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Mehdi Karimi

Publications and source records attributed to Mehdi Karimi.

13 recordsLinked to original sources

Efficient Interior-Point Methods for Hyperbolic Programming via Straight-Line Programs

Hyperbolic (HB) programming generalizes many popular convex optimization problems, including semidefinite and second-order cone programming. Despite substantial theoretical progress on HB programming, efficient computational tools for solving large-scale hyperbolic programs remain limited. This paper presents DDS 3.0, a new release of the Domain-Driven Solver, which provides an efficient interior-point implementation tailored for hyperbolic programming. A key innovation lies in a new straight-line program (SLP) representation that enables compact representation and efficient computation of hyperbolic polynomials, their gradients, and Hessians. The SLP structure significantly reduces computational cost, allowing the Hessian to be computed in the same asymptotic complexity as the gradient through a batched reverse-over-forward differentiation scheme. We further introduce an improved corrector step for the primal-dual interior-point method, enhancing stability and convergence on convex sets where only the primal self-concordant barrier is efficiently computable. We create a comprehensive benchmark library beyond the elementary symmetric polynomials, using several different techniques. Numerical experiments demonstrate substantial performance gains of DDS 3.0 compared to first-order Frank-Wolfe algorithm, homotopy method, and SDP software utilizing SDP relaxations.

math.OC

Efficient Implementation of Interior-Point Methods for Quantum Relative Entropy

Quantum Relative Entropy (QRE) programming is a recently popular and challenging class of convex optimization problems with significant applications in quantum computing and quantum information theory. We are interested in modern interior point (IP) methods based on optimal self-concordant barriers for the QRE cone. A range of theoretical and numerical challenges associated with such barrier functions and the QRE cones have hindered the scalability of IP methods. To address these challenges, we propose a series of numerical and linear algebraic techniques and heuristics aimed at enhancing the efficiency of gradient and Hessian computations for the self-concordant barrier function, solving linear systems, and performing matrix-vector products. We also introduce and deliberate about some interesting concepts related to QRE such as symmetric quantum relative entropy (SQRE). We also introduce a two-phase method for performing facial reduction that can significantly improve the performance of QRE programming. Our new techniques have been implemented in the latest version (DDS 2.2) of the software package DDS. In addition to handling QRE constraints, DDS accepts any combination of several other conic and non-conic convex constraints. Our comprehensive numerical experiments encompass several parts including 1) a comparison of DDS 2.2 with Hypatia for the nearest correlation matrix problem, 2) using DDS for combining QRE constraints with various other constraint types, and 3) calculating the key rate for quantum key distribution (QKD) channels and presenting results for several QKD protocols.

quant-ph

Radial Partitioning with Spectral Penalty Parameter Selection in Distributed Optimization for Power Systems

This paper proposes group-based distributed optimization (DO) algorithms on top of intelligent partitioning for the optimal power flow (OPF) problems. Radial partitioning of the graph of a network is introduced as a systematic way to split a large-scale problem into more tractable sub-problems, which can potentially be solved efficiently with methods such as convex relaxations. Spectral parameter selection is introduced for group-based DO as a crucial hyper-parameter selection step in DO. A software package DiCARP is created, which is implemented in Python using the Pyomo optimization package. Our numerical results for different power network instances show that our designed algorithm returns more accurate solutions to the tested problems with fewer iterations than component-based DO. Our results confirm the importance of smart partitioning and parameter selection for large-scale optimization problems on networks.

math.OC

Investigation of Warrior Robots Behavior by Using Evolutionary Algorithms

In this study, we review robots behavior especially warrior robots by using evolutionary algorithms. This kind of algorithms is inspired by nature that causes robots behaviors get resemble to collective behavior. Collective behavior of creatures such as bees was shown that do some functions which depended on interaction and cooperation would need to a well-organized system so that all creatures within it carry out their duty, very well. For robots which do not have any intelligence, we can define an algorithm and show the results by a simple simulation.

cs.RO

Domain-Driven Solver (DDS) Version 2.0: a MATLAB-based Software Package for Convex Optimization Problems in Domain-Driven Form

