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We extend the convergence analysis for methods solving PDE-constrained optimal control problems containing both discrete and continuous control decisions based on relaxation and rounding strategies to the class of first order semilinear…
Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…
We adapt linear programming methods from sphere packings to closed hyperbolic surfaces and obtain new upper bounds on their systole, their kissing number, the first positive eigenvalue of their Laplacian, the multiplicity of their first…
We consider solving huge-scale instances of (convex) conic linear optimization problems, at the scale where matrix-factorization-free methods are attractive or necessary. The restarted primal-dual hybrid gradient method (rPDHG) -- with…
Linear programming on the Stiefel manifold (LPS) is studied for the first time. It aims at minimizing a linear objective function over the set of all $p$-tuples of orthonormal vectors in ${\mathbb R}^n$ satisfying $k$ additional linear…
The Shortest-Path Problem in Graph of Convex Sets (SPP in GCS) is a recently developed optimization framework that blends discrete and continuous decision making. Many relevant problems in robotics, such as collision-free motion planning,…
It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…
A graph $G=(V,E)$ is a support of a hypergraph $H=(V,S)$ if every hyperedge induces a connected subgraph in $G$. Supports are used for certain types of hypergraph visualizations. In this paper we consider visualizing spatial hypergraphs,…
Deep learning based single image super-resolution methods use a large number of training datasets and have recently achieved great quality progress both quantitatively and qualitatively. Most deep networks focus on nonlinear mapping from…
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…
Approximate linear programming (ALP) and its variants have been widely applied to Markov Decision Processes (MDPs) with a large number of states. A serious limitation of ALP is that it has an intractable number of constraints, as a result…
Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…
We initiate the study of the following natural geometric optimization problem. The input is a set of axis-aligned rectangles in the plane. The objective is to find a set of horizontal line segments of minimum total length so that every…
For a hyperplane $H$ supporting a convex body $C$ in the hyperbolic space $\mathbb{H}^d$ we define the width of $C$ determined by $H$ as the distance between $H$ and a most distant ultraparallel hyperplane supporting $C$. The minimum width…
We discuss the problem of projecting a point onto an arbitrary hyperbolicity cone from both theoretical and numerical perspectives. While hyperbolicity cones are furnished with a generalization of the notion of eigenvalues, obtaining closed…
We reduce the problem of computing a rectilinear shortest path between two given points s and t in the splinegonal domain \calS to the problem of computing a rectilinear shortest path between two points in the polygonal domain. As part of…
Bundle methods have been intensively studied for solving both convex and nonconvex optimization problems. In most of the bundle methods developed thus far, at least one quadratic programming (QP) subproblem needs to be solved in each…
A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…
Increasing the complexity of solving budgetary allocation (NP-hardness problem) has led a wide range of methods to minimize the costs. Metaheuristics and Linear Programming (LP) are the most optimization in this fields. Therefore, this…