On Duality Gap in Binary Quadratic Programming

We present in this paper new results on the duality gap between the binary quadratic optimization problem and its Lagrangian dual or semidefinite programming relaxation. We first derive a necessary and sufficient condition for the zero duality gap and discuss its relationship with the polynomial solvability of the primal problem. We then characterize the zeroness … Read more

Binary positive semidefinite matrices and associated integer polytopes

We consider the positive semidefinite (psd) matrices with binary entries, along with the corresponding integer polytopes. We begin by establishing some basic properties of these matrices and polytopes. Then, we show that several families of integer polytopes in the literature — the cut, boolean quadric, multicut and clique partitioning polytopes — are faces of binary … Read more

Multidisciplinary Free Material Optimization

We present a mathematical framework for the so-called multidisciplinary free material optimization (MDFMO) problems, a branch of structural optimization in which the full material tensor is considered as a design variable. We extend the original problem statement by a class of generic constraints depending either on the design or on the state variables. Among the … Read more

Extension of the semidefinite characterization of sum of squares functional systems to algebraic structures

We extend Nesterov’s semidefinite programming (SDP) characterization of the cone of functions that can be expressed as sums of squares (SOS) of functions in finite dimensional linear functional spaces. Our extension is to algebraic systems that are endowed with a binary operation which map two elements of a finite dimensional vector space to another vector … Read more

On convex envelopes and underestimators for bivariate functions

In this paper we discuss convex underestimators for bivariate functions. We first present a method for deriving convex envelopes over the simplest two-dimensional polytopes, i.e., triangles. Next, we propose a technique to compute the value at some point of the convex envelope over a general two-dimensional polytope, together with a supporting hyperplane of the convex … Read more

A Facial Reduction Algorithm for Finding Sparse SOS Representations

Facial reduction algorithm reduces the size of the positive semidefinite cone in SDP. The elimination method for a sparse SOS polynomial ([3]) removes unnecessary monomials for an SOS representation. In this paper, we establish a relationship between a facial reduction algorithm and the elimination method for a sparse SOS polynomial. Citation Technical Report CS-09-02, Department … Read more

On the nonexistence of sum of squares certificates for the BMV conjecture

The algebraic reformulation of the BMV conjecture is equivalent to a family of dimensionfree tracial inequalities involving positive semidefinite matrices. Sufficient conditions for these to hold in the form of algebraic identities involving polynomials in noncommuting variables have been given by Markus Schweighofer and the second author. Later the existence of these certificates has been … Read more

Smoothing techniques for solving semidefinite programs with many constraints

We use smoothing techniques to solve approximately mildly structured semidefinite programs with many constraints. As smoothing techniques require a specific problem format, we introduce an alternative problem formulation that fulfills the structural assumptions. The resulting algorithm has a complexity that depends linearly both on the number of constraints and on the inverse of the accuracy. … Read more

Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm

We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal point algorithm, the Newton method and the preconditioned conjugate gradient solver. When applying the Newton method to solve the inner sub-problem, we find that the log-determinant term plays the role of … Read more

On the Central Paths and Cauchy Trajectories in Semidefinite Programming

In this work, we study the properties of central paths, defined with respect to a large class of penalty and barrier functions, for convex semidefinite programs. The type of programs studied here is characterized by the minimization of a smooth and convex objective function subject to a linear matrix inequality constraint. So, it is a … Read more