We consider the notions of (i) critical points, (ii) second-order points, (iii) local minima, and (iv) strict local minima for multivariate polynomials. For each type of point, and as a function of the degree of the p...
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We consider the notions of (i) critical points, (ii) second-order points, (iii) local minima, and (iv) strict local minima for multivariate polynomials. For each type of point, and as a function of the degree of the polynomial, we study the complexity of deciding (1) if a given point is of that type, and (2) if a polynomial has a point of that type. Our results characterize the complexity of these two questions for all degrees left open by prior literature. Our main contributions reveal that many of these questions turn out to be tractable for cubic polynomials. In particular, we present an efficiently-checkable necessary and sufficient condition for local minimality of a point for a cubic polynomial. We also show that a local minimum of a cubic polynomial can be efficiently found by solving semidefinite programs of size linear in the number of variables. By contrast, we show that it is strongly NP-hard to decide if a cubic polynomial has a critical point. We also prove that the set of second-order points of any cubic polynomial is a spectrahedron, and conversely that any spectrahedron is the projection of the set of second-order points of a cubic polynomial. In our final section, we briefly present a potential application of finding local minima of cubic polynomials to the design of a third-order Newton method.(c) 2021 Elsevier Inc. All rights reserved.
In this work, different relaxations applicable to an MPC problem with binary control signals are compared. The relaxations considered are the QP relaxation, the standard SDP relaxation and an alternative equality cons...
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In this work, different relaxations applicable to an MPC problem with binary control signals are compared. The relaxations considered are the QP relaxation, the standard SDP relaxation and an alternative equality constrained SDP relaxation. The relaxations are related theoretically, and both the tightness of the bounds and the computational complexities are compared in numerical experiments. The result is that for long prediction horizons, the equality constrained SDP relaxation proposed in this paper provides a good trade-off between the quality of the relaxation and the computational time.
We consider an information-theoretic performance limitation of zero-delay source coding schemes for multidimensional stationary Gauss-Markov sources. In particular, the sequential rate-distortion (SRD) problem is form...
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ISBN:
(纸本)9781479977871
We consider an information-theoretic performance limitation of zero-delay source coding schemes for multidimensional stationary Gauss-Markov sources. In particular, the sequential rate-distortion (SRD) problem is formulated in which the average rate per stage is minimized subject to a constraint on the average mean-square distortion per stage. We prove that there exists an optimal test channel that is linear and time invariant, which can be efficiently constructed by semidefinite programming (SDP). This result indicates that the exponentiated sequential rate-distortion function admits a semidefinite representation.
A reliable and accurate positioning technology is crucial for a large variety of wireless services and applications. High-resolution estimates of distance and direction data are available in most current and emerging ...
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ISBN:
(纸本)9781538635124
A reliable and accurate positioning technology is crucial for a large variety of wireless services and applications. High-resolution estimates of distance and direction data are available in most current and emerging wireless systems. Combining these two sensing modalities can improve the estimation performance and identifiability of the localization problem. However, the problem of cooperative localization using joint distance and direction estimates is still a largely unexplored problem. A novel convex relaxation of the maximum likelihood (ML) estimator for this problem called semidefinite programming Hybrid Localization (SDHL) algorithm is proposed in this paper. Numerical results are presented showing that the localization error is significantly reduced in almost every simulation scenario compared to the state of the art. This improvement in localization performance is due to the close approximation of the ML estimator.
The Hankel-type L q /L p induced norms across a single switching over two linear time-invariant (LTI) positive systems are discussed. The norms are defined as the induced norms from vector-valued L p -past inputs to v...
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The Hankel-type L q /L p induced norms across a single switching over two linear time-invariant (LTI) positive systems are discussed. The norms are defined as the induced norms from vector-valued L p -past inputs to vector valued L q -future outputs across a switching at the time instant zero. The Hankel-type L 2 /L 2 induced norm across a single switching for general LTI systems is studied in details to evaluate the performance deterioration caused by switching. Thanks to the strong positivity property, we successfully characterize the Hankel-type L q /L p induced norms for the positive system switching even for p, q being 1, 2, ∞. In particular, we will show that some of them are given in the form of linear program and semidefinite program (SDP). The SDP-based characterizations are useful for the analysis of the Hankel-type L q /L p induced norms where the systems of interest are affected by parametric uncertainties.
