Simone Naldi

Corentin Cornou, Simone Naldi, Tristan Vaccon

Polyhedra and spectrahedra over the real numbers, or more generally their images under linear maps, are respectively the feasible sets of linear and semidefinite programming, and form the family of semidefinite-representable sets. This paper studies analogues of these sets, as well as the associated optimization problems, when the data are taken over a valued field $K$. For $K$-polyhedra and linear programming over $K$ we present an algorithm based on the computation of Smith normal forms. We prove that fundamental properties of semidefinite-representable sets extend to the valued setting. In particular, we exhibit examples of non-polyhedral $K$-spectrahedra, as well as sets that are semidefinite-representable over $K$ but are not $K$-spectrahedra.

Simone Naldi

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active, this is a non-convex optimization problem, otherwise it is a semidefinite program. Both find numerous applications especially in systems control theory and combinatorial optimization, but even in more general contexts such as polynomial optimization or real algebra. While numerical algorithms exist for solving this problem, such as interior-point or Newton-like algorithms, in this paper we propose an approach based on symbolic computation. We design an exact algorithm for solving rank-constrained semidefinite programs, whose complexity is essentially quadratic on natural degree bounds associated to the given optimization problem: for subfamilies of the problem where the size of the feasible matrix is fixed, the complexity is polynomial in the number of variables. The algorithm works under assumptions on the input data: we prove that these assumptions are generically satisfied. We also implement it in Maple and discuss practical experiments.