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Semidefinite Representations for Finite Varieties
- MATHEMATICAL PROGRAMMING
, 2002
"... We consider the problem of minimizing a polynomial over a semi-algebraic set defined by polynomial equalities and inequalities. When the polynomial equalities have a finite number of complex solutions and define a radical ideal we can reformulate this problem as a semidefinite programming prob ..."
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Cited by 31 (6 self)
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We consider the problem of minimizing a polynomial over a semi-algebraic set defined by polynomial equalities and inequalities. When the polynomial equalities have a finite number of complex solutions and define a radical ideal we can reformulate this problem as a semidefinite programming problem. This semidefinite program involves combinatorial moment matrices, which are matrices indexed by a basis of the quotient vector space R[x 1 , . . . , x n ]/I. Our arguments are elementary and extend known facts for the grid case including 0/1 and polynomial programming. They also relate to known algebraic tools for solving polynomial systems of equations with finitely many complex solutions. Semidefinite approximations can be constructed by considering truncated combinatorial moment matrices; rank conditions are given (in a grid case) that ensure that the approximation solves the original problem at optimality.
Convergent SDP-Relaxations in Polynomial Optimization with Sparsity
- SIAM Journal on Optimization
"... Abstract. We consider a polynomial programming problem P on a compact semi-algebraic set K ⊂ R n, described by m polynomial inequalities gj(X) ≥ 0, and with criterion f ∈ R[X]. We propose a hierarchy of semidefinite relaxations in the spirit those of Waki et al. [9]. In particular, the SDP-relaxati ..."
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Cited by 15 (4 self)
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Abstract. We consider a polynomial programming problem P on a compact semi-algebraic set K ⊂ R n, described by m polynomial inequalities gj(X) ≥ 0, and with criterion f ∈ R[X]. We propose a hierarchy of semidefinite relaxations in the spirit those of Waki et al. [9]. In particular, the SDP-relaxation of order r has the following two features: (a) The number of variables is O(κ 2r) where κ = max[κ1, κ2] witth κ1 (resp. κ2) being the maximum number of variables appearing the monomials of f (resp. appearing in a single constraint gj(X) ≥ 0). (b) The largest size of the LMI’s (Linear Matrix Inequalities) is O(κ r). This is to compare with the respective number of variables O(n 2r) and LMI size O(n r) in the original SDP-relaxations defined in [11]. Therefore, great computational savings are expected in case of sparsity in the data {gj, f}, i.e. when κ is small, a frequent case in practical applications of interest. The novelty with respect to [9] is that we prove convergence to the global optimum of P when the sparsity pattern satisfies a condition often encountered in large size problems of practical applications, and known as the running intersection property in graph theory. In such cases, and as a by-product, we also obtain a new representation result for polynomials positive on a basic closed semialgebraic set, a sparse version of Putinar’s Positivstellensatz [16]. 1.
A Sparse Flat Extension Theorem for Moment Matrices
"... Abstract. In this note we prove a generalization of the flat extension theorem of Curto and Fialkow [4] for truncated moment matrices. It applies to moment matrices indexed by an arbitrary set of monomials and its border, assuming that this set is connected to 1. When formulated in a basis-free sett ..."
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Cited by 4 (2 self)
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Abstract. In this note we prove a generalization of the flat extension theorem of Curto and Fialkow [4] for truncated moment matrices. It applies to moment matrices indexed by an arbitrary set of monomials and its border, assuming that this set is connected to 1. When formulated in a basis-free setting, this gives an equivalent result for truncated Hankel operators.
Truncated K-moment problems in several variables
- J. Operator Theory
"... Abstract. Let β ≡ β (2n) be an N-dimensional real multi-sequence of degree 2n, with associated moment matrix M(n) ≡ M(n)(β), and let r: = rank M(n). We prove that if M(n) is positive semidefinite and admits a rank-preserving moment matrix extension M(n+1), then M(n+1) has a unique representing meas ..."
