Related papers: A note on the Lovasz-Schrijver Semidefinite Progra…
A class of valued constraint satisfaction problems (VCSPs) is characterised by a valued constraint language, a fixed set of cost functions on a finite domain. An instance of the problem is specified by a sum of cost functions from the…
This paper proposes a Heaviside composite optimization approach and presents a progressive (mixed) integer programming (PIP) method for solving multi-class classification and multi-action treatment problems with constraints. A Heaviside…
This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…
We consider the Lasserre hierarchy for computing bounds on the stability number of graphs. The semidefinite programs (SDPs) arising from this hierarchy involve large matrix variables and many linear constraints, which makes them difficult…
This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…
It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…
In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…
This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…
Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…
This paper presents a new hybrid classical-quantum approach to solve Mixed Integer Linear Programming (MILP) using neutral atom quantum computations. We apply Benders decomposition (BD) to segment MILPs into a master problem (MP) and a…
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…
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
This paper deals with the maximum independent set (M.I.S.) problem, also known as the stable set problem. The basic mathematical programming model that captures this problem is an Integer Program (I.P.) with zero-one variables $x_j$ and…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…
In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…
This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…
Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…
In many applications, a combinatorial problem must be repeatedly solved with similar, but distinct parameters. Yet, the parameters $w$ are not directly observed; only contextual data $d$ that correlates with $w$ is available. It is tempting…
Distribution networks are usually multiphase and radial. To facilitate power flow computation and optimization, two semidefinite programming (SDP) relaxations of the optimal power flow problem and a linear approximation of the power flow…