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This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…
This paper investigates the performance of Newton's method, iterative Linear Quadratic Regulator (iLQR), and Differential Dynamic Programming (DDP) in solving discrete-time optimal control problems. We offer a unified perspective on these…
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
In recent years there has been growing interest in study of multi-antenna transmit designs for providing secure communication over the physical layer. This paper considers the scenario of an intended multi-input single-output channel…
Stochastic PDE eigenvalue problems often arise in the field of uncertainty quantification, whereby one seeks to quantify the uncertainty in an eigenvalue, or its eigenfunction. In this paper we present an efficient multilevel quasi-Monte…
This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…
This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…
We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…
We investigate an alternative solution method to the joint signal-beamformer optimization problem considered by Setlur and Rangaswamy[1]. First, we directly demonstrate that the problem, which minimizes the received noise, interference, and…
Triangulation of a three-dimensional point from at least two noisy 2-D images can be formulated as a quadratically constrained quadratic program. We propose an algorithm to extract candidate solutions to this problem from its semidefinite…
A cascadic multigrid method is proposed for eigenvalue problems based on the multilevel correction scheme. With this new scheme, an eigenvalue problem on the finest space can be solved by smoothing steps on a series of multilevel finite…
The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…
Maximizing the minimum rate for a full-duplex multiple-input multiple-output (MIMO) wireless network encompassing two sources and a two-way (TW) relay operating in a two hop manner is investigated. To improve the overall performance, using…
For nonconvex quadratically constrained quadratic programs (QCQPs), we first show that, under certain feasibility conditions, the standard semidefinite (SDP) relaxation is exact for QCQPs with bipartite graph structures. The exact optimal…
Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…
This article proposes a hybrid adaptive numerical method based on the Dual Reciprocity Method (DRM) to solve problems with non-linear boundary conditions and large-scale problems, named Hybrid Adaptive Dual Reciprocity Method (H-DRM). The…
In this paper, multi-stream transmission in interference networks aided by multiple amplify-and-forward (AF) relays in the presence of direct links is considered. The objective is to minimize the sum power of transmitters and relays by…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…