Convex generalized Nash equilibrium problems and polynomial optimization

This paper studies convex generalized Nash equilibrium problems that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing generalized Nash equilibria (GNEs). The Moment-SOS hierarchy of semidefinite relaxations are used to solve the polynomial optimization. Under some general assumptions, we prove the method can find a GNE if there exists one, or detect nonexistence of GNEs. Numerical experiments are presented to show the efficiency of the method.

On the Tightness of Semidefinite Relaxations for Rotation Estimation

Why is it that semidefinite relaxations have been so successful in numerous applications in computer vision and robotics for solving non-convex optimization problems involving rotations? In studying the empirical performance, we note that there are few failure cases reported in the literature, in particular for estimation problems with a single rotation, motivating us to gain further theoretical understanding. A general framework based on tools from algebraic geometry is introduced for analyzing the power of semidefinite relaxations of problems with quadratic objective functions and rotational constraints. Applications include registration, hand–eye calibration, and rotation averaging. We characterize the extreme points and show that there exist failure cases for which the relaxation is not tight, even in the case of a single rotation. We also show that some problem classes are always tight given an appropriate parametrization. Our theoretical findings are accompanied with numerical simulations, providing further evidence and understanding of the results.

Efficient Neural Network Verification via Layer-based Semidefinite Relaxations and Linear Cuts

We introduce an efficient and tight layer-based semidefinite relaxation for verifying local robustness of neural networks. The improved tightness is the result of the combination between semidefinite relaxations and linear cuts. We obtain a computationally efficient method by decomposing the semidefinite formulation into layerwise constraints. By leveraging on chordal graph decompositions, we show that the formulation here presented is provably tighter than current approaches. Experiments on a set of benchmark networks show that the approach here proposed enables the verification of more instances compared to other relaxation methods. The results also demonstrate that the SDP relaxation here proposed is one order of magnitude faster than previous SDP methods.

The Saddle Point Problem of Polynomials

This paper studies the saddle point problem of polynomials. We give an algorithm for computing saddle points. It is based on solving Lasserre’s hierarchy of semidefinite relaxations. Under some genericity assumptions on defining polynomials, we show that: (i) if there exists a saddle point, our algorithm can get one by solving a finite hierarchy of Lasserre-type semidefinite relaxations; (ii) if there is no saddle point, our algorithm can detect its nonexistence.