Related papers: Approximating Pareto Curves using Semidefinite Rel…
The objective of this paper is to provide a convergent numerical approximation of the Pareto optimal set for finite-horizon multiobjective optimal control problems for which the objective space is not necessarily convex. Our approach is…
The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…
Scalarization allows to solve a multi-objective optimization problem by solving many single-objective sub-problems, uniquely determined by some parameters. In this work, we propose several adaptive strategies to select such parameters in…
An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…
A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…
In this paper, we examine linear programming (LP) relaxations based on Bernstein polynomials for polynomial optimization problems (POPs). We present a progression of increasingly more precise LP relaxations based on expressing the given…
Multi-objective optimization (MOO) is a prevalent challenge for Deep Learning, however, there exists no scalable MOO solution for truly deep neural networks. Prior work either demand optimizing a new network for every point on the Pareto…
This paper presents an algorithm for solving multiobjective optimization problems involving composite functions, where we minimize a quadratic model that approximates $F(x) - F(x^k)$ and that can be derivative-free. We establish theoretical…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
We present several new results about smoothed analysis of multiobjective optimization problems. Motivated by the discrepancy between worst-case analysis and practical experience, this line of research has gained a lot of attention in the…
Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…
The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly large semidefinite programs (SDPs). We consider large-scale…
This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…
In this paper we consider a family of algorithms for approximate implicitization of rational parametric curves and surfaces. The main approximation tool in all of the approaches is the singular value decomposition, and they are therefore…
Given a non-rational real space curve and a tolerance $\epsilon>0$, we present an algorithm to approximately parametrize the curve. The algorithm checks whether a planar projection of the space curve is $\epsilon$-rational and, in the…
We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems…
The Matching Augmentation Problem (MAP) has recently received significant attention as an important step towards better approximation algorithms for finding cheap $2$-edge connected subgraphs. This has culminated in a…
We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…
We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…