Recent scalability improvements for semidefinite programming with applications in machine learning, control, and robotics
Historically, scalability has been a major challenge for the successful application of
semidefinite programming in fields such as machine learning, control, and robotics. In this …
semidefinite programming in fields such as machine learning, control, and robotics. In this …
A survey of relaxations and approximations of the power flow equations
The power flow equations relate the power injections and voltages in an electric power
system and are therefore key to many power system optimization and control problems …
system and are therefore key to many power system optimization and control problems …
[HTML][HTML] Chordal and factor-width decompositions for scalable semidefinite and polynomial optimization
Chordal and factor-width decomposition methods for semidefinite programming and
polynomial optimization have recently enabled the analysis and control of large-scale linear …
polynomial optimization have recently enabled the analysis and control of large-scale linear …
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 …
squares (SOS) optimization. The reliance of this technique on large-scale semidefinite …
A scalable algorithm for sparse portfolio selection
The sparse portfolio selection problem is one of the most famous and frequently studied
problems in the optimization and financial economics literatures. In a universe of risky …
problems in the optimization and financial economics literatures. In a universe of risky …
Sum of squares basis pursuit with linear and second order cone programming
AA Ahmadi, G Hall - Algebraic and geometric methods in discrete …, 2017 - books.google.com
We devise a scheme for solving an iterative sequence of linear programs (LPs) or second
order cone programs (SOCPs) to approximate the optimal value of any semidefinite program …
order cone programs (SOCPs) to approximate the optimal value of any semidefinite program …
Improving efficiency and scalability of sum of squares optimization: Recent advances and limitations
It is well-known that any sum of squares (SOS) program can be cast as a semidefinite
program (SDP) of a particular structure and that therein lies the computational bottleneck for …
program (SDP) of a particular structure and that therein lies the computational bottleneck for …
Alternative LP and SOCP hierarchies for ACOPF problems
The alternating current optimal power flow (ACOPF) problem optimizes the generation and
the distribution of electric energy taking into account the active and the reactive power …
the distribution of electric energy taking into account the active and the reactive power …
Bounding extrema over global attractors using polynomial optimisation
D Goluskin - Nonlinearity, 2020 - iopscience.iop.org
We present a framework for bounding extreme values of quantities on global attractors of
differential dynamical systems. A global attractor is the minimal set that attracts all bounded …
differential dynamical systems. A global attractor is the minimal set that attracts all bounded …
Chordal sparsity in control and optimization of large-scale systems
Y Zheng - 2019 - ora.ox.ac.uk
Many large-scale systems have inherent structures that can be exploited to facilitate their
analysis and design. This thesis investigates how chordal graph properties can be used to …
analysis and design. This thesis investigates how chordal graph properties can be used to …