Domain-Driven Solver (DDS) is a MATLAB-based software package for convex optimization problems in Domain-Driven form [Karimi and Tunçel, arXiv:1804.06925]. The current version of DDS accepts every combination of the following function/set constraints: (1) symmetric cones (LP, SOCP, and SDP); (2) quadratic constraints that are SOCP representable; (3) direct sums of an arbitrary collection of 2-dimensional convex sets defined as the epigraphs of univariate convex functions (including as special cases geometric programming and entropy programming); (4) generalized power cone; (5) epigraphs of matrix norms (including as a special case minimization of nuclear norm over a linear subspace); (6) vector relative entropy; (7) epigraphs of quantum entropy and quantum relative entropy; and (8) constraints involving hyperbolic polynomials. DDS is a practical implementation of the infeasible-start primal-dual algorithm designed and analyzed in [Karimi and Tunçel, arXiv:1804.06925]. This manuscript contains the users' guide, as well as theoretical results needed for the implementation of the algorithms. To help the users, we included many examples. We also discussed some implementation details and techniques we used to improve the efficiency and further expansion of the software to cover the emerging classes of convex optimization problems.

math.OC

Primal-Dual Interior-Point Methods for Domain-Driven Formulations

We study infeasible-start primal-dual interior-point methods for convex optimization problems given in a typically natural form we denote as Domain-Driven formulation. Our algorithms extend many advantages of primal-dual interior-point techniques available for conic formulations, such as the current best complexity bounds, and more robust certificates of approximate optimality, unboundedness, and infeasibility, to Domain-Driven formulations. The complexity results are new for the infeasible-start setup used, even in the case of linear programming. In addition to complexity results, our algorithms aim for expanding the applications of, and software for interior-point methods to wider classes of problems beyond optimization over symmetric cones.

math.OC

Status Determination by Interior-Point Methods for Convex Optimization Problems in Domain-Driven Form

We study the geometry of convex optimization problems given in a Domain-Driven form and categorize possible statuses of these problems using duality theory. Our duality theory for the Domain-Driven form, which accepts both conic and non-conic constraints, lets us determine and certify statuses of a problem as rigorously as the best approaches for conic formulations (which have been demonstrably very efficient in this context). We analyze the performance of an infeasible-start primal-dual algorithm for the Domain-Driven form in returning the certificates for the defined statuses. Our iteration complexity bounds for this more practical Domain-Driven form match the best ones available for conic formulations. At the end, we propose some stopping criteria for practical algorithms based on insights gained from our analyses.

math.OC

A Utility Theory Based Interactive Approach to Robustness in Linear Optimization

We treat uncertain linear programming problems by utilizing the notion of weighted analytic centers and notions from the area of multi-criteria decision making. After introducing our approach, we develop interactive cutting-plane algorithms for robust optimization, based on concave and quasi-concave utility functions. In addition to practical advantages, due to the flexibility of our approach, we are able to prove that under a theoretical framework due to Bertsimas and Sim [14], which establishes the existence of certain convex formulation of robust optimization problems, the robust optimal solutions generated by our algorithms are at least as desirable to the decision maker as any solution generated by many other robust optimization algorithms in the theoretical framework. We present some probabilistic bounds for feasibility of robust solutions and evaluate our approach by means of computational experiments.

math.OC

Primal-Dual Entropy Based Interior-Point Algorithms for Linear Optimization

We propose a family of search directions based on primal-dual entropy in the context of interior-point methods for linear optimization. We show that by using entropy based search directions in the predictor step of a predictor-corrector algorithm together with a homogeneous self-dual embedding, we can achieve the current best iteration complexity bound for linear optimization. Then, we focus on some wide neighborhood algorithms and show that in our family of entropy based search directions, we can find the best search direction and step size combination by performing a plane search at each iteration. For this purpose, we propose a heuristic plane search algorithm as well as an exact one. Finally, we perform computational experiments to study the performance of entropy-based search directions in wide neighborhoods of the central path, with and without utilizing the plane search algorithms.

