The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies multi-objective opt
imization problems that are given by polynomial functions. First, we study the convex geometry for (weakly) Pareto values and give a convex representation for them. Linear scalarization problems (LSPs) and Chebyshev scalarization problems (CSPs) are typical approaches for getting (weakly) Pareto points. For LSPs, we show how to use tight relaxations to solve them, how to detect existence or nonexistence of proper weights. For CSPs, we show how to solve them by moment relaxations. Moreover, we show how to check if a given point is a (weakly) Pareto point or not and how to detect existence or nonexistence of (weakly) Pareto points. We also study how to detect unboundedness of polynomial optimization, which is used to detect nonexistence of proper weights or (weakly) Pareto points.
This paper studies distributionally robust optimization (DRO) when the ambiguity set is given by moments for the distributions. The objective and constraints are given by polynomials in decision variables. We reformulate the DRO with equivalent momen
t conic constraints. Under some general assumptions, we prove the DRO is equivalent to a linear optimization problem with moment and psd polynomial cones. A moment-SOS relaxation method is proposed to solve it. Its asymptotic and finite convergence are shown under certain assumptions. Numerical examples are presented to show how to solve DRO problems.
This paper studies how to learn parameters in diagonal Gaussian mixture models. The problem can be formulated as computing incomplete symmetric tensor decompositions. We use generating polynomials to compute incomplete symmetric tensor decompositions
and approximations. Then the tensor approximation method is used to learn diagonal Gaussian mixture models. We also do the stability analysis. When the first and third order moments are sufficiently accurate, we show that the obtained parameters for the Gaussian mixture models are also highly accurate. Numerical experiments are also provided.
This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing Generalized Nash E
quilibria (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.
Hermitian tensors are natural generalizations of Hermitian matrices, while possessing rather different properties. A Hermitian tensor is separable if it has a Hermitian decomposition with only positive coefficients, i.e., it is a sum of rank-1 psd He
rmitian tensors. This paper studies how to detect separability of Hermitian tensors. It is equivalent to the long-standing quantum separability problem in quantum physics, which asks to tell if a given quantum state is entangled or not. We formulate this as a truncated moment problem and then provide a semidefinite relaxation algorithm to solve it. Moreover, we study psd decompositions of separable Hermitian tensors. When the psd rank is low, we first flatten them into cubic order tensors and then apply tensor decomposition methods to compute psd decompositions. We prove that this method works well if the psd rank is low. In computation, this flattening approach can detect separability for much larger sized Hermitian tensors. This method is a good start on determining psd ranks of separable Hermitian tensors.
This paper concerns the generalized Nash equilibrium problem of polynomials (GNEPP). We apply the Gauss-Seidel method and Lasserre type Moment-SOS relaxations to solve GNEPPs. The convergence of the Gauss-Seidel method is known for some special GNEPP
s, such as generalized potential games (GPGs). We give a sufficient condition for GPGs and propose a numerical certificate, based on Putinars Positivstellensatz. Numerical examples for both convex and nonconvex GNEPPs are given for demonstrating the efficiency of the proposed method.
This paper studies bilevel polynomial optimization problems. To solve them, we give a method based on polynomial optimization relaxations. Each relaxation is obtained from the Kurash-Kuhn-Tucker (KKT) conditions for the lower level optimization and t
he exchange technique for semi-infinite programming. For KKT conditions, Lagrange multipliers are represented as polynomial or rational functions. The Moment-SOS relaxations are used to solve the polynomial optimizattion relaxations. Under some general assumptions, we prove the convergence of the algorithm for solving bilevel polynomial optimization problems. Numerical experiments are presented to show the efficiency of the method.
This paper studies Nash equilibrium problems that are given by polynomial functions. We formulate efficient polynomial optimization problems for computing Nash equilibria. The Lasserre type Moment-SOS relaxations are used to solve them. Under generic
assumptions, the method can find a Nash equilibrium if there is one. Moreover, it can find all Nash equilibria if there are finitely many ones of them. The method can also detect nonexistence if there is no Nash equilibrium.
This paper discusses the problem of symmetric tensor decomposition on a given variety $X$: decomposing a symmetric tensor into the sum of tensor powers of vectors contained in $X$. In this paper, we first study geometric and algebraic properties of s
uch decomposable tensors, which are crucial to the practical computations of such decompositions. For a given tensor, we also develop a criterion for the existence of a symmetric decomposition on $X$. Secondly and most importantly, we propose a method for computing symmetric tensor decompositions on an arbitrary $X$. As a specific application, Vandermonde decompositions for nonsymmetric tensors can be computed by the proposed algorithm.
Hermitian tensors are generalizations of Hermitian matrices, but they have very different properties. Every complex Hermitian tensor is a sum of complex Hermitian rank-1 tensors. However, this is not true for the real case. We study basic properties
for Hermitian tensors such as Hermitian decompositions and Hermitian ranks. For canonical basis tensors, we determine their Hermitian ranks and decompositions. For real Hermitian tensors, we give a full characterization for them to have Hermitian decompositions over the real field. In addition to traditional flattening, Hermitian tensors specially have Hermitian and Kronecker flattenings, which may give different lower bounds for Hermitian ranks. We also study other topics such as eigenvalues, positive semidefiniteness, sum of squares representations, and separability.
