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Victor Magron

Publications and source records attributed to Victor Magron.

At least 37 records · Page 2Linked to original sources

Upper bound hierarchies for noncommutative polynomial optimization

This work focuses on minimizing the eigenvalue of a noncommutative polynomial subject to a finite number of noncommutative polynomial inequality constraints. Based on the Helton-McCullough Positivstellensatz, the noncommutative analog of Lasserre's moment-sum of squares hierarchy provides a sequence of lower bounds converging to the minimal eigenvalue, under mild assumptions on the constraint set. Each lower bound can be obtained by solving a semidefinite program. We derive complementary converging hierarchies of upper bounds. They are noncommutative analogues of the upper bound hierarchies due to Lasserre for minimizing polynomials over compact sets. Each upper bound can be obtained by solving a generalized eigenvalue problem.

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Moment-SOS hierarchies for arrow-type polynomial matrix inequalities with applications to structural optimization

The Arrow Decomposition (AD) technique, initially introduced in [Mathematical Programming 190(1-2) (2021), pp 105-134], demonstrated superior scalability over the classical chordal decomposition in the context of Linear Matrix Inequalities (LMIs) if the matrix in question satisfied suitable assumptions. The primary objective of this paper is to extend the AD method to address Polynomial Optimization Problems (POPs) involving large-scale Polynomial Matrix Inequalities (PMIs), with the solution framework relying on moment-sum of square (mSOS) hierarchies. As a first step, we revisit the LMI case and weaken the conditions necessary for the key AD theorem presented in [Mathematical Programming 190(1-2) (2021), pp 105-134]. This modification allows the method to be applied to a broader range of problems. Next, we propose a practical procedure that reduces the number of additional variables, drawing on physical interpretations often found in structural optimization applications. For the PMI case, we explore two distinct approaches to combine the AD technique with mSOS hierarchies. One approach involves applying AD to the original POP before implementing the mSOS relaxation. The other approach applies AD directly to the mSOS relaxations of the POP. We establish convergence guarantees for both approaches and prove that theoretical properties extend to the polynomial case. Finally, we illustrate the significant computational advantages offered by the application of AD, particularly in the context of structural optimization problems.

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LMI hierarchies for stability analysis of ReLU feedback systems

We consider the stability analysis of feedback systems with rectified linear unit (ReLU) activations, and model this problem with polynomial optimization. Stability can be certified by means of copositive multipliers in the framework of integral quadratic constraints. Based on a duality argument, we show how to certify instability by considering a complete hierarchy of linear matrix inequalities. This hierarchy is obtained by leveraging the specific equality constraints arising from the ReLU encoding. We illustrate the effectiveness of the proposed approach through several numerical examples.

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On the Complexity of p-Order Cone Programs

This manuscript explores novel complexity results for the feasibility problem over $p$-order cones, extending the foundational work of Porkolab and Khachiyan. By leveraging the intrinsic structure of $p$-order cones, we derive refined complexity bounds that surpass those obtained via standard semidefinite programming reformulations. Our analysis not only improves theoretical bounds but also provides practical insights into the computational efficiency of solving such problems. In addition to establishing complexity results, we derive explicit bounds for solutions when the feasibility problem admits one. For infeasible instances, we analyze their discrepancy quantifying the degree of infeasibility. Finally, we examine specific cases of interest, highlighting scenarios where the geometry of $p$-order cones or problem structure yields further computational simplifications. These findings contribute to both the theoretical understanding and practical tractability of optimization problems involving $p$-order cones.

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Tractable hierarchies of convex relaxations for polynomial optimization on the nonnegative orthant

We consider polynomial optimization problems (POP) on a semialgebraic set contained in the nonnegative orthant (every POP on a compact set can be put in this format by a simple translation of the origin). Such a POP can be converted to an equivalent POP by squaring each variable. Using even symmetry and the concept of factor width, we propose a hierarchy of semidefinite relaxations based on the extension of Pólya's Positivstellensatz by Dickinson-Povh. As its distinguishing and crucial feature, the maximal matrix size of each resulting semidefinite relaxation can be chosen arbitrarily and in addition, we prove that the sequence of values returned by the new hierarchy converges to the optimal value of the original POP at the rate $O(\varepsilon^{-c})$ if the semialgebraic set has nonempty interior. When applied to (i) robustness certification of multi-layer neural networks and (ii) computation of positive maximal singular values, our method based on Pólya's Positivstellensatz provides better bounds and runs several hundred times faster than the standard Moment-SOS hierarchy.

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SONC Optimization and Exact Nonnegativity Certificates via Second-Order Cone Programming

The second-order cone (SOC) is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit a representation using SOCs, given that they have a strong expressive ability. In this paper, we prove constructively that the cone of sums of nonnegative circuits (SONC) admits a SOC representation. Based on this, we give a new algorithm for unconstrained polynomial optimization via SOC programming. We also provide a hybrid numeric-symbolic scheme which combines the numerical procedure with a rounding-projection algorithm to obtain exact nonnegativity certificates. Numerical experiments demonstrate the efficiency of our algorithm for polynomials with fairly large degree and number of variables.

