No Arabic abstract
For an ideal I with a positive dimensional real variety, based on moment relaxations, we study how to compute a Pommaret basis which is simultaneously a Groebner basis of an ideal J generated by the kernel of a truncated moment matrix and nesting between I and its real radical ideal. We provide a certificate consisting of a condition on coranks of moment matrices for terminating the algorithm. For a generic delta-regular coordinate system, we prove that the condition is satisfiable in a large enough order of moment relaxations.
Given all (finite) moments of two measures $mu$ and $lambda$ on $R^n$, we provide a numerical scheme to obtain the Lebesgue decomposition $mu= u+psi$ with $ ulllambda$ and $psiperplambda$. When$ u$ has a density in $L_infty(lambda)$ then we obtain two sequences of finite moments vectorsof increasing size (the number of moments) which converge to the moments of $ u$ and $psi$ respectively, as the number of moments increases. Importantly, {it no} `a priori knowledge on the supports of $mu, u$ and $psi$ is required.
The multiple-input multiple-output (MIMO) detection problem, a fundamental problem in modern digital communications, is to detect a vector of transmitted symbols from the noisy outputs of a fading MIMO channel. The maximum likelihood detector can be formulated as a complex least-squares problem with discrete variables, which is NP-hard in general. Various semidefinite relaxation (SDR) methods have been proposed in the literature to solve the problem due to their polynomial-time worst-case complexity and good detection error rate performance. In this paper, we consider two popular classes of SDR-based detectors and study the conditions under which the SDRs are tight and the relationship between different SDR models. For the enhanced complex and real SDRs proposed recently by Lu et al., we refine their analysis and derive the necessary and sufficient condition for the complex SDR to be tight, as well as a necessary condition for the real SDR to be tight. In contrast, we also show that another SDR proposed by Mobasher et al. is not tight with high probability under mild conditions. Moreover, we establish a general theorem that shows the equivalence between two subsets of positive semidefinite matrices in different dimensions by exploiting a special separable structure in the constraints. Our theorem recovers two existing equivalence results of SDRs defined in different settings and has the potential to find other applications due to its generality.
The robustness of a neural network to adversarial examples can be provably certified by solving a convex relaxation. If the relaxation is loose, however, then the resulting certificate can be too conservative to be practically useful. Recently, a less conservative robustness certificate was proposed, based on a semidefinite programming (SDP) relaxation of the ReLU activation function. In this paper, we describe a geometric technique that determines whether this SDP certificate is exact, meaning whether it provides both a lower-bound on the size of the smallest adversarial perturbation, as well as a globally optimal perturbation that attains the lower-bound. Concretely, we show, for a least-squares restriction of the usual adversarial attack problem, that the SDP relaxation amounts to the nonconvex projection of a point onto a hyperbola. The resulting SDP certificate is exact if and only if the projection of the point lies on the major axis of the hyperbola. Using this geometric technique, we prove that the certificate is exact over a single hidden layer under mild assumptions, and explain why it is usually conservative for several hidden layers. We experimentally confirm our theoretical insights using a general-purpose interior-point method and a custom rank-2 Burer-Monteiro algorithm.
We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that admit rank-one optimal solutions. Existing approaches, which solve the SDP independently from the POP, either cannot scale to large problems or suffer from slow convergence due to the typical degeneracy of such SDPs. We propose a new algorithmic framework, called SpecTrahedral pRoximal gradIent Descent along vErtices (STRIDE), that blends fast local search on the nonconvex POP with global descent on the convex SDP. Specifically, STRIDE follows a globally convergent trajectory driven by a proximal gradient method (PGM) for solving the SDP, while simultaneously probing long, but safeguarded, rank-one strides, generated by fast nonlinear programming algorithms on the POP, to seek rapid descent. We prove STRIDE has global convergence. To solve the subproblem of projecting a given point onto the feasible set of the SDP, we reformulate the projection step as a continuously differentiable unconstrained optimization and apply a limited-memory BFGS method to achieve both scalability and accuracy. We conduct numerical experiments on solving second-order SDP relaxations arising from two important applications in machine learning and computer vision. STRIDE dominates a diverse set of five existing SDP solvers and is the only solver that can solve degenerate rank-one SDPs to high accuracy (e.g., KKT residuals below 1e-9), even in the presence of millions of equality constraints.
We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is equivalent to optimizing a homogeneous polynomial of degree $O(d)$ on the sphere. The standard Sum-of-Squares based convex relaxation for this polynomial optimization problem requires solving a semidefinite program (SDP) of size $n^{O(d)}$, with multiplicative approximation guarantees of $Omega(frac{1}{n})$. We exploit the compact representation of this polynomial to introduce a SDP relaxation of size polynomial in $n$ and $d$, and prove that it achieves a constant factor multiplicative approximation when maximizing the geometric mean of non-negative quadratic forms. We also show that this analysis is asymptotically tight, with a sequence of instances where the gap between the relaxation and true optimum approaches this constant factor as $d rightarrow infty$. Next we propose a series of intermediate relaxations of increasing complexity that interpolate to the full Sum-of-Squares relaxation, as well as a rounding algorithm that finds an approximate solution from the solution of any intermediate relaxation. Finally we show that this approach can be generalized for relaxations of products of non-negative forms of any degree.