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Pablo A. Parrilo ETH Zürich Semialgebraic Relaxations and Semidefinite Programs Pablo A. Parrilo ETH Zürich control.ee.ethz.ch/~parrilo
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Semialgebraic modeling Many problems in different domains can be modeled by polynomial inequalities Continuous, discrete, hybrid NP-hard in general Tons of examples: spin glasses, max-cut, nonlinear stability, robustness analysis, entanglement, etc. How to prove things about them, in an algorithmic, certified and efficient way?
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Proving vs. disproving Really, it’s automatic theorem proving Big difference: finding counterexamples vs. producing proofs (NP vs. co-NP) A good decision theory exists (Tarski- Seidenberg, etc), but practical performance is generally poor Want unconditionally valid proofs, but may fail to get them sometimes We use a particular proof system from real algebra: the Positivstellensatz
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An example Is empty, since with Reason: consider signs on candidate feasible points
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Generalizes Hilbert’s Nullstellensatz, LP duality. Infeasibility certificates for polynomial systems over the reals. Sums of squares (SOS) are essential Conditions are convex in f,g Bounded degree solutions can be computed! A convex optimization problem. Furthermore, it’s a semidefinite program Positivstellensatz (Real Nullstellensatz) if and only if
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P-satz proofs (P., Caltech thesis 2000, Math Prog 2003) Proofs are given by algebraic identities Extremely easy to verify Use convex optimization to search for them Convexity, hence a duality structure: On the primal, simple proofs. On the dual, weaker models (liftings, etc) General algorithmic construction Techniques for exploiting problem structure
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P-satz relaxations Exploit structure Symmetry reduction Ideal structure Sparsity Graph structure Semidefinite programs Polynomial descriptions
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Exploiting structure Isolate algebraic properties! Symmetry reduction: invariance under a group Sparsity: Few nonzeros, Newton polytopes Ideal structure: Equalities, quotient ring Graph structure: use the dependency graph to simplify the SDPs Methods (mostly) commute, can mix and match
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A few applications Continuous and combinatorial optimization Optimization of polynomials Graphs: stability numbers, cuts, … Dynamical systems: Lyapunov and Bendixson- Dulac functions Robustness analysis Reachability analysis: set mappings, … Geometric theorem proving Today: deciding quantum entanglement
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AB QM state described by PSD Hermitian matrices ρ (density matrix, mixed states) States of multipartite systems are described by operators on the tensor product of vector spaces
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Separable states: convex combination of product states. Entangled states: all the rest Interpretation: statistical ensemble of locally prepared states. Separable states Z ρ Q: How to determine whether or not a given quantum state is entangled ? Decision problem is NP-hard (Gurvits)
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Entangled not-PPT Separable Entangled PPT New relaxations Use the techniques to find certified “entanglement witnesses,” generalizations of Bell’s inequalities. The witnesses are self-certified, e.g. Obtain a hierarchy of SDP-testable conditions. For all entangled states tried, the second level of the hierarchy is enough!
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Future challenges Structure: we know a lot, can we do more? A good algorithmic use of abstractions, and randomization. Infinite # of variables? Possible, but not too nice computationally. PSD integral operators, discretizations, etc. Other kinds of structure to exploit? Algorithmics: alternatives to interior point?
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Summary Algorithmic construction of SDP relaxations Generalization of many earlier schemes Very powerful in practice Done properly, can fully exploit structure Lots of applications: bounds for combinatorial problems, control & dynamical systems, entanglement, …
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