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Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

50 votes
Accepted

Can all convex optimization problems be solved in polynomial time using interior-point algor...

No, this is not true (unless P=NP). There are examples of convex optimization problems which are NP-hard. Several NP-hard combinatorial optimization problems can be encoded as convex optimization prob …
Dima Pasechnik's user avatar
7 votes

Is there a class of optimization problems more general than semidefinite programming?

If you like, you might look at cones of sums of squares of polynomials (cones of PSD matrices are the same thing as cones of sums of squares of linear polynomials). This is the starting point of the m …
Dima Pasechnik's user avatar
4 votes

Strong polynomial algorithm for linear programming

The best known general result is due to Eva Tardos' "A Strongly Polynomial Algorithm to Solve Combinatorial Linear Programs", published in 1986. Basically, it says that only bitsizes of coefficients …
Dima Pasechnik's user avatar
4 votes
Accepted

Constrained optimization of sum of squares polynomials

If $g_j$ is SOS, i.e. $g_j=\sum_k h_k^2$, then $g_j(x)\leq 0$ iff $g_j(x)=0$, i.e. $h_1(x)=h_2(x)=\dots =0$. So this is a general case, although with equality constraints only. A more interesting que …
Dima Pasechnik's user avatar
2 votes

An optimization problem in complex space

A usual trigonometric substitution $x_j:=\cos\phi_k +i\sin\phi_k$, $\phi:=(\phi_1,\dots,\phi_n)$ might tell something. After some straightforward manipulations your minimisation problem becomes $$\min …
Dima Pasechnik's user avatar
2 votes

Quantifier elimination and where is this quantified convex program in the polynomial hierarchy?

it appears that one can eliminate one block of quantified variables in such a quadratic case faster, for fixed $r$, than in general, see e.g. https://arxiv.org/abs/0708.3522, but the result will have …
Dima Pasechnik's user avatar
1 vote

A certain type of quadratic constrained quadratic program (QCQP)

Quadratic optimization subject to fixed number of quadratic constraints is "easy", even without any convexity assumptions. The algorithms are polynomial-time, but in practice quite hard to implement e …
Dima Pasechnik's user avatar
1 vote

Exactness of the semidefinite programming (SDP) relaxation of maximum cut (Max-Cut)

An obvious sufficient condition is that the SDP in question has a rank-$1$ optimal solution. Indeed, the SDP provides you with an upper bound on the MAXCUT value, and then you pay the price of $\alpha …
Dima Pasechnik's user avatar
0 votes
Accepted

minimize number of unique elements in a vector

While $f(x)=\sum_i \sum_j (x_i-x_j)^2$ is not quite what you might want, as it would favour vectors with small discrepancy in the entries, it's at least a very nice convex function to minimise, and co …
Dima Pasechnik's user avatar
0 votes

What is the dual of an semidefinitely representable (SDR) cone?

It's a long comment, not an answer. Already the well-known SDR cone $\Sigma_{n,d}$ of sums of squares of homogeneous $n$-variate degreed $d$ polynomials has an interesting dual (also SDR), described …
Dima Pasechnik's user avatar