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Ruey-Lin Sheu

Publications and source records attributed to Ruey-Lin Sheu.

15 recordsLinked to original sources
arXiv2026

Last two pieces of the puzzle for unsolvability of a system of two quadratic (in)equalities

Given two quadratic functions \( f(x) = x^T Ax + 2a^T x + a_0 \) and \( g(x) = x^T Bx + 2b^T x + b_0 ,\) each associated with either the strict inequality ($<0$); non-strict inequality ($\leq 0$); or the equality ($=0$), it is a fundamental question to ask whether or not the joint system has a solution. For homogeneous quadratic systems ($a=b=0,~a_0=b_0=0$), starting from Finsler's lemma in 1936 until Yuan's alternative lemma in 1990, all combinations of the unsolvability for $\{x\in \mathbb{R} ^n\mid x^T Ax \mathbin{\star } 0\}\cap \{x\in \mathbb{R} ^n\mid x^T Bx \mathbin{\#} 0\}\subset \{0\}$, where $\star $ and $\#$ can be any of $\{<,\leq ,=\}$, have been shown to possess either a positive definite or a positive semi-definite matrix pencil of $A$ and $B.$ Extensions to nonhomogeneous quadratic systems $\{x\in \mathbb{R} ^n\mid f(x) \mathbin{\star } 0\}\cap \{x\in \mathbb{R} ^n\mid g(x) \mathbin{\#} 0\}=\emptyset $ have been done for several cases already. Two challenging cases remain open: the nonhomogeneous Calabi Theorem which determines when $\{f(x)=0\}\cap \{g(x)=0\}=\emptyset $; and the nonhomogeneous (strict) Finsler lemma to determine whether $\{f(x)\leq 0\}\cap \{g(x)=0\}=\emptyset .$ The paper provides the answers to both, in theorems and algorithms.

math.OC↗
arXiv2025

On the convexity for the range set of two quadratic functions

Given $n\times n$ symmetric matrices $A$ and $B$, Dines in 1941 proved that the joint range set $\{(x^TAx,x^TBx)|~x\in\mathbb{R}^n\}$ is always convex. Our paper is concerned with non-homogeneous extension of the Dines theorem for the range set $\mathbf{R}(f,g) = \{\left(f(x),g(x)\right)|~x \in \mathbb{R}^n \},$ $f(x) = x^T A x + 2a^T x + a_0$ and $g(x) = x^T B x + 2b^T x + b_0.$ We show that $\mathbf{R}(f,g)$ is convex if, and only if, any pair of level sets, $\{x\in\mathbb{R}^n|f(x)=\alpha\}$ and $\{x\in\mathbb{R}^n|g(x)=\beta\}$, do not separate each other. With the novel geometric concept about separation, we provide a polynomial-time procedure to practically check whether a given $\mathbf{R}(f,g)$ is convex or not.

math.OC↗
arXiv2023

Simultaneous diagonalization via congruence of $m$ real symmetric matrices and its implications in optimization

Let $\{C_1, C_2, \ldots, C_m\},~m\ge2$ be a collection of $n\times n$ real symmetric matrices. The objective of the paper is to offer an algorithm that finds a common congruence matrix $R$ such that $R^TC_iR$ is real diagonal for every $C_i;$ or reports none of such kind. The problem, referred to as the simultaneously diagonalization via congruence (SDC in short), seems to be of pure linear algebra at first glance. However, for quadratically constrained quadratic programming (QCQP), if the quadratic forms are SDC, their joint range set is a closed convex polyhedral cone, which opens the possibility to extend the classical $\mathcal{S}$-lemma for more than two symmetric matrices. In addition, under the SDC assumption of quadratic forms, QCQP can be recast in separable forms which is usually easier to tackle. It is thus important to have a standard procedure for determining whether or not the SDC property holds for the underlined quadratic optimization problem. Our result solves a long standing problem posed by Hiriart-Urruty in 2007.

math.OC↗
arXiv2021

On Separation of level sets for a pair of quadratic functions

Given a quadratic function $f(x)=x^TAx+2a^Tx+a_0,$ it is possible that its level set $\{x\in\mathbb{R}^n: f(x)=0\}$ has two connected components and thus can be separated by the level set $\{x\in\mathbb{R}^n: g(x)=0\}$ of another quadratic function $g(x)=x^TBx+2b^Tx+b_0.$ It turns out that the separation property of such kind has great implication in quadratic optimization problems and thus deserves careful studies. In this paper, we characterize the separation property analytically by necessary and sufficient conditions as a new tool to solving optimization problems.