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Exploiting Sparsity in Complex Polynomial Optimization

In this paper, we study the sparsity-adapted complex moment-Hermitian sum of squares (moment-HSOS) hierarchy for complex polynomial optimization problems, where the sparsity includes correlative sparsity and term sparsity. We compare the strengths of the sparsity-adapted complex moment-HSOS hierarchy with the sparsity-adapted real moment-SOS hierarchy on either randomly generated complex polynomial optimization problems or the AC optimal power flow problem. The results of numerical experiments show that the sparsity-adapted complex moment-HSOS hierarchy provides a trade-off between the computational cost and the quality of obtained bounds for large-scale complex polynomial optimization problems.

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Verifying Properties of Binary Neural Networks Using Sparse Polynomial Optimization

This paper explores methods for verifying the properties of Binary Neural Networks (BNNs), focusing on robustness against adversarial attacks. Despite their lower computational and memory needs, BNNs, like their full-precision counterparts, are also sensitive to input perturbations. Established methods for solving this problem are predominantly based on Satisfiability Modulo Theories and Mixed-Integer Linear Programming techniques, which are characterized by NP complexity and often face scalability issues. We introduce an alternative approach using Semidefinite Programming relaxations derived from sparse Polynomial Optimization. Our approach, compatible with continuous input space, not only mitigates numerical issues associated with floating-point calculations but also enhances verification scalability through the strategic use of tighter first-order semidefinite relaxations. We demonstrate the effectiveness of our method in verifying robustness against both $\|.\|_\infty$ and $\|.\|_2$-based adversarial attacks.

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Detecting Destabilizing Nonlinearities in Absolute Stability Analysis of Discrete-Time Feedback Systems

This paper is concerned with the absolute stability analysis of discrete-time feedback systems with slope-restricted nonlinearities. By employing static O'Shea-Zames-Falb multipliers in the framework of integral quadratic constraints, we can obtain a certificate for the absolute stability in the form of a linear matrix inequality (LMI). However, since this LMI certificate is only a sufficient condition, we cannot draw any definite conclusion if the LMI turns out to be infeasible. To address this issue, we focus on the dual LMI that is feasible if and only if the original (primal) LMI is infeasible. As the main result, if the dual solution satisfies a certain rank condition, we prove that we can detect a destabilizing nonlinearity within the assumed class of slope-restricted nonlinearities as well as a non-zero equilibrium point of the resulting feedback system, thereby we can conclude that the system of interest is never absolutely stable. The effectiveness of the technical results is demonstrated through numerical examples.

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Positivity of state, trace, and moment polynomials, and applications in quantum information

State, trace, and moment polynomials are polynomial expressions in several operator or random variables and positive functionals on their products (states, traces or expectations). While these concepts, and in particular their positivity and optimization, arose from problems in quantum information theory, yet they naturally fit under the umbrella of multivariate operator theory. This survey presents state, trace, and moment polynomials in a concise and unified way, and highlights their similarities and differences. The focal point is their positivity and optimization. Sums of squares certificates for unconstrained and constrained positivity (Positivstellensätze) are given, and parallels with their commutative and freely noncommutative analogs are discussed. They are used to design a convergent hierarchy of semidefinite programs for optimization of state, trace, and moment polynomials. Finally, circling back to the original motivation behind the derived theory, multiple applications in quantum information theory are outlined.

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On Dual of LMIs for Absolute Stability Analysis of Nonlinear Feedback Systems with Static O'Shea-Zames-Falb Multipliers

This study investigates the absolute stability criteria based on the framework of integral quadratic constraint (IQC) for feedback systems with slope-restricted nonlinearities. In existing works, well-known absolute stability certificates expressed in the IQC-based linear matrix inequalities (LMIs) were derived, in which the input-to-output characteristics of the slope-restricted nonlinearities were captured through static O'Shea-Zames-Falb multipliers. However, since these certificates are only sufficient conditions, they provide no clue about the absolute stability in the case where the LMIs are infeasible. In this paper, by taking advantage of the duality theory of LMIs, we derive a condition for systems to be not absolutely stable when the above-mentioned LMIs are infeasible. In particular, we can identify a destabilizing nonlinearity within the assumed class of slope-restricted nonlinearities as well as a non-zero equilibrium point of the resulting closed-loop system, by which the system is proved to be not absolutely stable. We demonstrate the soundness of our results by numerical examples.

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Computer-assisted proofs for Lyapunov stability via Sums of Squares certificates and Constructive Analysis

We provide a computer-assisted approach to ensure that a given continuous or discrete-time polynomial system is (asymptotically) stable. Our framework relies on constructive analysis together with formally certified sums of squares Lyapunov functions. The crucial steps are formalized within of the proof assistant Minlog. We illustrate our approach with various examples issued from the control system literature.