The famous open Vizing conjecture claims that the domination number of the Cartesian product graph of two graphs G and H is at least the product of the domination numbers of G and H. Recently Gaar, Krenn, Margulies an...
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The famous open Vizing conjecture claims that the domination number of the Cartesian product graph of two graphs G and H is at least the product of the domination numbers of G and H. Recently Gaar, Krenn, Margulies and Wiegele used the graph class g of all graphs with ng vertices and domination number kg and reformulated Vizing's conjecture as the problem that for all graph classes g and 7-t the Vizing polynomial is sum-of-squares (SOS) modulo the Vizing ideal. By solving semidefinite programs (SDPs) and clever guessing they derived SOS-certificates for some values of kg, ng, kn, and nn. In this paper, we consider their approach for kg = kn= 1. For this case we are able to derive the unique reduced Grobner basis of the Vizing ideal. Based on this, we deduce the minimum degree (ng +nn -1)/2 of an SOS-certificate for Vizing's conjecture, which is the first result of this kind. Furthermore, we present a method to find certificates for graph classes g and 7-t with ng +nn -1 = d for general d, which is again based on solving SDPs, but does not depend on guessing and depends on much smaller SDPs. We implement our new method in SageMath and give new SOS certificates for all graph classes g and 7-t with kg = kn= 1 and ng +nn & LE;15.& COPY;2023 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http:// creativecommons .org /licenses /by /4 .0/).
We find optimality conditions for testers in discrimination of quantum channels. These conditions are obtained using semidefinite programming and are similar to optimality conditions for discrimination of quantum stat...
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We find optimality conditions for testers in discrimination of quantum channels. These conditions are obtained using semidefinite programming and are similar to optimality conditions for discrimination of quantum states. We get a simple condition for existence of an optimal tester with any given input state with maximal Schmidt rank, in particular with a maximally entangled input state. In the case when maximally entangled state is not optimal, an upper bound on the optimal success probability is obtained. The results for discrimination of two channels are applied to covariant channels, qubit channels, unitary channels, and simple projective measurements. Published by AIP Publishing.
We present generalizations of Newton's method that incorporate derivatives of an arbitrary order d but maintain a polynomial dependence on dimension in their cost per iteration. At each step, our d th-order method...
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We present generalizations of Newton's method that incorporate derivatives of an arbitrary order d but maintain a polynomial dependence on dimension in their cost per iteration. At each step, our d th-order method uses semidefinite programming to construct and minimize a sum of squaresconvex approximation to the d th-order Taylor expansion of the function we wish to minimize. We prove that our d th-order method has local convergence of order d. This results in lower oracle complexity compared to the classical Newton method. We show on numerical examples that basins of attraction around local minima can get larger as d increases. Under additional assumptions, we present a modified algorithm, again with polynomial cost per iteration, which is globally convergent and has local convergence of order d. (c) 2024 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
We analyze an analytic center cutting plane algorithm for convex feasibility problems with semidefinite cuts. The problem of interest seeks a feasible point in a bounded convex set, which contains a full-dimensional b...
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We analyze an analytic center cutting plane algorithm for convex feasibility problems with semidefinite cuts. The problem of interest seeks a feasible point in a bounded convex set, which contains a full-dimensional ball with epsilon ( < 1) radius and is contained in a compact convex set described by matrix inequalities, known as the set of localization. At each iteration, an approximate analytic center of the set of localization is computed. If this point is not in the solution set, an oracle is called to return a p-dimensional semidefinite cut. The set of localization is then updated by adding the semidefinite cut through the center. We prove that the analytic center is recovered after adding a p(k)-dimensional semidefinite cut in O (p(k) log(p(k) + 1)) damped Newton's iteration and that the algorithm stops with a point in the solution set when the dimension of the accumulated block diagonal cut matrix reaches the bound of O* (p(2) m(3)/μ(2) ε(2)), where p is the maximum dimension of the cut matrices and μ > 0 is a condition number of the field of cuts.
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