Related papers: Finding a maximal element of a convex set through …
Efficient algorithms for convex optimization, such as the ellipsoid method, require an a priori bound on the radius of a ball around the origin guaranteed to contain an optimal solution if one exists. For linear and convex quadratic…
This article is concerned with the problem of approximating a not necessarily bounded spectrahedral shadow, a certain convex set, by polyhedra. By identifying the set with its homogenization the problem is reduced to the approximation of a…
Each convex combination of extreme points of a compact convex set represents a certain point of the convex set. Barycentric coordinates provide solutions to the inverse problem of expressing an element of a compact convex set as a convex…
In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…
We show that maximal $S$-free convex sets are polyhedra when $S$ is the set of integral points in some rational polyhedron of $\mathbb{R}^n$. This result extends a theorem of Lov\'asz characterizing maximal lattice-free convex sets. Our…
We consider a model that arises in integer programming, and show that all irredundant inequalities are obtained from maximal lattice-free convex sets in an affine subspace. We also show that these sets are polyhedra. The latter result…
Every polyhedral cone can be described either by its facets or by its extreme rays. Computation of one description from the other is a problem that can be very complex, i.e. one encounter the combinatorial explosion. We present here several…
This paper establishes several new facts on generalized polyhedral convex sets and shows how they can be used in vector optimization. Among other things, a scalarization formula for the efficient solution sets of generalized vector…
We introduce a general technique to create an extended formulation of a mixed-integer program. We classify the integer variables into blocks, each of which generates a finite set of vector values. The extended formulation is constructed by…
In this paper the problem of maximizing the distance to a given fixed point over an intersection of balls is considered. It is known that this problem is NP complete in the general case, since any subset sum problem can be solved upon…
Let $P$ be a set of $n$ points in general position on the plane. A set of closed convex polygons with vertices in $P$, and with pairwise disjoint interiors is called a convex decomposition of $P$ if their union is the convex hull of $P$,…
This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the…
We consider the following problem: Given a rational matrix $A \in \setQ^{m \times n}$ and a rational polyhedron $Q \subseteq\setR^{m+p}$, decide if for all vectors $b \in \setR^m$, for which there exists an integral $z \in \setZ^p$ such…
The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of…
A programming tactic involving polyhedra is reported that has been widely applied in the polyhedral analysis of (constraint) logic programs. The method enables the computations of convex hulls that are required for polyhedral analysis to be…
Number Decision Diagrams (NDD) provide a natural finite symbolic representation for regular set of integer vectors encoded as strings of digit vectors (least or most significant digit first). The convex hull of the set of vectors…
Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that…
We distinguish two kinds of piecewise linear functions and provide an interesting representation for a piecewise linear function between two normed spaces. Based on such a representation, we study a fully piecewise linear vector…
The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…
We present two exact implementations of efficient output-sensitive algorithms that compute Minkowski sums of two convex polyhedra in 3D. We do not assume general position. Namely, we handle degenerate input, and produce exact results. We…