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arXiv2020

Arrangement of level sets of quadratic constraints and its relation to nonconvex quadratic optimization problems

We study a special class of non-convex quadratic programs subject to two (possibly indefinite) quadratic constraints when the level sets of the constraint functions are {\it not} arranged {\it alternatively.} It is shown in the paper that this class of problems admit strong duality following a tight SDP relaxation, without assuming primal or dual Slater conditions. Our results cover Ye and Zhang's development in 2003 and the generalized trust region subproblems (GTRS) as special cases. Through the novel geometric view and some simple examples, we can explain why the problem becomes very hard when the level sets of the constraints are indeed arranged alternatively.

math.OC↗
arXiv2020

Solving a new type of quadratic optimization problem having a joint numerical range constraint

We propose a new formulation of quadratic optimization problems. The objective function $F(f(x),g(x))$ is given as composition of a quadratic function $F(z)$ with two $n$-variate quadratic functions $z_1=f(x)$ and $z_2=g(x).$ In addition, it incorporates with a set of linear inequality constraints in $z=(z_1,z_2)^T,$ while having an implicit constraint that $z$ belongs to the joint numerical range of $(f,g).$ The formulation is very general in the sense that it covers quadratic programming with a single quadratic constraint of all types, including the inequality-type, the equality-type, and the interval-type. Even more, the composition of "quadratic with quadratics" as well as the joint numerical range constraint all together allow us to formulate existing unsolved (or not solved efficiently) problems into the new model. In this paper, we solve the quadratic hypersurfaces intersection problem (QSIC) proposed by P$\acute{\rm o}$lik and Terlaky; and the problem (AQP) to minimize the absolute value of a quadratic function over a quadratic constraint proposed by Ye and Zhang. We show that, when $F(z)$ and the joint numerical range constraint are both convex, the optimal value of the convex optimization problem can be obtained by solving an SDP followed from a new development of the $\mathcal{S}$-procedure. The optimal solution can be approximated by conducting a bisection method on $[0,2π].$ On the other hand, if the joint numerical range of $f(x)$ and $g(x)$ is non-convex, the respective quadratic matrices of $f(x)$ and $g(x)$ must be linearly dependent. The linear dependence property enables us to solve (QSIC) and (AQP) accordingly by elementary analysis.

math.OC↗
arXiv2015

S-Lemma with Equality and Its Applications

Let $f(x)=x^TAx+2a^Tx+c$ and $h(x)=x^TBx+2b^Tx+d$ be two quadratic functions having symmetric matrices $A$ and $B$. The S-lemma with equality asks when the unsolvability of the system $f(x)<0, h(x)=0$ implies the existence of a real number $μ$ such that $f(x) + μh(x)\ge0, ~\forall x\in \mathbb{R}^n$. The problem is much harder than the inequality version which asserts that, under Slater condition, $f(x)<0, h(x)\le0$ is unsolvable if and only if $f(x) + μh(x)\ge0, ~\forall x\in \mathbb{R}^n$ for some $μ\ge0$. In this paper, we show that the S-lemma with equality does not hold only when the matrix $A$ has exactly one negative eigenvalue and $h(x)$ is a non-constant linear function ($B=0, b\not=0$). As an application, we can globally solve $\inf\{f(x)\vert h(x)=0\}$ as well as the two-sided generalized trust region subproblem $\inf\{f(x)\vert l\le h(x)\le u\}$ without any condition. Moreover, the convexity of the joint numerical range $\{(f(x), h_1(x),\ldots, h_p(x)):~x\in\Bbb R^n\}$ where $f$ is a (possibly non-convex) quadratic function and $h_1(x),\ldots,h_p(x)$ are affine functions can be characterized using the newly developed S-lemma with equality.

math.OC↗
arXiv2014

Double Well Potential Function and Its Optimization in The n-dimensional Real Space -- Part I

A special type of multi-variate polynomial of degree 4, called the double well potential function, is studied. When the function is bounded from below, it has a very unique property that two or more local minimum solutions are separated by one local maximum solution, or one saddle point. Our intension in this paper is to categorize all possible configurations of the double well potential functions mathematically. In part I, we begin the study with deriving the double well potential function from a numerical estimation of the generalized Ginzburg-Landau functional. Then, we solve the global minimum solution from the dual side by introducing a geometrically nonlinear measure which is a type of Cauchy-Green strain. We show that the dual of the dual problem is a linearly constrained convex minimization problem, which is mapped equivalently to a portion of the original double well problem subject to additional linear constraints. Numerical examples are provided to illustrate the important features of the problem and the mapping in between.

math.OC↗
arXiv2014

On the p-regularized trust region subproblem

The $p$-regularized subproblem (p-RS) is a regularisation technique in computing a Newton-like step for unconstrained optimization, which globally minimizes a local quadratic approximation of the objective function while incorporating with a weighted regularisation term $\fracσ{p} \|x\|^p$. The global solution of the $p$-regularized subproblem for $p=3$, also known as the cubic regularization, has been characterized in literature. In this paper, we resolve both the global and the local non-global minimizers of (p-RS) for $p>2$ with necessary and sufficient optimality conditions. Moreover, we prove a parallel result of Mart\'ınez \cite{Mar} that the (p-RS) for $p>2$, analogous to the trust region subproblem, can have at most one local non-global minimizer. When the (p-RS) is subject to a fixed number $m$ additional linear inequality constraints, we show that the uniqueness of the local solution of the (p-RS) (if exists at all), especially for $p=4$, can be applied to solve such an extension in polynomial time.

