular, asymptotic convergence of the hierarchy is guaranteed, and finite convergence can be certified if some flat extension condition holds true. To extract global minimizers, we provide a linear algebra procedure for recovering a finitely atomic matrix-valued measure from truncated matrix-valued moments. As an application, we are able to solve the problem of minimizing the smallest eigenvalue of a polynomial matrix subject to a PMI constraint. If SOS convexity is replaced by convexity, we can still approximate the optimal value as closely as desired by solving a sequence of semidefinite programs and certify global optimality in case that certain flat extension conditions hold true. Finally, an extension to the nonconvexity setting is provided under a rank 1 condition. To obtain the above-mentioned results, techniques from real algebraic geometry, matrix-valued measure theory, and convex optimization are employed. Funding: This work was supported by the National Key Research and Development Program of China [Grant 2023YFA1009401] and the National Natural Science Foundation of China [Grants 11571350 and 12201618].

On Semidefinite Programming Characterizations of the Numerical Radius and Its Dual Norm

On Semidefinite Programming Characterizations of the Numerical Radius and Its Dual Norm

Physical layer secure transmission in the coexistence of V2I and V2V with RIS assistance

The security of vehicle communication becomes increasingly important due to the transmission requirement of large-scale security and privacy data in the Internet of Vehicles (IoV). This paper investigates the physical layer secure transmission with reconfigurable intelligent surface (RIS) assistance in the coexistence of vehicle-to-infrastructure (V2I) and vehicle-to-vehicle (V2V). It establishes a communication model for physical layer secure transmission where the eavesdropping user exists. Based on this model, we propose a V2I physical layer secure transmission rate (PLSTR) maximization problem and solve it by employing an alternating optimization algorithm based on generalized Rayleigh entropy and semi-definite relaxation programming so as to obtain optimal V2I base station precoding and RIS reflection coefficient matrix. Simulation results further validate the superiority of the proposed algorithm and analyze the impact of relevant parameters on system performance.

Lossless convexification and duality

The main goal of this paper is to investigate the strong duality of non-convex semidefinite programming problems (SDPs). In the optimization community, it is well-known that a convex optimization problem satisfies strong duality if Slater’s condition holds. However, this result cannot be directly generalized to non-convex problems. In this paper, we prove that a class of non-convex SDPs with special structures satisfies strong duality under Slater’s condition. Such a class of SDPs arises in SDP-based control analysis and design approaches. Throughout the paper, several examples are given to support the proposed results. We expect that the proposed analysis can potentially deepen our understanding of non-convex SDPs arising in the control community and promote their analysis based on KKT conditions.