Recent scalability improvements for semidefinite programming with applications in machine learning, control, and robotics

A Majumdar, G Hall, AA Ahmadi - Annual Review of Control …, 2020 - annualreviews.org
Historically, scalability has been a major challenge for the successful application of
semidefinite programming in fields such as machine learning, control, and robotics. In this …

[HTML][HTML] Chordal and factor-width decompositions for scalable semidefinite and polynomial optimization

Y Zheng, G Fantuzzi, A Papachristodoulou - Annual Reviews in Control, 2021 - Elsevier
Chordal and factor-width decomposition methods for semidefinite programming and
polynomial optimization have recently enabled the analysis and control of large-scale linear …

A survey of relaxations and approximations of the power flow equations

DK Molzahn, IA Hiskens - Foundations and Trends® in …, 2019 - nowpublishers.com
The power flow equations relate the power injections and voltages in an electric power
system and are therefore key to many power system optimization and control problems …

DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization

AA Ahmadi, A Majumdar - SIAM Journal on Applied Algebra and Geometry, 2019 - SIAM
In recent years, optimization theory has been greatly impacted by the advent of sum of
squares (SOS) optimization. The reliance of this technique on large-scale semidefinite …

A scalable algorithm for sparse portfolio selection

D Bertsimas, R Cory-Wright - INFORMS Journal on …, 2022 - pubsonline.informs.org
The sparse portfolio selection problem is one of the most famous and frequently studied
problems in the optimization and financial economics literatures. In a universe of risky …

Sum of squares basis pursuit with linear and second order cone programming

AA Ahmadi, G Hall - Algebraic and geometric methods in discrete …, 2017 - books.google.com
We devise a scheme for solving an iterative sequence of linear programs (LPs) or second
order cone programs (SOCPs) to approximate the optimal value of any semidefinite program …

Improving efficiency and scalability of sum of squares optimization: Recent advances and limitations

AA Ahmadi, G Hall, A Papachristodoulou… - 2017 IEEE 56th …, 2017 - ieeexplore.ieee.org
It is well-known that any sum of squares (SOS) program can be cast as a semidefinite
program (SDP) of a particular structure and that therein lies the computational bottleneck for …

Alternative LP and SOCP hierarchies for ACOPF problems

X Kuang, B Ghaddar, J Naoum-Sawaya… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
The alternating current optimal power flow (ACOPF) problem optimizes the generation and
the distribution of electric energy taking into account the active and the reactive power …

Bounding extrema over global attractors using polynomial optimisation

D Goluskin - Nonlinearity, 2020 - iopscience.iop.org
We present a framework for bounding extreme values of quantities on global attractors of
differential dynamical systems. A global attractor is the minimal set that attracts all bounded …

Chordal sparsity in control and optimization of large-scale systems

Y Zheng - 2019 - ora.ox.ac.uk
Many large-scale systems have inherent structures that can be exploited to facilitate their
analysis and design. This thesis investigates how chordal graph properties can be used to …