arXiv subjects

Monique Laurent

Publications and source records attributed to Monique Laurent.

At least 37 records · Page 2Linked to original sources

arXiv2018

A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis

The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational functions, options pricing in finance, constructing quadrature schemes for numerical integration, and distributionally robust optimization. A usual solution approach, due to J.B. Lasserre, is to approximate the convex cone of positive Borel measures by finite dimensional outer and inner conic approximations. We will review some results on these approximations, with a special focus on the convergence rate of the hierarchies of upper and lower bounds for the general problem of moments that are obtained from these inner and outer approximations.

math.OC↗

arXiv2018

Lower bounds on matrix factorization ranks via noncommutative polynomial optimization

We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive semidefinite rank, and their symmetric analogues: the completely positive rank and the completely positive semidefinite rank. We study the convergence properties of our hierarchies, compare them extensively to known lower bounds, and provide some (numerical) examples.

math.OC↗

arXiv2018

Worst-case examples for Lasserre's measure--based hierarchy for polynomial optimization on the hypercube

We study the convergence rate of a hierarchy of upper bounds for polynomial optimization problems, proposed by Lasserre [SIAM J. Optim. 21(3) (2011), pp. 864-885], and a related hierarchy by De Klerk, Hess and Laurent [SIAM J. Optim. 27(1), (2017) pp. 347-367]. For polynomial optimization over the hypercube, we show a refined convergence analysis for the first hierarchy. We also show lower bounds on the convergence rate for both hierarchies on a class of examples. These lower bounds match the upper bounds and thus establish the true rate of convergence on these examples. Interestingly, these convergence rates are determined by the distribution of extremal zeroes of certain families of orthogonal polynomials.

math.OC↗

arXiv2018

Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization

In this paper we study bipartite quantum correlations using techniques from tracial noncommutative polynomial optimization. We construct a hierarchy of semidefinite programming lower bounds on the minimal entanglement dimension of a bipartite correlation. This hierarchy converges to a new parameter: the minimal average entanglement dimension, which measures the amount of entanglement needed to reproduce a quantum correlation when access to shared randomness is free. For synchronous correlations, we show a correspondence between the minimal entanglement dimension and the completely positive semidefinite rank of an associated matrix. We then study optimization over the set of synchronous correlations by investigating quantum graph parameters. We unify existing bounds on the quantum chromatic number and the quantum stability number by placing them in the framework of tracial optimization. In particular, we show that the projective packing number, the projective rank, and the tracial rank arise naturally when considering tracial analogues of the Lasserre hierarchy for the stability and chromatic number of a graph. We also introduce semidefinite programming hierarchies converging to the commuting quantum chromatic number and commuting quantum stability number.

math.OC↗

arXiv2017

Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization

We consider the problem of minimizing a given $n$-variate polynomial $f$ over the hypercube $[-1,1]^n$. An idea introduced by Lasserre, is to find a probability distribution on $[-1,1]^n$ with polynomial density function $h$ (of given degree $r$) that minimizes the expectation $\int_{[-1,1]^n} f(x)h(x)dμ(x)$, where $dμ(x)$ is a fixed, finite Borel measure supported on $[-1,1]^n$. It is known that, for the Lebesgue measure $dμ(x) = dx$, one may show an error bound $O(1/\sqrt{r})$ if $h$ is a sum-of-squares density, and an $O(1/r)$ error bound if $h$ is the density of a beta distribution. In this paper, we show an error bound of $O(1/r^2)$, if $dμ(x) = \left(\prod_{i=1}^n \sqrt{1-x_i^2} \right)^{-1}dx$ (the well-known measure in the study of orthogonal polynomials), and $h$ has a Schmüdgen-type representation with respect to $[-1,1]^n$, which is a more general condition than a sum of squares. The convergence rate analysis relies on the theory of polynomial kernels, and in particular on Jackson kernels. We also show that the resulting upper bounds may be computed as generalized eigenvalue problems, as is also the case for sum-of-squares densities.

math.OC↗

arXiv2017

On the Linear Extension Complexity of Stable Set Polytopes for Perfect Graphs

We study the linear extension complexity of stable set polytopes of perfect graphs. We make use of known structural results permitting to decompose perfect graphs into basic perfect graphs by means of two graph operations: 2-join and skew partitions. Exploiting the link between extension complexity and the nonnegative rank of an associated slack matrix, we investigate the behaviour of the extension complexity under these graph operations. We show bounds for the extension complexity of the stable set polytope of a perfect graph $G$ depending linearly on the size of $G$ and involving the depth of a decomposition tree of $G$ in terms of basic perfect graphs.

math.CO↗

arXiv2017

Perfect Elimination Orderings for Symmetric Matrices

We introduce a new class of structured symmetric matrices by extending the notion of perfect elimination ordering from graphs to weighted graphs or matrices. This offers a common framework capturing common vertex elimination orderings of monotone families of chordal graphs, Robinsonian matrices and ultrametrics. We give a structural characterization for matrices that admit perfect elimination orderings in terms of forbidden substructures generalizing chordless cycles in graphs.