math.OC

On Characterization of Elementary Trapping Sets of Variable-Regular LDPC Codes

In this paper, we study the graphical structure of elementary trapping sets (ETS) of variable-regular low-density parity-check (LDPC) codes. ETSs are known to be the main cause of error floor in LDPC coding schemes. For the set of LDPC codes with a given variable node degree $d_l$ and girth $g$, we identify all the non-isomorphic structures of an arbitrary class of $(a,b)$ ETSs, where $a$ is the number of variable nodes and $b$ is the number of odd-degree check nodes in the induced subgraph of the ETS. Our study leads to a simple characterization of dominant classes of ETSs (those with relatively small values of $a$ and $b$) based on short cycles in the Tanner graph of the code. For such classes of ETSs, we prove that any set ${\cal S}$ in the class is a layered superset (LSS) of a short cycle, where the term "layered" is used to indicate that there is a nested sequence of ETSs that starts from the cycle and grows, one variable node at a time, to generate ${\cal S}$. This characterization corresponds to a simple search algorithm that starts from the short cycles of the graph and finds all the ETSs with LSS property in a guaranteed fashion. Specific results on the structure of ETSs are presented for $d_l = 3, 4, 5, 6$, $g = 6, 8$ and $a, b \leq 10$ in this paper. The results of this paper can be used for the error floor analysis and for the design of LDPC codes with low error floors.

cs.IT

An Efficient Algorithm for Finding Dominant Trapping Sets of LDPC Codes

This paper presents an efficient algorithm for finding the dominant trapping sets of a low-density parity-check (LDPC) code. The algorithm can be used to estimate the error floor of LDPC codes or to be part of the apparatus to design LDPC codes with low error floors. For regular codes, the algorithm is initiated with a set of short cycles as the input. For irregular codes, in addition to short cycles, variable nodes with low degree and cycles with low approximate cycle extrinsic message degree (ACE) are also used as the initial inputs. The initial inputs are then expanded recursively to dominant trapping sets of increasing size. At the core of the algorithm lies the analysis of the graphical structure of dominant trapping sets and the relationship of such structures to short cycles, low-degree variable nodes and cycles with low ACE. The algorithm is universal in the sense that it can be used for an arbitrary graph and that it can be tailored to find other graphical objects, such as absorbing sets and Zyablov-Pinsker (ZP) trapping sets, known to dominate the performance of LDPC codes in the error floor region over different channels and for different iterative decoding algorithms. Simulation results on several LDPC codes demonstrate the accuracy and efficiency of the proposed algorithm. In particular, the algorithm is significantly faster than the existing search algorithms for dominant trapping sets.

cs.IT

A Message-Passing Algorithm for Counting Short Cycles in a Graph

A message-passing algorithm for counting short cycles in a graph is presented. For bipartite graphs, which are of particular interest in coding, the algorithm is capable of counting cycles of length g, g +2,..., 2g - 2, where g is the girth of the graph. For a general (non-bipartite) graph, cycles of length g; g + 1, ..., 2g - 1 can be counted. The algorithm is based on performing integer additions and subtractions in the nodes of the graph and passing extrinsic messages to adjacent nodes. The complexity of the proposed algorithm grows as $O(g|E|^2)$, where $|E|$ is the number of edges in the graph. For sparse graphs, the proposed algorithm significantly outperforms the existing algorithms in terms of computational complexity and memory requirements.

cs.IT

Minimum Cost Homomorphisms to Reflexive Digraphs

For digraphs $G$ and $H$, a homomorphism of $G$ to $H$ is a mapping $f:\ V(G)\dom V(H)$ such that $uv\in A(G)$ implies $f(u)f(v)\in A(H)$. If moreover each vertex $u \in V(G)$ is associated with costs $c_i(u), i \in V(H)$, then the cost of a homomorphism $f$ is $\sum_{u\in V(G)}c_{f(u)}(u)$. For each fixed digraph $H$, the {\em minimum cost homomorphism problem} for $H$, denoted MinHOM($H$), is the following problem. Given an input digraph $G$, together with costs $c_i(u)$, $u\in V(G)$, $i\in V(H)$, and an integer $k$, decide if $G$ admits a homomorphism to $H$ of cost not exceeding $k$. We focus on the minimum cost homomorphism problem for {\em reflexive} digraphs $H$ (every vertex of $H$ has a loop). It is known that the problem MinHOM($H$) is polynomial time solvable if the digraph $H$ has a {\em Min-Max ordering}, i.e., if its vertices can be linearly ordered by $<$ so that $i<j, s<r$ and $ir, js \in A(H)$ imply that $is \in A(H)$ and $jr \in A(H)$. We give a forbidden induced subgraph characterization of reflexive digraphs with a Min-Max ordering; our characterization implies a polynomial time test for the existence of a Min-Max ordering. Using this characterization, we show that for a reflexive digraph $H$ which does not admit a Min-Max ordering, the minimum cost homomorphism problem is NP-complete. Thus we obtain a full dichotomy classification of the complexity of minimum cost homomorphism problems for reflexive digraphs.

cs.DM