Related papers: On Minimal Valid Inequalities for Mixed Integer Co…
This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…
We examine the convergence properties of sequences of nonnegative real numbers that satisfy a particular class of recursive inequalities, from the perspective of proof theory and computability theory. We first establish a number of results…
We consider minimization problems with bisubmodular objective functions. We propose valid inequalities, namely the poly-bimatroid inequalities, and provide a complete linear description of the convex hull of the epigraph of a bisubmodular…
Qualification conditions (also termed constraint qualifications) help avoid pathological behavior at domain boundaries in convex analysis. By generalizing facial reduction from conic programming to general convex programs of the form $f(x)…
A geometric nonconvex conic optimization problem (COP) was recently proposed by Kim, Kojima and Toh as a unified framework for convex conic reformulation of a class of quadratic optimization problems and polynomial optimization problems.…
Let $K\subseteq{\mathbb R}^n$ be a convex semialgebraic set. The semidefinite extension degree ${\mathrm{sxdeg}}(K)$ of $K$ is the smallest number $d$ such that $K$ is a linear image of an intersection of finitely many spectrahedra, each of…
Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…
This paper introduces mixed-integer optimization methods to solve regression problems that incorporate fairness metrics. We propose an exact formulation for training fair regression models. To tackle this computationally hard problem, we…
We introduce $\mathcal{V}$-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts…
We consider the NP-hard problem of minimizing a separable concave quadratic function over the integral points in a polyhedron, and we denote by D the largest absolute value of the subdeterminants of the constraint matrix. In this paper we…
In the paper we consider convex cones in infinite-dimensional real vector spaces which are endowed with no topology. The main purpose is to study an internal geometric structure of convex cones and to obtain an analytical description of…
We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…
Mixed-integer mathematical programs are among the most commonly used models for a wide set of problems in Operations Research and related fields. However, there is still very little known about what can be expressed by small mixed-integer…
In pure integer linear programming it is often desirable to work with polyhedra that are full-dimensional, and it is well known that it is possible to reduce any polyhedron to a full-dimensional one in polynomial time. More precisely, using…
Let $k$ be a positive integer and let $G$ be a graph with $n$ vertices. A connected $k$-subpartition of $G$ is a collection of $k$ pairwise disjoint sets (a.k.a. classes) of vertices in $G$ such that each set induces a connected subgraph.…
We study sets defined as the intersection of a rank-1 constraint with different choices of linear side constraints. We identify different conditions on the linear side constraints, under which the convex hull of the rank-1 set is polyhedral…
In this note, we work out a simple inductive proof showing that every polyhedral cone K is the conic hull of a finite set X of vectors. The base cases of the induction are linear subspaces and linear halfspaces of linear subspaces. The…
In this paper, we mainly study one class of mixed-integer nonlinear programming problems (MINLPs) with vector conic constraint in Banach spaces. Duality theory of convex vector optimization problems applied to this class of MINLPs is deeply…
An abstract convergence theorem for a class of generalized descent methods that explicitly models relative errors is proved. The convergence theorem generalizes and unifies several recent abstract convergence theorems. It is applicable to…
We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…