[HTML][HTML] Chordal and factor-width decompositions for scalable semidefinite and polynomial optimization

Y Zheng, G Fantuzzi, A Papachristodoulou - Annual Reviews in Control, 2021 - Elsevier
Chordal and factor-width decomposition methods for semidefinite programming and
polynomial optimization have recently enabled the analysis and control of large-scale linear …

The many faces of degeneracy in conic optimization

D Drusvyatskiy, H Wolkowicz - Foundations and Trends® in …, 2017 - nowpublishers.com
Slater's condition–existence of a “strictly feasible solution”–is a common assumption in conic
optimization. Without strict feasibility, first-order optimality conditions may be meaningless …

Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone

F Permenter, P Parrilo - Mathematical Programming, 2018 - Springer
We develop a practical semidefinite programming (SDP) facial reduction procedure that
utilizes computationally efficient approximations of the positive semidefinite cone. The …

Facial reduction algorithms for conic optimization problems

H Waki, M Muramatsu - Journal of Optimization Theory and Applications, 2013 - Springer
In the conic optimization problems, it is well-known that a positive duality gap may occur,
and that solving such a problem is numerically difficult or unstable. For such a case, we …

Validating numerical semidefinite programming solvers for polynomial invariants

P Roux, YL Voronin, S Sankaranarayanan - Formal Methods in System …, 2018 - Springer
Semidefinite programming (SDP) solvers are increasingly used as primitives in many
program verification tasks to synthesize and verify polynomial invariants for a variety of …

A new sparse SOS decomposition algorithm based on term sparsity

J Wang, H Li, B **a - Proceedings of the 2019 International Symposium …, 2019 - dl.acm.org
A new sparse SOS decomposition algorithm is proposed based on a new sparsity pattern,
called cross sparsity patterns. The new sparsity pattern focuses on the sparsity of terms and …

[HTML][HTML] On the connection of facially exposed and nice cones

G Pataki - Journal of Mathematical Analysis and Applications, 2013 - Elsevier
A closed convex cone K in a finite dimensional Euclidean space is called nice if the set K∗+
F⊥ is closed for all F faces of K, where K∗ is the dual cone of K, and F⊥ is the orthogonal …

Fast ADMM for sum-of-squares programs using partial orthogonality

Y Zheng, G Fantuzzi… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
When sum-of-squares (SOS) programs are recast as semidefinite programs (SDPs) using
the standard monomial basis, the constraint matrices in the SDP possess a structural …

Douglas–Rachford splitting and ADMM for pathological convex optimization

EK Ryu, Y Liu, W Yin - Computational Optimization and Applications, 2019 - Springer
Despite the vast literature on DRS and ADMM, there has been very little work analyzing their
behavior under pathologies. Most analyses assume a primal solution exists, a dual solution …

Basis selection for SOS programs via facial reduction and polyhedral approximations

F Permenter, PA Parrilo - 53rd IEEE Conference on Decision …, 2014 - ieeexplore.ieee.org
We develop a monomial basis selection procedure for sum-of-squares (SOS) programs
based on facial reduction. Using linear programming and polyhedral approximations, the …