math.OC↗
arXiv2014

Double Well Potential Function and Its Optimization in the n-dimensional Real Space - Part II

In contrast to taking the dual approach for finding a global minimum solution of a double well potential function, in Part II of the paper, we characterize a local minimizer, local maximizer, and global minimizer directly from the primal side. It is proven that, for a ``nonsingular" double well function, there exists at most one local, but non-global, minimizer and at most one local maximizer. Moreover, when it exists, the local maximizer is ``surrounded" by local minimizers in the sense that the norm of the local maximizer is strictly less than that of any local minimizer. We also establish some necessary and sufficient optimality conditions for the global minimizer, local non-global minimizer and local maximizer by studying a convex secular function over specific intervals. These conditions lead to three algorithms for identifying different types of critical points of a given double well function.

math.OC↗
arXiv2014

An SDP Approach For Solving Quadratic Fractional Programming Problems

This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family of quadratic functions, which makes (P) highly related to, but more difficult than a single quadratic programming problem subject to a similar constraint set. The task is to find the optimal parameter $λ^*$ and then look for the optimal solution if $λ^*$ is attained. Contrasted with the classical Dinkelbach method that iterates over the parameter, we propose a suitable constraint qualification under which a new version of the S-lemma with an equality can be proved so as to compute $λ^*$ directly via an exact SDP relaxation. When the constraint set of (P) is degenerated to become an one-sided inequality, the same SDP approach can be applied to solve (P) {\it without any condition}. We observe that the difference between a two-sided problem and an one-sided problem lies in the fact that the S-lemma with an equality does not have a natural Slater point to hold, which makes the former essentially more difficult than the latter. This work does not, either, assume the existence of a positive-definite linear combination of the quadratic terms (also known as the dual Slater condition, or a positive-definite matrix pencil), our result thus provides a novel extension to the so-called "hard case" of the generalized trust region subproblem subject to the upper and the lower level set of a quadratic function.

math.OC↗
arXiv2013

On RIC bounds of Compressed Sensing Matrices for Approximating Sparse Solutions Using $\ell_q$ Quasi Norms

This paper follows the recent discussion on the sparse solution recovery with quasi-norms $\ell_q,~q\in(0,1)$ when the sensing matrix possesses a Restricted Isometry Constant $δ_{2k}$ (RIC). Our key tool is an improvement on a version of "the converse of a generalized Cauchy-Schwarz inequality" extended to the setting of quasi-norm. We show that, if $δ_{2k}\le 1/2$, any minimizer of the $l_q$ minimization, at least for those $q\in(0,0.9181]$, is the sparse solution of the corresponding underdetermined linear system. Moreover, if $δ_{2k}\le0.4931$, the sparse solution can be recovered by any $l_q, q\in(0,1)$ minimization. The values $0.9181$ and $0.4931$ improves those reported previously in the literature.

cs.IT↗
arXiv2013

Trust Region Subproblem with a Fixed Number of Additional Linear Inequality Constraints has Polynomial Complexity

The trust region subproblem with a fixed number m additional linear inequality constraints, denoted by (Tm), have drawn much attention recently. The question as to whether Problem (Tm) is in Class P or Class NP remains open. So far, the only affirmative general result is that (T1) has an exact SOCP/SDP reformulation and thus is polynomially solvable. By adopting an early result of Martinez on local non-global minimum of the trust region subproblem, we can inductively reduce any instance in (Tm) to a sequence of trust region subproblems (T0). Although the total number of (T0) to be solved takes an exponential order of m, the reduction scheme still provides an argument that the class (Tm) has polynomial complexity for each fixed m. In contrast, we show by a simple example that, solving the class of extended trust region subproblems which contains more linear inequality constraints than the problem dimension; or the class of instances consisting of an arbitrarily number of linear constraints is NP-hard. When m is small such as m = 1,2, our inductive algorithm should be more efficient than the SOCP/SDP reformulation since at most 2 or 5 subproblems of (T0), respectively, are to be handled. In the end of the paper, we improve a very recent dimension condition by Jeyakumar and Li under which (Tm) admits an exact SDP relaxation. Examples show that such an improvement can be strict indeed.

math.OC↗
arXiv2013

A Revisit to Quadratic Programming with One Inequality Quadratic Constraint via Matrix Pencil

The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under the primal Slater condition, (QP1QC) has a tight SDP relaxation (PSDP). The optimal solution to (QP1QC), if exists, can be obtained by a matrix rank one decomposition of the optimal matrix X? to (PSDP). In this paper, we pay a revisit to (QP1QC) by analyzing the associated matrix pencil of two symmetric real matrices A and B, the former matrix of which defines the quadratic term of the objective function whereas the latter for the constraint. We focus on the \undesired" (QP1QC) problems which are often ignored in typical literature: either there exists no Slater point, or (QP1QC) is unbounded below, or (QP1QC) is bounded below but unattainable. Our analysis is conducted with the help of the matrix pencil, not only for checking whether the undesired cases do happen, but also for an alternative way to compute the optimal solution in comparison with the usual SDP/rank-one-decomposition procedure.

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