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- research-articleFebruary 2025
Semidefinite Approximations for Bicliques and Bi-Independent Pairs
Mathematics of Operations Research (MOOR), Volume 50, Issue 1Pages 537–572https://doi.org/10.1287/moor.2023.0046We investigate some graph parameters dealing with bi-independent pairs (A, B) in a bipartite graph G=(V1∪V2,E), that is, pairs (A, B) where A⊆V1, B⊆V2, and A∪B are independent. These parameters also allow us to study bicliques in general graphs. When maximizing the cardinality |A∪B|, ...
- research-articleMay 2024
Nash Equilibrium Problems of Polynomials
Mathematics of Operations Research (MOOR), Volume 49, Issue 2Pages 1065–1090https://doi.org/10.1287/moor.2022.0334This paper studies Nash equilibrium problems that are given by polynomial functions. We formulate efficient polynomial optimization problems for computing Nash equilibria. The Moment-sum-of-squares relaxations are used to solve them. Under generic ...
- research-articleSeptember 2023
Learning for Spatial Branching: An Algorithm Selection Approach
- Bissan Ghaddar,
- Ignacio Gómez-Casares,
- Julio González-Díaz,
- Brais González-Rodríguez,
- Beatriz Pateiro-López,
- Sofía Rodríguez-Ballesteros
INFORMS Journal on Computing (INFORMS-IJOC), Volume 35, Issue 5Pages 1024–1043https://doi.org/10.1287/ijoc.2022.0090The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for nonlinear optimization. To bridge this gap, ...
- research-articleAugust 2023
Sums of Separable and Quadratic Polynomials
Mathematics of Operations Research (MOOR), Volume 48, Issue 3Pages 1316–1343https://doi.org/10.1287/moor.2022.1295We study separable plus quadratic (SPQ) polynomials, that is, polynomials that are the sum of univariate polynomials in different variables and a quadratic polynomial. Motivated by the fact that nonnegative separable and nonnegative quadratic polynomials ...
- research-articleJuly 2023
A note on the computational complexity of the moment-SOS hierarchy for polynomial optimization
ISSAC '23: Proceedings of the 2023 International Symposium on Symbolic and Algebraic ComputationPages 280–288https://doi.org/10.1145/3597066.3597075The moment-sum-of-squares (moment-SOS) hierarchy is one of the most celebrated and widely applied methods for approximating the minimum of an n-variate polynomial over a feasible region defined by polynomial (in)equalities. A key feature of the ...
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- research-articleMay 2023
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph
Mathematics of Operations Research (MOOR), Volume 48, Issue 2Pages 1017–1043https://doi.org/10.1287/moor.2022.1290De Klerk and Pasechnik introduced in 2002 semidefinite bounds ϑ(r)(G)(r≥0) for the stability number α(G) of a graph G and conjectured their exactness at order r=α(G)−1. These bounds rely on the conic approximations Kn(r) introduced by Parrilo in 2000 for the copositive cone COPn. A ...
- research-articleNovember 2022
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition
Mathematics of Operations Research (MOOR), Volume 47, Issue 4Pages 2931–2949https://doi.org/10.1287/moor.2021.1231In this paper, we establish an equivalence relation between partially symmetric tensors and homogeneous polynomials, prove that every partially symmetric tensor has a partially symmetric canonical polyadic (CP)-decomposition, and present three ...
- research-articleJanuary 2022
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel
SIAM Journal on Optimization (SIOPT), Volume 32, Issue 4Pages 2612–2635https://doi.org/10.1137/21M1458338Consider the problem of minimizing a polynomial $f$ over a compact semialgebraic set $\mathbf{X} \subseteq \mathbb{R}^n$. Lasserre introduces hierarchies of semidefinite programs to approximate this hard optimization problem, based on classical sum-of-...
- research-articleJanuary 2022
Lifting the Convex Conjugate in Lagrangian Relaxations: A Tractable Approach for Continuous Markov Random Fields
SIAM Journal on Imaging Sciences (SJISBI), Volume 15, Issue 3Pages 1253–1281https://doi.org/10.1137/21M1433241Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field with continuous state spaces. To eliminate such ...
