Related papers: Regularization Methods for SDP Relaxations in Larg…
Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…
Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this problem is NP-hard due to the combinatorial nature of…
Given polynomials f(x), g_i(x), h_j(x), we study how to minimize f on the semialgebraic set S = { x \in R^n: h_1(x)=...=h_{m_1}(x) =0, g_1(x) >= 0, ..., g_{m_2}(x) >= 0}. Let f_{min} be the minimum of f on S. Suppose S is nonsingular and…
We consider the semiring of abstract finite dynamical systems up to isomorphism, with the operations of alternative and synchronous execution. We continue searching for efficient algorithms for solving polynomial equations of the form $P(X)…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
This paper investigates two related optimal input selection problems for fixed (non-switched) and switched structured systems. More precisely, we consider selecting the minimum cost of inputs from a prior set of inputs, and selecting the…
Constraint programming uses enumeration and search tree pruning to solve combinatorial optimization problems. In order to speed up this solution process, we investigate the use of semidefinite relaxations within constraint programming. In…
In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…
This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…
In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by…
In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…
In this paper, we explore the merits of various algorithms for polynomial optimization problems, focusing on alternatives to sum of squares programming. While we refer to advantages and disadvantages of Quantifier Elimination, Reformulation…
A longstanding problem related to floating-point implementation of numerical programs is to provide efficient yet precise analysis of output errors. We present a framework to compute lower bounds on largest absolute roundoff errors, for a…
We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…
In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
Estimating equations arise in a wide range of statistical applications, including longitudinal and clustered data analysis, survival analysis, econometrics, and semiparametric inference. In high-dimensional settings, adding…
This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…
Semidefinite relaxation techniques have shown great promise for nonconvex optimal power flow problems. However, a number of independent numerical experiments have led to concerns about scalability and robustness of existing SDP solvers. To…
We suppose the existence of an oracle which solves any semidefinite programming (SDP) problem satisfying Slater's condition simultaneously at its primal and dual sides. We note that such an oracle might not be able to directly solve general…