Semidefinite Programming Research Articles

Stability Conditions and Stiffness Variability of General Tensegrity Systems with Kinematic Joints

Abstract Tensegrity systems represent promising candidate mechanisms with in-situ stiffness variability through changing the cables' prestress levels. However, prestress-based stiffness behaviors of tensegrity systems with arbitrary kinematic joints have not been analyzed systematically. This paper adopts the natural absolute coordinates for static modeling of tensegrity systems consisting of rigid members and tension elements. Then, a generic stiffness analysis method is developed to formulate the reduced-basis tangent stiffness matrix, which is found to include three parts: positive semi-definite material and geometric stiffness matrices, and an indefinite constraint stiffness matrix. Based on these findings, a systematic stability-checking procedure is derived to determine prestress and super stability, which are qualitative indicators of the softening and stiffening effects in different tensegrity systems. Then, we proceed to quantify the range of prestress-based stiffness variability by formulating semidefinite programming problems that numerically pinpoint the maximum and zero stiffness points. Furthermore, this paper reveals the composable nature of multiple self-stress states, enabling the composability of stiffness properties in mechanism designs. Several numerical examples verify the efficacy and versatility of the proposed method and demonstrate interesting stiffness behaviors of tensegrity systems with kinematic joints.

Certifiably optimal rotation and pose estimation based on the Cayley map

We present novel, convex relaxations for rotation and pose estimation problems that can a posteriori guarantee global optimality for practical measurement noise levels. Some such relaxations exist in the literature for specific problem setups that assume the matrix von Mises-Fisher distribution (a.k.a., matrix Langevin distribution or chordal distance) for isotropic rotational uncertainty. However, another common way to represent uncertainty for rotations and poses is to define anisotropic noise in the associated Lie algebra. Starting from a noise model based on the Cayley map, we define our estimation problems, convert them to Quadratically Constrained Quadratic Programs (QCQPs), then relax them to Semidefinite Programs (SDPs), which can be solved using standard interior-point optimization methods; global optimality follows from Lagrangian strong duality. We first show how to carry out basic rotation and pose averaging. We then turn to the more complex problem of trajectory estimation, which involves many pose variables with both individual and inter-pose measurements (or motion priors). Our contribution is to formulate SDP relaxations for all these problems based on the Cayley map (including the identification of redundant constraints) and to show them working in practical settings. We hope our results can add to the catalogue of useful estimation problems whose solutions can be a posteriori guaranteed to be globally optimal.

Solving Two-stage Quadratic Multiobjective Problems via Optimality and Relaxations

This paper focuses on the study of robust two-stage quadratic multiobjective optimization problems. We formulate new necessary and sufficient optimality conditions for a robust two-stage multiobjective optimization problem. The obtained optimality conditions are presented by means of linear matrix inequalities and thus they can be numerically validated by using a semidefinite programming problem. The proposed optimality conditions can be elaborated further as second-order conic expressions for robust two-stage quadratic multiobjective optimization problems with separable functions and ellipsoidal uncertainty sets. We also propose relaxation schemes for finding a (weak) efficient solution of the robust two-stage multiobjective problem by employing associated semidefinite programming or second-order cone programming relaxations. Moreover, numerical examples are given to demonstrate the solution variety of our flexible models and the numerical verifiability of the proposed schemes.

Complexity of chordal conversion for sparse semidefinite programs with small treewidth

Complexity of chordal conversion for sparse semidefinite programs with small treewidth

Monomial asymptotic polynomials and applications to polynomial optimization problems

The problem of polynomial optimization plays an important role in many fields such as physics, chemistry, and economics. This problem has received research attention from many mathematicians recently. In this paper, we study the polynomial optimization problem over a non-compact semi-algebraic set, for which its constraint set of polynomials G is asymptotic with a finite family of monomials. By changing variables via a suitable monomial mapping, we transform the problem under consideration into the polynomial optimization problem over a compact semi-algebraic feasible set. We then apply the well-known result that the optimal value of a polynomial over a compact semi-algebraic set can be approximated as closely as desired by solving a hierarchy of semi-definite programs and the convergence is finite generically, to obtain results in the general case when the cone C(G) is unimodular. In particular, in the case of polynomials in two variables, we solve the problem quite completely without requiring C(G) to be unimodular

Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems

In the literature, besides the assumption of strict complementarity, superlinear convergence of implementable polynomial-time interior point algorithms using known search directions, namely, the HKM direction, its dual or the NT direction, to solve semi-definite programs (SDPs) is shown by (i) assuming that the given SDP is nondegenerate and making modifications to these algorithms [Kojima et al. Local convergence of predictor–corrector infeasible-interior-point algorithms for SDPs and SDLCPs, Math. Program. Ser. A 80 (1998), pp. 129–160], or (ii) considering special classes of SDPs, such as the class of linear semi-definite feasibility problems (LSDFPs) and requiring the initial iterate to the algorithm to satisfy certain conditions [Sim, Superlinear convergence of an infeasible predictor–corrector path-following interior point algorithm for a semidefinite linear complementarity problem using the Helmberg–Kojima–Monteiro direction, SIAM J. Optim. 21 (2011), pp. 102–126], [Sim, Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: Polynomial complexity and local convergence, Comput. Optim. Appl. 74 (2019), pp. 583–621]. Otherwise, these algorithms are not easy to implement even though they are shown to have polynomial iteration complexities and superlinear convergence [Luo et al. Superlinear convergence of a symmetric primal–dual path following algorithm for semidefinite programming, SIAM J. Optim. 8 (1998), pp. 59–81]. The conditions in [Sim, Superlinear convergence of an infeasible predictor–corrector path-following interior point algorithm for a semidefinite linear complementarity problem using the Helmberg–Kojima–Monteiro direction, SIAM J. Optim. 21 (2011), pp. 102–126], [Sim, Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: Polynomial complexity and local convergence, Comput. Optim. Appl. 74 (2019), pp. 583–621] that the initial iterate to the algorithm is required to satisfy to have superlinear convergence when solving LSDFPs however are not practical. In this paper, we propose a practical initial iterate to an implementable infeasible interior point algorithm that guarantees superlinear convergence when the algorithm is used to solve the homogeneous feasibility model of an LSDFP.

Robust Liu Estimator Used to Combat Some Challenges in Partially Linear Regression Model by Improving LTS Algorithm Using Semidefinite Programming

Outliers are a common problem in applied statistics, together with multicollinearity. In this paper, robust Liu estimators are introduced into a partially linear model to combat the presence of multicollinearity and outlier challenges when the error terms are not independent and some linear constraints are assumed to hold in the parameter space. The Liu estimator is used to address the multicollinearity, while robust methods are used to handle the outlier problem. In the literature on the Liu methodology, obtaining the best value for the biased parameter plays an important role in model prediction and is still an unsolved problem. In this regard, some robust estimators of the biased parameter are proposed based on the least trimmed squares (LTS) technique and its extensions using a semidefinite programming approach. Based on a set of observations with a sample size of n, and the integer trimming parameter h ≤ n, the LTS estimator computes the hyperplane that minimizes the sum of the lowest h squared residuals. Even though the LTS estimator is statistically more effective than the widely used least median squares (LMS) estimate, it is less complicated computationally than LMS. It is shown that the proposed robust extended Liu estimators perform better than classical estimators. As part of our proposal, using Monte Carlo simulation schemes and a real data example, the performance of robust Liu estimators is compared with that of classical ones in restricted partially linear models.

Fully‐Optimized Quantum Metrology: Framework, Tools, and Applications

AbstractThis tutorial introduces a systematic approach for addressing the key question of quantum metrology: For a generic task of sensing an unknown parameter, what is the ultimate precision given a constrained set of admissible strategies. The approach outputs the maximal attainable precision (in terms of the maximum of quantum Fisher information) as a semidefinite program and optimal strategies as feasible solutions thereof. Remarkably, the approach can identify the optimal precision for different sets of strategies, including parallel, sequential, quantum SWITCH‐enhanced, causally superposed, and generic indefinite‐causal‐order strategies. The tutorial consists of a pedagogic introduction to the background and mathematical tools of optimal quantum metrology, a detailed derivation of the main approach, and various concrete examples. As shown in the tutorial, applications of the approach include, but are not limited to, strict hierarchy of strategies in noisy quantum metrology, memory effect in non‐Markovian metrology, and designing optimal strategies. Compared with traditional approaches, the approach here yields the exact value of the optimal precision, offering more accurate criteria for experiments and practical applications. It also allows for the comparison between conventional strategies and the recently discovered causally‐indefinite strategies, serving as a powerful tool for exploring this new area of quantum metrology.

