# semidefinite optimization and convex algebraic geometry

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## Semidefinite Optimization And Convex Algebraic Geometry

**Author :**Grigoriy Blekherman

**ISBN :**9781611972283

**Genre :**Mathematics

**File Size :**84. 61 MB

**Format :**PDF

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An accessible introduction to convex algebraic geometry and semidefinite optimization. For graduate students and researchers in mathematics and computer science.

## Semidefinite Optimization And Convex Algebraic Geometry

**Author :**Grigoriy Blekherman

**ISBN :**1611972299

**Genre :**Convex geometry

**File Size :**20. 51 MB

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This book provides a self-contained, accessible introduction to the mathematical advances and challenges resulting from the use of semidefinite programming in polynomial optimization. This quickly evolving research area with contributions from the diverse fields of convex geometry, algebraic geometry, and optimization is known as convex algebraic geometry. Each chapter addresses a fundamental aspect of convex algebraic geometry. The book begins with an introduction to nonnegative polynomials and sums of squares and their connections to semidefinite programming and quickly advances to several areas at the forefront of current research. These include (1) semidefinite representability of convex sets, (2) duality theory from the point of view of algebraic geometry, and (3) nontraditional topics such as sums of squares of complex forms and noncommutative sums of squares polynomials. Suitable for a class or seminar, with exercises aimed at teaching the topics to beginners, Semidefinite Optimization and Convex Algebraic Geometry serves as a point of entry into the subject for readers from multiple communities such as engineering, mathematics, and computer science. A guide to the necessary background material is available in the appendix.

## Convex Optimization Euclidean Distance Geometry

**Author :**Jon Dattorro

**ISBN :**9780976401308

**Genre :**Mathematics

**File Size :**89. 81 MB

**Format :**PDF, ePub, Mobi

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The study of Euclidean distance matrices (EDMs) fundamentally asks what can be known geometrically given onlydistance information between points in Euclidean space. Each point may represent simply locationor, abstractly, any entity expressible as a vector in finite-dimensional Euclidean space.The answer to the question posed is that very much can be known about the points;the mathematics of this combined study of geometry and optimization is rich and deep.Throughout we cite beacons of historical accomplishment.The application of EDMs has already proven invaluable in discerning biological molecular conformation.The emerging practice of localization in wireless sensor networks, the global positioning system (GPS), and distance-based pattern recognitionwill certainly simplify and benefit from this theory.We study the pervasive convex Euclidean bodies and their various representations.In particular, we make convex polyhedra, cones, and dual cones more visceral through illustration, andwe study the geometric relation of polyhedral cones to nonorthogonal bases biorthogonal expansion.We explain conversion between halfspace- and vertex-descriptions of convex cones,we provide formulae for determining dual cones,and we show how classic alternative systems of linear inequalities or linear matrix inequalities and optimality conditions can be explained by generalized inequalities in terms of convex cones and their duals.The conic analogue to linear independence, called conic independence, is introducedas a new tool in the study of classical cone theory; the logical next step in the progression:linear, affine, conic.Any convex optimization problem has geometric interpretation.This is a powerful attraction: the ability to visualize geometry of an optimization problem.We provide tools to make visualization easier.The concept of faces, extreme points, and extreme directions of convex Euclidean bodiesis explained here, crucial to understanding convex optimization.The convex cone of positive semidefinite matrices, in particular, is studied in depth.We mathematically interpret, for example,its inverse image under affine transformation, and we explainhow higher-rank subsets of its boundary united with its interior are convex.The Chapter on "Geometry of convex functions",observes analogies between convex sets and functions:The set of all vector-valued convex functions is a closed convex cone.Included among the examples in this chapter, we show how the real affinefunction relates to convex functions as the hyperplane relates to convex sets.Here, also, pertinent results formultidimensional convex functions are presented that are largely ignored in the literature;tricks and tips for determining their convexityand discerning their geometry, particularly with regard to matrix calculus which remains largely unsystematizedwhen compared with the traditional practice of ordinary calculus.Consequently, we collect some results of matrix differentiation in the appendices.The Euclidean distance matrix (EDM) is studied,its properties and relationship to both positive semidefinite and Gram matrices.We relate the EDM to the four classical axioms of the Euclidean metric;thereby, observing the existence of an infinity of axioms of the Euclidean metric beyondthe triangle inequality. We proceed byderiving the fifth Euclidean axiom and then explain why furthering this endeavoris inefficient because the ensuing criteria (while describing polyhedra)grow linearly in complexity and number.Some geometrical problems solvable via EDMs,EDM problems posed as convex optimization, and methods of solution arepresented;\eg, we generate a recognizable isotonic map of the United States usingonly comparative distance information (no distance information, only distance inequalities).We offer a new proof of the classic Schoenberg criterion, that determines whether a candidate matrix is an EDM. Our proofrelies on fundamental geometry; assuming, any EDM must correspond to a list of points contained in some polyhedron(possibly at its vertices) and vice versa.It is not widely known that the Schoenberg criterion implies nonnegativity of the EDM entries; proved here.We characterize the eigenvalues of an EDM matrix and then devisea polyhedral cone required for determining membership of a candidate matrix(in Cayley-Menger form) to the convex cone of Euclidean distance matrices (EDM cone); \ie,a candidate is an EDM if and only if its eigenspectrum belongs to a spectral cone for EDM^N.We will see spectral cones are not unique.In the chapter "EDM cone", we explain the geometric relationship betweenthe EDM cone, two positive semidefinite cones, and the elliptope.We illustrate geometric requirements, in particular, for projection of a candidate matrixon a positive semidefinite cone that establish its membership to the EDM cone. The faces of the EDM cone are described,but still open is the question whether all its faces are exposed as they are for the positive semidefinite cone.The classic Schoenberg criterion, relating EDM and positive semidefinite cones, isrevealed to be a discretized membership relation (a generalized inequality, a new Farkas''''''''-like lemma)between the EDM cone and its ordinary dual. A matrix criterion for membership to the dual EDM cone is derived thatis simpler than the Schoenberg criterion.We derive a new concise expression for the EDM cone and its dual involvingtwo subspaces and a positive semidefinite cone."Semidefinite programming" is reviewedwith particular attention to optimality conditionsof prototypical primal and dual conic programs,their interplay, and the perturbation method of rank reduction of optimal solutions(extant but not well-known).We show how to solve a ubiquitous platonic combinatorial optimization problem from linear algebra(the optimal Boolean solution x to Ax=b)via semidefinite program relaxation.A three-dimensional polyhedral analogue for the positive semidefinite cone of 3X3 symmetricmatrices is introduced; a tool for visualizing in 6 dimensions.In "EDM proximity"we explore methods of solution to a few fundamental and prevalentEuclidean distance matrix proximity problems; the problem of finding that Euclidean distance matrix closestto a given matrix in the Euclidean sense.We pay particular attention to the problem when compounded with rank minimization.We offer a new geometrical proof of a famous result discovered by Eckart \& Young in 1936 regarding Euclideanprojection of a point on a subset of the positive semidefinite cone comprising all positive semidefinite matriceshaving rank not exceeding a prescribed limit rho.We explain how this problem is transformed to a convex optimization for any rank rho.

