Exploiting group symmetry in truss topology optimization

An optimal experimental design represents a structured approach to collecting data with the aim of maximizing the information gleaned. Achieving this requires defining an optimality criterion tailored to the specific model under consideration and the purpose of the investigation. However, it is often observed that a design optimized for one criterion may not perform optimally when applied to another. To mitigate this, one strategy involves employing compound designs. These designs balance multiple criteria to create robust experimental plans that are versatile across different applications. In our study, we systematically tackle the challenge of constructing compound approximate optimal experimental designs using Semidefinite Programming. We focus on discretized design spaces, with the objective function being the geometric or the arithmetic mean of design efficiencies relative to individual criteria. We address two combinations of two criteria: concave-concave (illustrated by DE–optimality) and convex-concave (such as DA–optimality). To handle the latter, we reformulate the problem as a bilevel problem. Here, the outer problem is solved using Surrogate Based Optimization, while the inner problem is addressed with a Semidefinite Programming solver. We demonstrate our formulations using both linear and nonlinear models (for the response) of the Beta class, previously linearized to facilitate analysis and comparison.

A polynomial optimization problem (POP) consists of minimizing a multivariate real polynomial on a semi-algebraic set \(K\) described by polynomial inequalities and equations. In its full generality it is a non-convex, multi-extremal, difficult global optimization problem. More than an decade ago, J. B. Lasserre proposed to solve POPs by a hierarchy of convex semidefinite programming (SDP) relaxations of increasing size. Each problem in the hierarchy has a primal SDP formulation (a relaxation of a moment problem) and a dual SDP formulation (a sum-of-squares representation of a polynomial Lagrangian of the POP). In this note, we show that there is no duality gap between each primal and dual SDP problem in Lasserre’s hierarchy, provided one of the constraints in the description of set \(K\) is a ball constraint. Our proof uses elementary results on SDP duality, and it does not assume that \(K\) has a strictly feasible point.

We present a unified framework for analyzing the convergence of distributed optimization algorithms by formulating a semidefinite program (SDP) which can be efficiently solved to bound the linear rate of convergence. Two different SDP formulations are considered. First, we formulate an SDP that depends explicitly on the gossip matrix of the network graph. This result provides bounds that depend explicitly on the graph topology, but the SDP dimension scales with the size of the graph. Second, we formulate an SDP that depends implicitly on the gossip matrix via its spectral gap. This result provides coarser bounds, but yields a small SDP that is independent of graph size. Our approach improves upon existing bounds for the algorithms we analyzed, and numerical simulations reveal that our bounds are likely tight. The efficient and automated nature of our analysis makes it a powerful tool for algorithm selection and tuning, and for the discovery of new algorithms as well.

In this paper, we consider a least square semidefinite programming problem under ellipsoidal data uncertainty. We show that the robustification of this uncertain problem can be reformulated as a semidefinite linear programming problem with an additional second-order cone constraint. We then provide an explicit quantitative sensitivity analysis on how the solution under the robustification depends on the size/shape of the ellipsoidal data uncertainty set. Next, we prove that, under suitable constraint qualifications, the reformulation has zero duality gap with its dual problem, even when the primal problem itself is infeasible. The dual problem is equivalent to minimizing a smooth objective function over the Cartesian product of second-order cones and the Euclidean space, which is easy to project onto. Thus, we propose a simple variant of the spectral projected gradient method (Birgin et al. in SIAM J. Optim. 10:1196---1211, 2000) to solve the dual problem. While it is well-known that any accumulation point of the sequence generated from the algorithm is a dual optimal solution, we show in addition that the dual objective value along the sequence generated converges to a finite value if and only if the primal problem is feasible, again under suitable constraint qualifications. This latter fact leads to a simple certificate for primal infeasibility in situations when the primal feasible set lies in a known compact set. As an application, we consider robust correlation stress testing where data uncertainty arises due to untimely recording of portfolio holdings. In our computational experiments on this particular application, our algorithm performs reasonably well on medium-sized problems for real data when finding the optimal solution (if exists) or identifying primal infeasibility, and usually outperforms the standard interior-point solver SDPT3 in terms of CPU time.

Semidefinite programming (SDP) covers a wide range of applications such as robust optimization, polynomial optimization, combinatorial optimization, system and control theory, financial engineering, machine learning, quantum information and quantum chemistry. In those applications, SDP problems can be large scale easily. Such large scale SDP problems often satisfy a certain sparsity characterized by a chordal graph structure. This sparsity is classified in two types. The one is the domain space sparsity (d-space sparsity) for positive semidefinite symmetric matrix variables involved in SDP problems, and the other the range space sparsity (r-space sparsity) for matrix-inequality constraints in SDP problems. In this short note, we survey how we exploit these two types of sparsities to solve large scale linear and nonlinear SDP problems. We refer to the paper [7] for more details.

Semidefinite programming solution of economic dispatch problem with non-smooth, non-convex cost functions

Motivated by [12], we provide a framework for studying the size of linear programming formulations as well as semidefinite programming formulations of combinatorial optimization problems without encoding them first as linear programs. This is done via a factorization theorem for the optimization problem itself (and not a specific encoding of such). As a result we define a consistent reduction mechanism that degrades approximation factors in a controlled fashion and which, at the same time, is compatible with approximate linear and semidefinite programming formulations. Moreover, our reduction mechanism is a minor restriction of classical reductions establishing inapproximability in the context of PCP theorems. As a consequence we establish strong linear programming inapproximability (for LPs with a polynomial number of constraints) for several problems that are not 0/1-CSPs: we obtain a 3/2-epsilon inapproximability for Vertex Cover (which is not of the CSP type) answering an open question in [12], we answer a weak version of our sparse graph conjecture posed in [6] showing an inapproximability factor of 1/2+e for bounded degree IndependentSet, and we establish inapproximability of MaxMULTICUT (a non-binary CSP). In the case of SDPs, we obtain relative inapproximability results for these problems.

