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In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…
To integrate strategic, tactical and operational decisions, the two-stage optimization has been widely used to guide dynamic decision making. In this paper, we study the two-stage stochastic programming for complex systems with unknown…
We propose the algorithm that solves the symmetric cone programs (SCPs) by iteratively calling the projection and rescaling methods the algorithms for solving exceptional cases of SCP. Although our algorithm can solve SCPs by itself, we…
The objective of this work is to study weak infeasibility in second order cone programming. For this purpose, we consider a relaxation sequence of feasibility problems that mostly preserve the feasibility status of the original problem.…
Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…
The convergence behaviour of first-order methods can be severely slowed down when applied to high-dimensional non-convex functions due to the presence of saddle points. If, additionally, the saddles are surrounded by large plateaus, it is…
Quite often, verification tasks for distributed systems are accomplished via counter abstractions. Such abstractions can sometimes be justified via simulations and bisimulations. In this work, we supply logical foundations to this practice,…
The Numerical Recipes series of books are a useful resource, but all the algorithms they contain cannot be used within open-source projects. In this paper we develop drop-in alternatives to the two algorithms they present for cubic spline…
In this paper we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in [J. F. Bonnans and H. Ram\'irez C., Math. Program. 104 (2005), no. 2-3, Ser. B,…
We present PFNN, a penalty-free neural network method, to efficiently solve a class of second-order boundary-value problems on complex geometries. To reduce the smoothness requirement, the original problem is reformulated to a weak form so…
Multi-degree splines are piecewise polynomial functions having sections of different degrees. They offer significant advantages over the classical uniform-degree framework, as they allow for modeling complex geometries with fewer degrees of…
In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…
Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing…
We present an efficient B-spline finite element method (FEM) for cloth simulation. While higher-order FEM has long promised higher accuracy, its adoption in cloth simulators has been limited by its larger computational costs while…
Tensor B-spline methods are a high-performance alternative to solve partial differential equations (PDEs). This paper gives an overview on the principles of Tensor B-spline methodology, shows their use and analyzes their performance in…
This paper presents a new predictive second order sliding controller (PSSC) formulation for setpoint tracking of constrained linear systems. The PSSC scheme is developed by combining the concepts of model predictive control (MPC) and second…
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…
We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use the SCAD penalty function, which provides model selection…
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…
The end-to-end predict-then-optimize framework, also known as decision-focused learning, has gained popularity for its ability to integrate optimization into the training procedure of machine learning models that predict the unknown cost…