DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization

AA Ahmadi, A Majumdar - SIAM Journal on Applied Algebra and Geometry, 2019 - SIAM
In recent years, optimization theory has been greatly impacted by the advent of sum of
squares (SOS) optimization. The reliance of this technique on large-scale semidefinite …

[КНИГА][B] Moment and Polynomial Optimization

J Nie - 2023 - SIAM
Moment and polynomial optimization has received high attention in recent decades. It has
beautiful theory and efficient methods, as well as broad applications for various …

Undecidability and hardness in mixed-integer nonlinear programming

L Liberti - RAIRO-Operations Research, 2019 - rairo-ro.org
We survey two aspects of mixed-integer nonlinear programming which have attracted less
attention (so far) than solution methods, solvers and applications: namely, whether the class …

CS-TSSOS: Correlative and term sparsity for large-scale polynomial optimization

J Wang, V Magron, JB Lasserre, NHA Mai - ACM Transactions on …, 2022 - dl.acm.org
This work proposes a new moment-SOS hierarchy, called CS-TSSOS, for solving large-
scale sparse polynomial optimization problems. Its novelty is to exploit simultaneously …

Verifying individual fairness in machine learning models

PG John, D Vijaykeerthy… - … on Uncertainty in Artificial …, 2020 - proceedings.mlr.press
We consider the problem of whether a given decision model, working with structured data,
has individual fairness. Following the work of Dwork, a model is individually biased (or …

Distances between probability distributions of different dimensions

Y Cai, LH Lim - IEEE Transactions on Information Theory, 2022 - ieeexplore.ieee.org
Comparing probability distributions is an indispensable and ubiquitous task in machine
learning and statistics. The most common way to compare a pair of Borel probability …

Integrating prediction/estimation and optimization with applications in operations management

M Qi, ZJ Shen - … research: emerging and impactful topics in …, 2022 - pubsonline.informs.org
Big data provide new opportunities to tackle one of the main difficulties in decision-making
systems—the uncertain behavior that follows unknown probability distribution. Standard …

Integrated conditional estimation-optimization

M Qi, P Grigas, ZJM Shen - arxiv preprint arxiv:2110.12351, 2021 - arxiv.org
Many real-world optimization problems involve uncertain parameters with probability
distributions that can be estimated using contextual feature information. In contrast to the …

Algorithm 998: The Robust LMI Parser—A toolbox to construct LMI conditions for uncertain systems

CM Agulhari, A Felipe, RCLF Oliveira… - ACM Transactions on …, 2019 - dl.acm.org
The ROLMIP (Robust LMI Parser) is a toolbox specialized in control theory for uncertain
linear systems, built to work under MATLAB jointly with YALMIP, to ease the programming of …

Sum-of-squares lower bounds for Sherrington-Kirkpatrick via planted affine planes

M Ghosh, FG Jeronimo, C Jones… - 2020 IEEE 61st …, 2020 - ieeexplore.ieee.org
The Sum-of-Squares (SoS) hierarchy is a semi-definite programming meta-algorithm that
captures state-of-the-art polynomial time guarantees for many optimization problems such …