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In this paper, we propose a quadratic programming-based filter for safe and stable controller design, via a Control Barrier Function (CBF) and a Control Lyapunov Function (CLF). Our method guarantees safety and local asymptotic stability…
The $k$-center problem is a canonical and long-studied facility location and clustering problem with many applications in both its symmetric and asymmetric forms. Both versions of the problem have tight approximation factors on worst case…
In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…
We consider the convex optimization problem $\min \{f(x) : g_j(x)\leq 0, j=1,...,m\}$ where $f$ is convex, the feasible set K is convex and Slater's condition holds, but the functions $g_j$ are not necessarily convex. We show that for any…
A monomial self-map $f$ on a complex toric variety is said to be $k$-stable if the action induced on the $2k$-cohomology is compatible with iteration. We show that under suitable conditions on the eigenvalues of the matrix of exponents of…
We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…
The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…
Boolean satisfiability [1] (k-SAT) is one of the most studied optimization problems, as an efficient (that is, polynomial-time) solution to k-SAT (for $k\geq 3$) implies efficient solutions to a large number of hard optimization problems…
This paper presents and analyzes the first matrix optimization model which allows general coordinate and spectral constraints. The breadth of problems our model covers is exemplified by a lengthy list of examples from the literature,…
In this study, we focus on the numerical solution method for the optimal control problem with equilibrium constraints (OCPEC).It is extremely challenging to solve OCPEC owing to the absence of constraint regularity and strictly feasible…
In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…
We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…
We consider a family of singular maps as an example of a simple model of dynamical systems exhibiting the property of robust chaos on a well defined range of parameters. Critical boundaries separating the region of robust chaos from the…
In this paper, we derive first and second-order optimality conditions of KKT type for locally optimal solutions to a class of multiobjective optimal control problems with endpoint constraint and mixed pointwise constraints. We give some…
Preconditioned iterative methods for numerical solution of large matrix eigenvalue problems are increasingly gaining importance in various application areas, ranging from material sciences to data mining. Some of them, e.g., those using…
This paper addresses black-box smooth optimization problems, where the objective and constraint functions are not explicitly known but can be queried. The main goal of this work is to generate a sequence of feasible points converging…
In a previous paper [R. Andreani, G. Haeser, L. M. Mito, H. Ram\'irez, T. P. Silveira. First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition. Mathematical…
We develop a novel switching dynamics that converges to the Karush-Kuhn-Tucker (KKT) point of a nonlinear optimisation problem. This new approach is particularly notable for its lower dimensionality compared to conventional primal-dual…
This paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which…
We study the conditions under which the convex relaxation of a mixed-integer linear programming formulation for ordered optimization problems, where sorting is part of the decision process, yields integral optimal solutions. Thereby solving…