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This paper presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably…
We propose a procedure which allows one to construct local symmetry generators of general quadratic Lagrangian theory. Manifest recurrence relations for generators in terms of so-called structure matrices of the Dirac formalism are…
We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…
The theory of quantum fields in classical backgrounds is re-examined for the cases in which the Lagrangian is quadratic in quantum fields. Various methods that describe particle production are discussed. It is found that all methods suffer…
In this article we develop a new primal dual variational formulation suitable for a large class of non-convex problems in the calculus of variations. The results are obtained through basic tools of convex analysis, duality theory, the…
It has recently been shown (Burer, Math. Program Ser. A 120:479-495, 2009) that a large class of NP-hard nonconvex quadratic programming problems can be modeled as so called completely positive programming problems, which are convex but…
The article presents and evaluates a scalable FRaGenLP algorithm for generating random linear programming problems of large dimension $n$ on cluster computing systems. To ensure the consistency of the problem and the boundedness of the…
Mixed integer quadratic programming (MIQP) is the problem of minimizing a convex quadratic function over mixed integer points in a rational polyhedron. This paper focuses on the augmented Lagrangian dual (ALD) for MIQP. ALD augments the…
Mathematical optimization is the workhorse behind several aspects of modern robotics and control. In these applications, the focus is on constrained optimization, and the ability to work on manifolds (such as the classical matrix Lie…
In this paper we consider three minimization problems, namely quadratic, $\rho$-convex and quadratic fractional programing problems. The quadratic problem is considered with quadratic inequality constraints with bounded continuous and…
A leading proposal for verifying near-term quantum supremacy experiments on noisy random quantum circuits is linear cross-entropy benchmarking. For a quantum circuit $C$ on $n$ qubits and a sample $z \in \{0,1\}^n$, the benchmark involves…
This paper presents the Lagrangian duality theory for mixed-integer semidefinite programming (MISDP). We derive the Lagrangian dual problem and prove that the resulting Lagrangian dual bound dominates the bound obtained from the continuous…
We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in…
The Quadratic Unconstrained Binary Optimization (QUBO) modeling and solution framework is a requirement for quantum and digital annealers. However optimality for QUBO problems of any practical size is extremely difficult to achieve. In…
The use of Lagrangian cuts proves effective in enhancing the lower bound of the master problem within the execution of benders-type algorithms, particularly in the context of two-stage stochastic programs. However, even the process of…
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…
Many problems in robotics require reasoning over a mix of continuous dynamics and discrete events, such as making and breaking contact in manipulation and locomotion. These problems are locally well modeled by linear complementarity…
Most numerical methods developed for solving nonlinear programming problems are designed to find points that satisfy certain optimality conditions. While the Karush-Kuhn-Tucker conditions are well-known, they become invalid when constraint…
An integer $a$ is a quadratic nonresidue for a prime $p$ if $x^2 \equiv a \bmod p$ has no solution. Quadratic nonresidues may be found by probabilistic methods in polynomial time. However, without assuming the Generalized Riemann…
We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…