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Cited by 4 (3 self)
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Abstract. Let β ≡ β (2n) be an N-dimensional real multi-sequence of degree 2n, with associated moment matrix M(n) ≡ M(n)(β), and let r: = rank M(n). We prove that if M(n) is positive semidefinite and admits a rank-preserving moment matrix extension M(n+1), then M(n+1) has a unique representing measure µ, which is r-atomic, with suppµ equal to V(M(n + 1)), the algebraic variety of M(n + 1). Further, β has an r-atomic (minimal) representing measure supported in a semi-algebraic set KQ subordinate to a family Q ≡ {qi} m i=1 ⊆ R[t1,..., tN] if and only if M(n) is positive semidefinite and admits a rank-preserving extension M(n + 1) for which the associated localizing matrices Mqi (n + [ 1+deg qi]) are positive semidefinite (1 ≤ i ≤ m); in this case, µ (as 2 above) satisfies supp µ ⊆ KQ, and µ has precisely rank M(n) − rank Mqi (n + [ 1+deg qi]) atoms in 2 Z(qi) ≡ { t ∈ R N: qi(t) = 0} , 1 ≤ i ≤ m.
A GRÖBNER BASIS PROOF OF THE FLAT EXTENSION THEOREM FOR MOMENT MATRICES
"... Abstract. Curto and Fialkow proved in 1996 that flat positive semidefinite moment matrices always come from a finitely atomic positive measure. The tedious part of the proof is to show that flat moment matrices have always a flat extension. We give a new short argument for this based on Gröbner base ..."
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Cited by 1 (0 self)
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Abstract. Curto and Fialkow proved in 1996 that flat positive semidefinite moment matrices always come from a finitely atomic positive measure. The tedious part of the proof is to show that flat moment matrices have always a flat extension. We give a new short argument for this based on Gröbner bases. Résumé. Curto et Fialkow ont démontré en 1996 que les matrices des moments, plates et semidéfinies positives, proviennent d’une mesure positive d’un nombre fini d’atomes. La partie ardue de la preuve consiste à démontrer que les matrices des moments plates admettent toujours une extension plate. Nous donnons un nouvel argument pour cela qui est fondé sur les bases de Gröbner. 1.
CERTIFICATES OF CONVEXITY FOR BASIC SEMI-ALGEBRAIC SETS
, 901
"... Abstract. We provide two certificates of convexity for arbitrary basic semialgebraic sets of R n. The first one is based on a necessary and sufficient condition whereas the second one is based on a sufficient (but simpler) condition only. Both certificates are obtained from any feasible solution of ..."
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Cited by 1 (0 self)
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Abstract. We provide two certificates of convexity for arbitrary basic semialgebraic sets of R n. The first one is based on a necessary and sufficient condition whereas the second one is based on a sufficient (but simpler) condition only. Both certificates are obtained from any feasible solution of a related semidefinite program and so can be obtained numerically (however, up to machine precision). 1.
Author manuscript, published in "Linear Algebra and Applications 433, 11-12 (2010) 1851-1872" SYMMETRIC TENSOR DECOMPOSITION
, 2009
"... Abstract. We present an algorithm for decomposing a symmetric tensor, of dimension n and order d as a sum of rank-1 symmetric tensors, extending the algorithm of Sylvester devised in 1886 for binary forms. We recall the correspondence between the decomposition of a homogeneous polynomial in n variab ..."
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Abstract. We present an algorithm for decomposing a symmetric tensor, of dimension n and order d as a sum of rank-1 symmetric tensors, extending the algorithm of Sylvester devised in 1886 for binary forms. We recall the correspondence between the decomposition of a homogeneous polynomial in n variables of total degree d as a sum of powers of linear forms (Waring’s problem), incidence properties on secant varieties of the Veronese Variety and the representation of linear forms as a linear combination of evaluations at distinct points. Then we reformulate Sylvester’s approach from the dual point of view. Exploiting this duality, we propose necessary and sufficient conditions for the existence of such a decomposition of a given rank, using the properties of Hankel (and quasi-Hankel) matrices, derived from multivariate polynomials and normal form computations. This leads to the resolution of polynomial equations of small degree in non-generic cases. We propose a new algorithm for symmetric tensor decomposition, based on this characterization and on linear algebra computations with these Hankel matrices. The impact of this contribution is two-fold. First it permits an efficient computation of the decomposition of any tensor of sub-generic rank, as opposed to widely used iterative algorithms with unproved global convergence (e.g. Alternate Least Squares or gradient descents). Second, it gives tools for understanding

