Semidefinite programming for min–max problems and games

Semidefinite programming for min-max problems and games

We consider two min-max problems: (1) minimizing the supremum of finitely many rational functions over a compact basic semi-algebraic set and (2) solving a 2-player zero-sum polynomial game in randomized strategies with compact basic semi-algebraic sets of pure strategies. In both problems the optimal value can be approximated by solving a hierarchy of semidefinite relaxations, in the spirit of...

Semidefinite programming for N-Player Games

We introduce two min-max problems: the first problem is to minimize the supremum of finitely many rational functions over a compact basic semi-algebraic set whereas the second problem is a 2-player zero-sum polynomial game in randomized strategies and with compact basic semi-algebraic pure strategy sets. It is proved that their optimal solution can be approximated by solving a hierarchy of semi...

Semidefinite programming relaxations for semialgebraic problems

A hierarchy of convex relaxations for semialgebraic problems is introduced. For questions reducible to a finite number of polynomial equalities and inequalities, it is shown how to construct a complete family of polynomially sized semidefinite programming conditions that prove infeasibility. The main tools employed are a semidefinite programming formulation of the sum of squares decomposition f...

Linear, Semidefinite Programming and Randomization Methods for Combinatorial Optimization Problems

Semidefinite programming relaxations for graph coloring and maximal clique problems

The semidefinite programming formulation of the Lovász theta number does not only give one of the best polynomial simultaneous bounds on the chromatic number χ(G) or the clique number ω(G) of a graph, but also leads to heuristics for graph coloring and extracting large cliques. This semidefinite programming formulation can be tightened toward either χ(G) or ω(G) by adding several types of cutti...