Optimum designs for clinical trials in personalized medicine when response variance depends on treatment

ABSTRACT We study optimal designs for clinical trials when the value of the response and its variance depend on treatment and covariates are included in the response model. Such designs are generalizations of Neyman allocation, commonly used in personalized medicine when external factors may have differing effects on the response depending on subgroups of patients. We develop theoretical results for D-, A-, E- and D A -optimal designs and construct semidefinite programming (SDP) formulations that support their numerical computation. D-, A-, and E-optimal designs are appropriate for efficient estimation of distinct properties of the parameters of the response models. Our formulation allows finding optimal allocation schemes for a general number of treatments and of covariates. Finally, we study frequentist sequential clinical trial allocation within contexts where response parameters and their respective variances remain unknown. We illustrate, with a simulated example and with a redesigned clinical trial on the treatment of neuro-degenerative disease, that both theoretical and SDP results, derived under the assumption of known variances, converge asymptotically to allocations obtained through the sequential scheme. Procedures to use static and sequential allocation are proposed.

Lasserre Hierarchy for Graph Isomorphism and Homomorphism Indistinguishability

We show that feasibility of the $t^\text{th}$ level of the Lasserre semidefinite programming hierarchy for graph isomorphism can be expressed as a homomorphism indistinguishability relation. In other words, we define a class $\mathcal{L}_t$ of graphs such that graphs $G$ and $H$ are not distinguished by the $t^\text{th}$ level of the Lasserre hierarchy if and only if they admit the same number of homomorphisms from any graph in $\mathcal{L}_t$. By analysing the treewidth of graphs in $\mathcal{L}_t$, we prove that the $3t^\text{th}$ level of Sherali--Adams linear programming hierarchy is as strong as the $t^\text{th}$ level of Lasserre. Moreover, we show that this is best possible in the sense that $3t$ cannot be lowered to $3t-1$ for any $t$. The same result holds for the Lasserre hierarchy with non-negativity constraints, which we similarly characterise in terms of homomorphism indistinguishability over a family $\mathcal{L}_t^+$ of graphs. Additionally, we give characterisations of level-$t$ Lasserre with non-negativity constraints in terms of logical equivalence and via a graph colouring algorithm akin to the Weisfeiler--Leman algorithm. This provides a polynomial time algorithm for determining if two given graphs are distinguished by the $t^\text{th}$ level of the Lasserre hierarchy with non-negativity constraints.

Solving clustered low-rank semidefinite programs arising from polynomial optimization

We study a primal-dual interior point method specialized to clustered low-rank semidefinite programs requiring high precision numerics, which arise from certain multivariate polynomial (matrix) programs through sums-of-squares characterizations and sampling. We consider the interplay of sampling and symmetry reduction as well as a greedy method to obtain numerically good bases and sample points. We apply this to the computation of three-point bounds for the kissing number problem, for which we show a significant speedup. This allows for the computation of improved kissing number bounds in dimensions 11 through 23. The approach performs well for problems with bad numerical conditioning, which we show through new computations for the binary sphere packing problem.

A topological network connectivity design problem based on spectral analysis

How to improve network connectivity and which parts of the network are vulnerable are critical issues. We begin by defining an equal distribution problem, in which supplies are distributed equally to all nodes in the network. We then derive a topological network connectivity measure from the convergence speed, which is the second minimum eigenvalue of a Laplacian network matrix. Based on the equal distribution problem, we propose a method for identifying critical links for network connectivity using the derivative of the second minimum eigenvalue. Furthermore, we develop a network design problem that maximizes topological connectivity within a budget creating strengthening network links. The problem is convex programming, and the solution is global. Furthermore, it can be converted into an identical semidefinite programming problem, which requires less computational effort. Finally, we test the developed problems on road networks in the Japanese prefectures of Ishikawa and Toyama to determine their applicability and validity.

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.