In the past decade or so, semi-definite programming (SDP) has emerged as a powerful tool capable of handling a remarkably wide range of problems. This article describes an innovative application of SDP techniques to quadratic inverse eigenvalue problems (QIEPs). The notion of QIEPs is of fundamental importance because its ultimate goal of constructing or updating a vibration system from some observed or desirable dynamical behaviors while respecting some inherent feasibility constraints well suits many engineering applications. Thus far, however, QIEPs have remained challenging both theoretically and computationally due to the great variations of structural constraints that must be addressed. Of notable interest and significance are the uniformity and the simplicity in the SDP formulation that solves effectively many otherwise very difficult QIEPs.

For a given set of input-output pairs of quantum states or observables, we ask the question whether there exists a physically implementable transformation that maps each of the inputs to the corresponding output. The physical maps on quantum states are trace-preserving completely positive maps, but we also consider variants of these requirements. We generalize the definition of complete positivity to linear maps defined on arbitrary subspaces, then formulate this notion as a semidefinite program, and relate it by duality to approximative extensions of this map. This gives a characterization of the maps which can be approximated arbitrarily well as the restriction of a map that is completely positive on the whole algebra, also yielding the familiar extension theorems on operator spaces. For quantum channel extensions and extensions by probabilistic operations we obtain semidefinite characterizations, and we also elucidate the special case of Abelian inputs or outputs. Finally, revisiting a theorem by Alberti and Uhlmann, we provide simpler and more widely applicable conditions for certain extension problems on qubits, and by using a semidefinite programming formulation we exhibit counterexamples to seemingly reasonable but false generalizations of the Alberti-Uhlmann theorem.

This work studies the problem of analyzing and, subsequently, optimizing the stabilization capabilities of a class of controllers for input constrained nonlinear systems. The proposed techniques apply to continuous, state feedback controllers which are defined in a subset of the state space where the time derivative of a known, candidate Control Lyapunov Function (CLF) can be made negative definite under the input constraints. This set is associated with the domain of this class of controllers and depends on the CLF. The analysis problem concerns approximating the domain and is posed via appropriately formulated set containment relationships through the generalized S-procedure with sum of squares (SOS) constraints. The optimization problem is concerned with the adjustment or enlargement of the domain and constitutes a way of controller synthesis. These objectives are pursued via optimizing over the coefficients of polynomial CLFs, through a sequence of semidefinite programming (SDP) problems with SOS constraints. By partitioning the state space based on the structure of the input value set and building upon earlier results on SOS methods, the SDP problems are subject to only convex constraints, rendering thus the proposed techniques computationally viable. The capabilities of the proposed algorithms are demonstrated through numerical examples.

A gridless method for direction finding with sparse arrays in nonuniform noise

Most moment-based distributionally robust optimization (DRO) problems can be reformulated as semidefinite programming (SDP) problems, which can be solved in polynomial time. However, solving high-dimensional SDPs is often time-consuming. Existing approximation methods typically reduce the dimensionality of random parameters before solving the approximated SDPs. This sequential approach relies solely on statistical information to reduce the high-dimensional uncertainty space, which may not yield the best approximation performance. Jiang et al. (2025) introduce an optimized dimensionality reduction (ODR) approach that integrates the dimensionality reduction of random parameters with subsequent optimization problems. This integration enables two outer approximations and one inner approximation of the original problem, all represented as low-dimensional SDPs that can be solved efficiently, providing two lower bounds and one upper bound, respectively. More importantly, these approximations can theoretically achieve the optimal value of the original high-dimensional SDPs, resulting in a zero gap.

Exploiting special structure in semidefinite programming: A survey of theory and applications

The quantification of heating, ventilation, and air condition (HVAC) system flexibility is critical to the operations of both the grid and buildings in demand response (DR) programs. However, the flexibility quantification is challenging due to the non-linearity and non-convexity of thermal dynamics associated with HVAC components. This paper proposes a novel HVAC flexibility quantification method based on a semidefinite programming (SDP) formulation. The SDP is reformulated from the non-convex problem of HVAC power optimization, and can be solved efficiently in real-time. The physics-based HVAC model is incorporated to ensure the reliability and accuracy of solutions. The quantification results are organized into an HVAC flexibility table that can provide response strategies on adjusting HVAC setpoints in response to the grid signals received. The developed response strategies minimize occupant discomfort while satisfying grid requirements. A case study of a test building model is carried out to illustrate the flexibility quantification framework and compares the performance of two DR strategies.

A simple homogeneous primal-dual feasibility model is proposed for semidefinite programming (SDP) problems. Two infeasible-interior-point algorithms are applied to the homogeneous formulation. The algorithms do not need a big M initialization. If the original SDP problem has a solution (X * y * S *), then both algorithms find an ϵ-approximate solution (i.e., a solution with residual error less than or equal to ϵ) in at most steps, where ρ* = Tr(X * + *), and ϵ0 is the residual error at the (normalized) starting point. A simple way of monitoring possible infeasibility of the original SDP problem is provided such that in at most steps either an 6-approximate solution is obtained, or it is determined that there is no solution (X * y * S *) with Tr(X * + S *) less than or equal to a given number ρ > 0. Numerical results on Mehrotra type primal-dual predictor-corrector algorithms show that the homogeneous algorithms outperform their non-homogeneous counterparts, with improvement of ore than 20% in many cases, in terms of total CPU time.