## Moments Positive Polynomials And Their Applications

**Author :**Jean-Bernard Lasserre

**ISBN :**9781848164468

**Genre :**Mathematics

**File Size :**36. 6 MB

**Format :**PDF, Kindle

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Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP) . This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials. In the second part, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal control, mathematical finance, multivariate integration, etc., and examples are provided for each particular application. Errata(s). Errata. Sample Chapter(s). Chapter 1: The Generalized Moment Problem (227 KB). Contents: Moments and Positive Polynomials: The Generalized Moment Problem; Positive Polynomials; Moments; Algorithms for Moment Problems; Applications: Global Optimization over Polynomials; Systems of Polynomial Equations; Applications in Probability; Markov Chains Applications; Application in Mathematical Finance; Application in Control; Convex Envelope and Representation of Convex Sets; Multivariate Integration; Min-Max Problems and Nash Equilibria; Bounds on Linear PDE. Readership: Postgraduates, academics and researchers in mathematical programming, control and optimization.

## Handbook On Semidefinite Conic And Polynomial Optimization

**Author :**Jean B Lasserre

**ISBN :**1489978038

**Genre :**

**File Size :**23. 93 MB

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This book offers the reader a snapshot of the state-of-the-art in the growing and mutually enriching areas of semidefinite optimization, conic optimization and polynomial optimization. It covers theory, algorithms, software and applications.

## An Introduction To Polynomial And Semi Algebraic Optimization

**Author :**Jean Bernard Lasserre

**ISBN :**9781107060579

**Genre :**Mathematics

**File Size :**26. 94 MB

**Format :**PDF, Kindle

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The first comprehensive introduction to the powerful moment approach for solving global optimization problems.

## Lectures On Modern Convex Optimization

**Author :**Aharon Ben-Tal

**ISBN :**9780898714913

**Genre :**Technology & Engineering

**File Size :**58. 96 MB

**Format :**PDF, Kindle

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Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.