- research-articleJanuary 2022
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets
SIAM Journal on Optimization (SIOPT), Volume 32, Issue 4Pages 2461–2492https://doi.org/10.1137/21M1422574We study the problem of computing weighted sum-of-squares (WSOS) certificates for positive polynomials over a compact semialgebraic set. Building on the theory of interior-point methods for convex optimization, we introduce the concept of dual certificates, ...
- research-articleJanuary 2022
Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph
SIAM Journal on Optimization (SIOPT), Volume 32, Issue 2Pages 491–518https://doi.org/10.1137/21M140345XWe investigate a hierarchy of semidefinite bounds $\vartheta^{(r)}(G)$ for the stability number $\alpha(G)$ of a graph $G$, based on its copositive programming formulation and introduced by de Klerk and Pasechnik [SIAM J. Optim., 12 (2002), pp. 875--892], ...
- research-articleJuly 2021
The Constant Trace Property in Noncommutative Optimization
ISSAC '21: Proceedings of the 2021 International Symposium on Symbolic and Algebraic ComputationPages 297–304https://doi.org/10.1145/3452143.3465516In this article, we show that each semidefinite relaxation of a ball-constrained noncommutative polynomial optimization problem can be cast as a semidefinite program with a constant trace matrix variable. We then demonstrate how this constant trace ...
- research-articleJanuary 2021
Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures
SIAM Journal on Optimization (SIOPT), Volume 31, Issue 3Pages 2285–2306https://doi.org/10.1137/20M138541XThis paper is concerned with minimizing a sum of rational functions over a compact set of high dimension. Our approach relies on the second Lasserre hierarchy (also known as the upper bounds hierarchy) formulated on the pushforward measure in order to ...
- research-articleJanuary 2021
Optimizing Hypergraph-Based Polynomials Modeling Job-Occupancy in Queuing with Redundancy Scheduling
SIAM Journal on Optimization (SIOPT), Volume 31, Issue 3Pages 2227–2254https://doi.org/10.1137/20M1369592We investigate two classes of multivariate polynomials with variables indexed by the edges of a uniform hypergraph and coefficients depending on certain patterns of unions of edges. These polynomials arise naturally to model job-occupancy in some ...
- research-articleJanuary 2021
Chordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension
SIAM Journal on Optimization (SIOPT), Volume 31, Issue 1Pages 114–141https://doi.org/10.1137/20M1323564This work is a follow-up and a complement to [J. Wang, V. Magron and J. B. Lasserre, preprint, arXiv:1912.08899, 2019] where the TSSOS hierarchy was proposed for solving polynomial optimization problems (POPs). The chordal-TSSOS hierarchy that we propose ...
- research-articleJanuary 2021
TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity
SIAM Journal on Optimization (SIOPT), Volume 31, Issue 1Pages 30–58https://doi.org/10.1137/19M1307871This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and distinguishing feature) ...
- research-articleJuly 2020
A second order cone characterization for sums of nonnegative circuits
ISSAC '20: Proceedings of the 45th International Symposium on Symbolic and Algebraic ComputationPages 450–457https://doi.org/10.1145/3373207.3404033The second-order cone (SOC) is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit a ...
- research-articleMay 2020
A Bridge between Polynomial Optimization and Games with Imperfect Recall
AAMAS '20: Proceedings of the 19th International Conference on Autonomous Agents and MultiAgent SystemsPages 456–464We provide several positive and negative complexity results for solving games with imperfect recall. Using a one-to-one correspondence between these games on one side and multivariate polynomials on the other side, we show that solving games with ...
- research-articleFebruary 2020
Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube
Mathematics of Operations Research (MOOR), Volume 45, Issue 1Pages 86–98https://doi.org/10.1287/moor.2018.0983We study the convergence rate of a hierarchy of upper bounds for polynomial optimization problems, proposed by Lasserre, and a related hierarchy by de Klerk, Hess, and Laurent. For polynomial optimization over the hypercube, we show a refined convergence ...
- research-articleNovember 2019
On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity
Mathematics of Operations Research (MOOR), Volume 44, Issue 4Pages 1192–1207https://doi.org/10.1287/moor.2018.0962In recent years, techniques based on convex optimization and real algebra that produce converging hierarchies of lower bounds for polynomial minimization problems have gained much popularity. At their heart, these hierarchies rely crucially on ...