Related papers: Projection: A Unified Approach to Semi-Infinite Li…
Finite-dimensional linear programs satisfy strong duality (SD) and have the "dual pricing" (DP) property. The (DP) property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution…
In this paper, we propose a new method for removing all the redundant inequalities generated by Fourier-Motzkin elimination. This method is based on an improved version of Balas' work and can also be used to remove all the redundant…
Dantzig and Eaves claimed that fundamental duality theorems of linear programming were a trivial consequence of Fourier elimination. Another property of Fourier elimination is considered here, regarding the existence of implicit equalities…
In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those…
In this paper we develop a very special substitution method for solving a general linear programming problem (LPP). Of course the substitution is a kind of elimination of variable but this method must not be confused with the so-called…
A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…
A conic program is the problem of optimizing a linear function over a closed convex cone intersected with an affine preimage of another cone. We analyse three constraint qualifications, namely a Closedness CQ, Slater CQ, and Boundedness CQ…
This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a…
Polyhedral projection is a main operation of the polyhedron abstract domain.It can be computed via parametric linear programming (PLP), which is more efficient than the classic Fourier-Motzkin elimination method.In prior work, PLP was done…
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…
This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…
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…
The main outcomes of the paper are divided into two parts. First, we present a new dual for quadratic programs, in which, the dual variables are affine functions, and we prove strong duality. Since the new dual is intractable, we consider a…
In this paper we introduce a novel quantifier elimination method for conjunctions of linear real arithmetic constraints. Our algorithm is based on the Fourier-Motzkin variable elimination procedure, but by case splitting we are able to…
In this paper we show that a convexifiability property of nonconvex quadratic programs with nonnegative variables and quadratic constraints guarantees zero duality gap between the quadratic programs and their semi-Lagrangian duals. More…
The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…
Consider a linear programming problem with n primal and m dual variables paired with n dual and m primal slack variables respectively, and aggregately denote these variables and slack variables as a vector z of length 2(n+m). Unlike…
We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
Working in a semi-constructive logical system that supports the extraction of concurrent programs, we extract a program inverting non-singular real valued matrices from a constructive proof based on Gaussian elimination. Concurrency is used…