math.CO↗

arXiv2017

Comparison of Lasserre's measure--based bounds for polynomial optimization to bounds obtained by simulated annealing

Comparison of Lasserre's measure--based bounds for polynomial optimization to bounds obtained by simulated annealing. We consider the problem of minimizing a continuous function $f$ over a compact set $\mathbf{K}$. We compare the hierarchy of upper bounds proposed by Lasserre in [{\em SIAM J. Optim.} $21(3)$ $(2011)$, pp. $864-885$] to bounds that may be obtained from simulated annealing. We show that, when $f$ is a polynomial and $\mathbf{K}$ a convex body, this comparison yields a faster rate of convergence of the Lasserre hierarchy than what was previously known in the literature.

math.OC↗

arXiv2017

A Structural Characterization for Certifying Robinsonian Matrices

A symmetric matrix is Robinsonian if its rows and columns can be simultaneously reordered in such a way that entries are monotone nondecreasing in rows and columns when moving toward the diagonal. The adjacency matrix of a graph is Robinsonian precisely when the graph is a unit interval graph, so that Robinsonian matrices form a matrix analogue of the class of unit interval graphs. Here we provide a structural characterization for Robinsonian matrices in terms of forbidden substructures, extending the notion of asteroidal triples to weighted graphs. This implies the known characterization of unit interval graphs and leads to an efficient algorithm for certifying that a matrix is not Robinsonian.

cs.DM↗

arXiv2016

A Lex-BFS-based recognition algorithm for Robinsonian matrices

Robinsonian matrices arise in the classical seriation problem and play an important role in many applications where unsorted similarity (or dissimilarity) information must be reordered. We present a new polynomial time algorithm to recognize Robinsonian matrices based on a new characterization of Robinsonian matrices in terms of straight enumerations of unit interval graphs. The algorithm is simple and is based essentially on lexicographic breadth-first search (Lex-BFS), using a divide-and-conquer strategy. When applied to a nonnegative symmetric $n\times n$ matrix with~$m$ nonzero entries and given as a weighted adjacency list, it runs in $O(d(n+m))$ time, where $d$ is the depth of the recursion tree, which is at most the number of distinct nonzero entries of $A$.

cs.DM↗

arXiv2016

Similarity-First Search: a new algorithm with application to Robinsonian matrix recognition

We present a new efficient combinatorial algorithm for recognizing if a given symmetric matrix is Robinsonian, i.e., if its rows and columns can be simultaneously reordered so that entries are monotone nondecreasing in rows and columns when moving toward the diagonal. As main ingredient we introduce a new algorithm, named Similarity-First-Search (SFS), which extends Lexicographic Breadth-First Search (Lex-BFS) to weighted graphs and which we use in a multisweep algorithm to recognize Robinsonian matrices. Since Robinsonian binary matrices correspond to unit interval graphs, our algorithm can be seen as a generalization to weighted graphs of the 3-sweep Lex-BFS algorithm of Corneil for recognizing unit interval graphs. This new recognition algorithm is extremely simple and it exploits new insight on the combinatorial structure of Robinsonian matrices. For an $n\times n$ nonnegative matrix with $m$ nonzero entries, it terminates in $n-1$ SFS sweeps, with overall running time $O(n^2 +nm\log n)$.

cs.DM↗

arXiv2016

Matrices with high completely positive semidefinite rank

A real symmetric matrix $M$ is completely positive semidefinite if it admits a Gram representation by (Hermitian) positive semidefinite matrices of any size $d$. The smallest such $d$ is called the (complex) completely positive semidefinite rank of $M$, and it is an open question whether there exists an upper bound on this number as a function of the matrix size. We construct completely positive semidefinite matrices of size $4k^2+2k+2$ with complex completely positive semidefinite rank $2^k$ for any positive integer $k$. This shows that if such an upper bound exists, it has to be at least exponential in the matrix size. For this we exploit connections to quantum information theory and we construct extremal bipartite correlation matrices of large rank. We also exhibit a class of completely positive matrices with quadratic (in terms of the matrix size) completely positive rank, but with linear completely positive semidefinite rank, and we make a connection to the existence of Hadamard matrices.

math.OC↗

arXiv2016

Bound-constrained polynomial optimization using only elementary calculations

We provide a monotone non increasing sequence of upper bounds $f^H_k$ ($k\ge 1$) converging to the global minimum of a polynomial $f$ on simple sets like the unit hypercube. The novelty with respect to the converging sequence of upper bounds in [J.B. Lasserre, A new look at nonnegativity on closed sets and polynomial optimization, SIAM J. Optim. 21, pp. 864--885, 2010] is that only elementary computations are required. For optimization over the hypercube, we show that the new bounds $f^H_k$ have a rate of convergence in $O(1/\sqrt {k})$. Moreover we show a stronger convergence rate in $O(1/k)$ for quadratic polynomials and more generally for polynomials having a rational minimizer in the hypercube. In comparison, evaluation of all rational grid points with denominator $k$ produces bounds with a rate of convergence in $O(1/k^2)$, but at the cost of $O(k^n)$ function evaluations, while the new bound $f^H_k$ needs only $O(n^k)$ elementary calculations.

