Related papers: Proving Inequalities and Solving Global Optimizati…
We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…
We present an efficient framework for solving algebraically-constrained global non-convex polynomial optimization problems over subsets of the hypercube. We prove the existence of an equivalent nonlinear reformulation of such problems that…
Symmetric quantum signal processing provides a parameterized representation of a real polynomial, which can be translated into an efficient quantum circuit for performing a wide range of computational tasks on quantum computers. For a given…
We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…
Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…
Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…
We consider the semi-infinite optimization problem: $f^*:=\min_{x\in X}\:\{f(x): g(x,y)\,\leq \,0,\:\forally\in Y_x\}$, where $f,g$ are polynomials and $X\subset R^n$ as well as $Y_\x\subset R^p$, $x\in X$, are compact basic semi-algebraic…
The discretization of least-squares problems for linear ill-posed operator equations in Hilbert spaces is considered. The main subject of this article concerns conditions for convergence of the associated discretized minimum-norm…
In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the…
Facial reduction, FR, is a regularization technique for convex programs where the strict feasibility constraint qualification, CQ, fails. Though this CQ holds generically, failure is pervasive in applications such as semidefinite…
We consider the optimization of pairwise objective functions, i.e., objective functions of the form $H(\mathbf{x}) = H(x_1,\ldots,x_N) = \sum_{1\leq i<j \leq N} H_{ij}(x_i,x_j)$ for $x_i$ in some continuous state spaces $\mathcal{X}_i$.…
This paper develops an efficient algorithm for computing the Euclidean projection onto the top-k-sum constraint, a key operation in financial risk management and matrix optimization problems. Existing projection methods rely on sorting and…
We consider the bound-constrained global optimization of functions with low effective dimensionality, that are constant along an (unknown) linear subspace and only vary over the effective (complement) subspace. We aim to implicitly explore…
Given a zero-dimensional polynomial system consisting of n integer polynomials in n variables, we propose a certified and complete method to compute all complex solutions of the system as well as a corresponding separating linear form l…
A kernelization for a parameterized decision problem $\mathcal{Q}$ is a polynomial-time preprocessing algorithm that reduces any parameterized instance $(x,k)$ into an instance $(x',k')$ whose size is bounded by a function of $k$ alone and…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
For a polynomial dynamical system, we study the problem of computing the minimal differential equation satisfied by a chosen coordinate (in other words, projecting the system on the coordinate). This problem can be viewed as a special case…
Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…