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Certifying ground-state properties of quantum many-body systems

A ubiquitous problem in quantum physics is to understand the ground-state properties of many-body systems. Confronted with the fact that exact diagonalisation quickly becomes impossible when increasing the system size, variational approaches are typically employed as a scalable alternative: energy is minimised over a subset of all possible states and then different physical quantities are computed over the solution state. Despite remarkable success, rigorously speaking, all what variational methods offer are upper bounds on the ground-state energy. On the other hand, so-called relaxations of the ground-state problem based on semidefinite programming represent a complementary approach, providing lower bounds to the ground-state energy. However, in their current implementation, neither variational nor relaxation methods offer provable bound on other observables in the ground state beyond the energy. In this work, we show that the combination of the two classes of approaches can be used to derive certifiable bounds on the value of any observable in the ground state, such as correlation functions of arbitrary order, structure factors, or order parameters. We illustrate the power of this approach in paradigmatic examples of 1D and 2D spin-one-half Heisenberg models. To improve the scalability of the method, we exploit the symmetries and sparsity of the considered systems to reach sizes of hundreds of particles at much higher precision than previous works. Our analysis therefore shows how to obtain certifiable bounds on many-body ground-state properties beyond energy in a scalable way.

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Sums of squares certificates for polynomial moment inequalities

This paper introduces and develops the algebraic framework of moment polynomials, which are polynomial expressions in commuting variables and their formal mixed moments. Their positivity and optimization over probability measures supported on semialgebraic sets and subject to moment polynomial constraints is investigated. A positive solution to Hilbert's 17th problem for pseudo-moments is given. On the other hand, moment polynomials positive on actual measures are shown to be sums of squares and formal moments of squares up to arbitrarily small perturbation of their coefficients. When only measures supported on a bounded semialgebraic set are considered, a stronger algebraic certificate for moment polynomial positivity is derived. This result gives rise to a converging hierarchy of semidefinite programs for moment polynomial optimization. Finally, as an application, two open nonlinear Bell inequalities from quantum physics are settled.

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Local Lipschitz Constant Computation of ReLU-FNNs: Upper Bound Computation with Exactness Verification

This paper is concerned with the computation of the local Lipschitz constant of feedforward neural networks (FNNs) with activation functions being rectified linear units (ReLUs). The local Lipschitz constant of an FNN for a target input is a reasonable measure for its quantitative evaluation of the reliability. By following a standard procedure using multipliers that capture the behavior of ReLUs,we first reduce the upper bound computation problem of the local Lipschitz constant into a semidefinite programming problem (SDP). Here we newly introduce copositive multipliers to capture the ReLU behavior accurately. Then, by considering the dual of the SDP for the upper bound computation, we second derive a viable test to conclude the exactness of the computed upper bound. However, these SDPs are intractable for practical FNNs with hundreds of ReLUs. To address this issue, we further propose a method to construct a reduced order model whose input-output property is identical to the original FNN over a neighborhood of the target input. We finally illustrate the effectiveness of the model reduction and exactness verification methods with numerical examples of practical FNNs.

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A real moment-HSOS hierarchy for complex polynomial optimization with real coefficients

This paper proposes a real moment-HSOS hierarchy for complex polynomial optimization problems with real coefficients. We show that this hierarchy provides the same sequence of lower bounds as the complex analogue, yet is much cheaper to solve. In addition, we prove that global optimality is achieved when the ranks of the moment matrix and certain submatrix equal two in case that a sphere constraint is present, and as a consequence, the complex polynomial optimization problem has either two real optimal solutions or a pair of conjugate optimal solutions. A simple procedure for extracting a pair of conjugate optimal solutions is given in the latter case. Various numerical examples are presented to demonstrate the efficiency of this new hierarchy, and an application to polyphase code design is also provided.

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$L_{2+}$ Induced Norm Analysis of Continuous-Time LTI Systems Using Positive Filters and Copositive Programming

This paper is concerned with the analysis of the $L_{2}$ induced norm of continuous-time LTI systems where the input signals are restricted to be nonnegative. This induced norm is referred to as the $L_{2+}$ induced norm in this paper. It has been shown very recently that the $L_{2+}$ induced norm is particularly useful for the stability analysis of nonlinear feedback systems constructed from linear systems and static nonlinearities where the nonlinear elements only provide nonnegative signals. For the upper bound computation of the $L_{2+}$ induced norm, an approach with copositive programming has also been proposed. It is nonetheless true that this approach becomes effective only for multi-input systems, and for single-input systems this approach does not bring any improvement over the trivial upper bound, the standard $L_2$ norm. To overcome this difficulty, we newly introduce positive filters to increase the number of positive signals. This enables us to enlarge the size of the copositive multipliers so that we can obtain better (smaller) upper bounds with copositive programming.

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