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.

The Non-Tightness of a Convex Relaxation to Rotation Recovery

We study the Perspective-n-Point (PNP) problem, which is fundamental in 3D vision, for the recovery of camera translation and rotation. A common solution applies polynomial sum-of-squares (SOS) relaxation techniques via semidefinite programming. Our main result is that the polynomials which should be optimized can be non-negative but not SOS, hence the resulting convex relaxation is not tight; specifically, we present an example of real-life configurations for which the convex relaxation in the Lasserre Hierarchy fails, in both the second and third levels. In addition to the theoretical contribution, the conclusion for practitioners is that this commonly-used approach can fail; our experiments suggest that using higher levels of the Lasserre Hierarchy reduces the probability of failure. The methods we use are mostly drawn from the area of polynomial optimization and convex relaxation; we also use some results from real algebraic geometry, as well as Matlab optimization packages for PNP.

On decompositions and approximations of conjugate partial-symmetric tensors

Hermitian matrices have played an important role in matrix theory and complex quadratic optimization. The high-order generalization of Hermitian matrices, conjugate partial-symmetric (CPS) tensors, have shown growing interest recently in tensor theory and computation, particularly in application-driven complex polynomial optimization problems. In this paper, we study CPS tensors with a focus on ranks, computing rank-one decompositions and approximations, as well as their applications. We prove constructively that any CPS tensor can be decomposed into a sum of rank-one CPS tensors, which provides an explicit method to compute such rank-one decompositions. Three types of ranks for CPS tensors are defined and shown to be different in general. This leads to the invalidity of the conjugate version of Comon’s conjecture. We then study rank-one approximations and matricizations of CPS tensors. By carefully unfolding CPS tensors to Hermitian matrices, rank-one equivalence can be preserved. This enables us to develop new convex optimization models and algorithms to compute best rank-one approximations of CPS tensors. Numerical experiments from data sets in radar wave form design, elasticity tensor, and quantum entanglement are performed to justify the capability of our methods.

Algebraic Solution of Tropical Polynomial Optimization Problems

We consider constrained optimization problems defined in the tropical algebra setting on a linearly ordered, algebraically complete (radicable) idempotent semifield (a semiring with idempotent addition and invertible multiplication). The problems are to minimize the objective functions given by tropical analogues of multivariate Puiseux polynomials, subject to box constraints on the variables. A technique for variable elimination is presented that converts the original optimization problem to a new one in which one variable is removed and the box constraint for this variable is modified. The novel approach may be thought of as an extension of the Fourier–Motzkin elimination method for systems of linear inequalities in ordered fields to the issue of polynomial optimization in ordered tropical semifields. We use this technique to develop a procedure to solve the problem in a finite number of iterations. The procedure includes two phases: backward elimination and forward substitution of variables. We describe the main steps of the procedure, discuss its computational complexity and present numerical examples.