Related papers: An efficient second-order cone programming approac…
We develop a decomposition algorithm for distributionally-robust two-stage stochastic mixed-integer convex cone programs, and its important special case of distributionally-robust two-stage stochastic mixed-integer second order cone…
We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…
In this paper we consider finding an approximate second-order stationary point (SOSP) of nonconvex conic optimization that minimizes a twice differentiable function over the intersection of an affine subspace and a convex cone. In…
In serial batch (s-batch) scheduling, jobs from similar families are grouped into batches and processed sequentially to avoid repetitive setups that are required when processing consecutive jobs of different families. Despite its large…
This paper introduces Weighted Optimal Classification Forests (WOCFs), a new family of classifiers that takes advantage of an optimal ensemble of decision trees to derive accurate and interpretable classifiers. We propose a novel…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…
We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…
Optimal contribution selection (OCS) is a selective breeding method that manages the conversion of genetic variation into genetic gain to facilitate short-term competitiveness and long-term sustainability in breeding programmes. Traditional…
This paper studies second-order methods for convex-concave minimax optimization. Monteiro and Svaiter (2012) proposed a method to solve the problem with an optimal iteration complexity of $\mathcal{O}(\epsilon^{-3/2})$ to find an…
Solving convex Semi-Infinite Programming (SIP) problems is challenging when the separation problem, i.e., the problem of finding the most violated constraint, is computationally hard. We propose to tackle this difficulty by solving the…
This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…
In this paper, we study the sequential convex programming method with monotone line search (SCP$_{ls}$) in [46] for a class of difference-of-convex (DC) optimization problems with multiple smooth inequality constraints. The SCP$_{ls}$ is a…
The effective planning and allocation of resources in modern breeding programs is a complex task. Breeding program design and operational management have a major impact on the success of a breeding program and changing parameters such as…
We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…
Block coordinate descent (BCD) methods and their variants have been widely used in coping with large-scale nonconstrained optimization problems in many fields such as imaging processing, machine learning, compress sensing and so on. For…
The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…
In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…
We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…
We give classical and quantum algorithms for approximately solving second-order cone programs (SOCPs) based on the multiplicative weights (MW) update method. Our approach follows the MW framework previously applied to semidefinite programs…
We study a class of integer bilevel programs with second-order cone constraints at the upper-level and a convex-quadratic objective function and linear constraints at the lower-level. We develop disjunctive cuts (DCs) to separate…