From data to decisions: Distributionally robust optimization is optimal

BPG Van Parys, PM Esfahani… - Management Science, 2021 - pubsonline.informs.org
We study stochastic programs where the decision maker cannot observe the distribution of
the exogenous uncertainties but has access to a finite set of independent samples from this …

Information theory with kernel methods

F Bach - IEEE Transactions on Information Theory, 2022 - ieeexplore.ieee.org
We consider the analysis of probability distributions through their associated covariance
operators from reproducing kernel Hilbert spaces. We show that the von Neumann entropy …

Semidefinite approximations of the matrix logarithm

H Fawzi, J Saunderson, PA Parrilo - Foundations of Computational …, 2019 - Springer
The matrix logarithm, when applied to Hermitian positive definite matrices, is concave with
respect to the positive semidefinite order. This operator concavity property leads to …

Relative entropy regularized TDLAS tomography for robust temperature imaging

Y Bao, R Zhang, G Enemali, Z Cao… - IEEE Transactions …, 2020 - ieeexplore.ieee.org
Tunable diode laser absorption spectroscopy (TDLAS) tomography has been widely used
for in situ combustion diagnostics, yielding images of both species concentration and …

On variational expressions for quantum relative entropies

M Berta, O Fawzi, M Tomamichel - Letters in Mathematical Physics, 2017 - Springer
Distance measures between quantum states like the trace distance and the fidelity can
naturally be defined by optimizing a classical distance measure over all measurement …

Optimal self-concordant barriers for quantum relative entropies

H Fawzi, J Saunderson - SIAM Journal on Optimization, 2023 - SIAM
Quantum relative entropies are jointly convex functions of two positive definite matrices that
generalize the Kullback–Leibler divergence and arise naturally in quantum information …

A positivstellensatz for sums of nonnegative circuit polynomials

M Dressler, S Iliman, T De Wolff - SIAM Journal on Applied Algebra and …, 2017 - SIAM
Recently, the second and third authors developed sums of nonnegative circuit polynomials
(SONC) as a new certificate of nonnegativity for real polynomials, which is independent of …

Efficient optimization of the quantum relative entropy

H Fawzi, O Fawzi - Journal of Physics A: Mathematical and …, 2018 - iopscience.iop.org
Many quantum information measures can be written as an optimization of the quantum
relative entropy between sets of states. For example, the relative entropy of entanglement of …

On the convex formulations of robust Markov decision processes

J Grand-Clément, M Petrik - Mathematics of Operations …, 2024 - pubsonline.informs.org
Robust Markov decision processes (MDPs) are used for applications of dynamic
optimization in uncertain environments and have been studied extensively. Many of the …

Optimal size of linear matrix inequalities in semidefinite approaches to polynomial optimization

G Averkov - SIAM Journal on Applied Algebra and Geometry, 2019 - SIAM
The abbreviations LMI and SOS stand for “linear matrix inequality" and “sum of squares,"
respectively. The cone n,2d of SOS polynomials in n variables of degree at most 2d is known …