math.OC↗

arXiv2016

On the convergence rate of grid search for polynomial optimization over the simplex

We consider the approximate minimization of a given polynomial on the standard simplex, obtained by taking the minimum value over all rational grid points with given denominator ${r} \in \mathbb{N}$. It was shown in [De Klerk, E., Laurent, M., Sun, Z.: An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution. {\em SIAM J. Optim.} 25(3) 1498--1514 (2015)] that the relative accuracy of this approximation depends on $r$ as $O(1/r^2)$ if there exists a rational global minimizer. In this note we show that the rational minimizer condition is not necessary to obtain the $O(1/r^2)$ bound.

math.OC↗

arXiv2015

Conic approach to quantum graph parameters using linear optimization over the completely positive semidefinite cone

We investigate the completely positive semidefinite cone $\mathcal{CS}_+^n$, a new matrix cone consisting of all $n\times n$ matrices that admit a Gram representation by positive semidefinite matrices (of any size). In particular we study relationships between this cone and the completely positive and doubly nonnegative cones, and between its dual cone and trace positive non-commutative polynomials. We use this new cone to model quantum analogues of the classical independence and chromatic graph parameters $α(G)$ and $χ(G)$, which are roughly obtained by allowing variables to be positive semidefinite matrices instead of $0/1$ scalars in the programs defining the classical parameters. We can formulate these quantum parameters as conic linear programs over the cone $\mathcal{CS}_+^n$. Using this conic approach we can recover the bounds in terms of the theta number and define further approximations by exploiting the link to trace positive polynomials.

math.OC↗

arXiv2015

Convergence analysis for Lasserre's measure--based hierarchy of upper bounds for polynomial optimization

We consider the problem of minimizing a continuous function f over a compact set K. We analyze a hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864--885], obtained by searching for an optimal probability density function h on K which is a sum of squares of polynomials, so that the expectation $\int_{K}f(x)h(x)dx$ is minimized. We show that the rate of convergence is no worse than $O(1/\sqrt{r})$, where 2r is the degree bound on the density function. This analysis applies to the case when f is Lipschitz continuous and K is a full-dimensional compact set satisfying some boundary condition (which is satisfied, e.g., for convex bodies). The r-th upper bound in the hierarchy may be computed using semidefinite programming if f is a polynomial of degree d, and if all moments of order up to 2r+d of the Lebesgue measure on K are known, which holds for example if K is a simplex, hypercube, or a Euclidean ball.

math.OC↗

arXiv2015

On the closure of the completely positive semidefinite cone and linear approximations to quantum colorings

We investigate structural properties of the completely positive semidefinite cone $\mathcal{CS}_+^n$, consisting of all the $n \times n$ symmetric matrices that admit a Gram representation by positive semidefinite matrices of any size. This cone has been introduced to model quantum graph parameters as conic optimization problems. Recently it has also been used to characterize the set $\mathcal Q$ of bipartite quantum correlations, as projection of an affine section of it. We have two main results concerning the structure of the completely positive semidefinite cone, namely about its interior and about its closure. On the one hand we construct a hierarchy of polyhedral cones which covers the interior of $\mathcal{CS}_+^n$, which we use for computing some variants of the quantum chromatic number by way of a linear program. On the other hand we give an explicit description of the closure of the completely positive semidefinite cone, by showing that it consists of all matrices admitting a Gram representation in the tracial ultraproduct of matrix algebras.

math.OC↗

arXiv2015

Entanglement-assisted zero-error source-channel coding

We study the use of quantum entanglement in the zero-error source-channel coding problem. Here, Alice and Bob are connected by a noisy classical one-way channel, and are given correlated inputs from a random source. Their goal is for Bob to learn Alice's input while using the channel as little as possible. In the zero-error regime, the optimal rates of source codes and channel codes are given by graph parameters known as the Witsenhausen rate and Shannon capacity, respectively. The Lovász theta number, a graph parameter defined by a semidefinite program, gives the best efficiently-computable upper bound on the Shannon capacity and it also upper bounds its entanglement-assisted counterpart. At the same time it was recently shown that the Shannon capacity can be increased if Alice and Bob may use entanglement. Here we partially extend these results to the source-coding problem and to the more general source-channel coding problem. We prove a lower bound on the rate of entanglement-assisted source-codes in terms Szegedy's number (a strengthening of the theta number). This result implies that the theta number lower bounds the entangled variant of the Witsenhausen rate. We also show that entanglement can allow for an unbounded improvement of the asymptotic rate of both classical source codes and classical source-channel codes. Our separation results use low-degree polynomials due to Barrington, Beigel and Rudich, Hadamard matrices due to Xia and Liu and a new application of remote state preparation.

quant-ph↗