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We present a semi-infinite program (SIP) solver for trajectory optimizations of general articulated robots. These problems are more challenging than standard Nonlinear Program (NLP) by involving an infinite number of non-convex, collision…
We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a…
A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…
One of the keys to flying quadrotors is to optimize their trajectories within the set of collision-free corridors. These corridors impose nonconvex constraints on the trajectories, making real-time trajectory optimization challenging. We…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…
A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…
Propagation of linear constraints has become a crucial sub-routine in modern Mixed-Integer Programming (MIP) solvers. In practice, iterative algorithms with tolerance-based stopping criteria are used to avoid problems with slow or infinite…
This note considers the momentum method by Polyak and the accelerated gradient method by Nesterov, both without line search but with fixed step length applied to strictly convex quadratic functions assuming that exact gradients are used and…
Line search is a fundamental part of iterative optimization methods for unconstrained and bound-constrained optimization problems to determine suitable step lengths that provide sufficient improvement in each iteration. Traditional line…
This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…
Community detection is an important problem in unsupervised learning. This paper proposes to solve a projection matrix approximation problem with an additional entrywise bounded constraint. Algorithmically, we introduce a new differentiable…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
This paper is devoted to a novel quantitative imaging scheme of identifying impenetrable obstacles in time-harmonic acoustic scattering from the associated far-field data. The proposed method consists of two phases. In the first phase, we…
Generalizing earlier work characterizing the quantum query complexity of computing a function of an unknown classical ``black box'' function drawn from some set of such black box functions, we investigate a more general quantum query model…
In this paper a new fast algorithm for the computation of the distance of a matrix to a nearby defective matrix is presented. The problem is formulated following Alam & Bora (Linear Algebra Appl., 396 (2005), pp.~273--301) and reduces to…
High-dimensional nonlinear optimization problems subject to nonlinear constraints can appear in several contexts including constrained physical and dynamical systems, statistical estimation, and other numerical models. Feasible optimization…
In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…