Finding the maximum eigenvalue of a symmetric tensor is an important topic in tensor computation and numerical multilinear algebra. In this paper, we introduce a new class of structured tensors called W-tensors, which not only extends thewell-studied nonnegative tensors by allowing negative entries but also covers several important tensors arising naturally from spectral hypergraph theory.We then show that finding the maximum H-eigenvalue of an even-order symmetric W-tensor is equivalent to solving a structured semidefinite program and hence can be validated in polynomial time. This yields a highly efficient semidefinite program algorithm for computing themaximumH-eigenvalue of W-tensors and is based on a new structured sums-of-squares decomposition result for a nonnegative polynomial induced by W-tensors. Numerical experiments illustrate that the proposed algorithm can successfully find the maximum H-eigenvalue of W-tensors with dimension up to 10,000, subject to machine precision. As applications, we provide a polynomial time algorithm for computing the maximum H-eigenvalues of large-size Laplacian tensors of hyperstars and hypertrees, where the algorithm can be up to 13 times faster than the state-of-the-art numerical method introduced by Ng, Qi, and Zhou in 2009. Finally, we also show that the proposed algorithm can be used to test the copositivity of a multivariate form associated with symmetric extended Z-tensors,whose order may be even or odd.

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper-and the lower-level problems are polynomials. We present methods for finding its global minimizers and global minimum using a sequence of semidefinite programming (SDP) relaxations and provide convergence results for the methods. Our scheme for problems with a convex lower-level problem involves solving a transformed equivalent single-level problem by a sequence of SDP relaxations, whereas our approach for general problems involving a nonconvex polynomial lower-level problem solves a sequence of approximation problems via another sequence of SDP relaxations.

We observe that Sturm’s error bounds readily imply that for semidefinite feasibility problems, the method of alternating projections converges at a rate of O(k^{-1/(2^{d+1}-2)}), where d is the singularity degree of the problem—the minimal number of facial reduction iterations needed to induce Slater’s condition. Consequently, for almost all such problems (in the sense of Lebesgue measure), alternating projections converge at a worst-case rate of O(1/k^{0.5}).

The trust-region problem,which minimizes a nonconvex quadratic function over a ball, is a key subproblem in trust-region methods for solving nonlinear optimization problems. It enjoys many attractive properties such as an exact semi-definite linear programming relaxation (SDP-relaxation) and strong duality. Unfortunately, such properties do not, in general, hold for an extended trust-region problem having extra linear constraints. This paper shows that two useful and powerful features of the classical trust-region problem continue to hold for an extended trust-region problem with linear inequality constraints under a new dimension condition. First, we establish that the class of extended trust-region problems has an exact SDP-relaxation, which holds without the Slater constraint qualification. This is achieved by proving that a system of quadratic and affine functions involved in the model satisfies a range-convexity whenever the dimension condition is fulfilled. Second, we show that the dimension condition together with the Slater condition ensures that a set of combined first and second-order Lagrange multiplier conditions is necessary and sufficient for global optimality of the extended trust-region problem and consequently for strong duality. Through simple examples we also provide an insightful account of our development from SDP-relaxation to strong duality. Finally, we show that the dimension condition is easily satisfied for the extended trust-region model that arises from the reformulation of a robust least squares problem (LSP) as well as a robust second order cone programming model problem (SOCP) as an equivalent semi-definite linear programming problem. This leads us to conclude that, under mild assumptions, solving a robust LSP or SOCP under matrix-norm uncertainty or polyhedral uncertainty is equivalent to solving a semi-definite linear programming problem and so, their solutions can be validated in polynomial time.

In this paper, we study the rate of convergence of the cyclic projection algorithm applied to finitely many basic semialgebraic convex sets. We establish an explicit convergence rate estimate which relies on the maximum degree of the polynomials that generate the basic semialgebraic convex sets and the dimension of the underlying space. We achieve our results by exploiting the algebraic structure of the basic semialgebraic convex sets.