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Solutions to the linear complementarity problem (LCP) are naturally sparse in many applications such as bimatrix games and portfolio section problems. Despite that it gives rise to the hardness, sparsity makes optimization faster and…
For verifying the safety of neural networks (NNs), Fazlyab et al. (2019) introduced a semidefinite programming (SDP) approach called DeepSDP. This formulation can be viewed as the dual of the SDP relaxation for a problem formulated as a…
This paper mainly concerns with the primal superlinear convergence of the quasi-Newton sequential quadratic programming (SQP) method for piecewise linear-quadratic composite optimization problems. We show that the latter primal superlinear…
(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…
Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…
Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…
The Maximal Covering Location Problem (MCLP) represents a fundamental optimization challenge in facility location theory, where the objective is to maximize demand coverage while operating under resource constraints. This paper presents a…
A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality…
We show that sparsity constrained optimization problems over low dimensional spaces tend to have a small duality gap. We use the Shapley-Folkman theorem to derive both data-driven bounds on the duality gap, and an efficient primalization…
Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
We present a novel analysis of semidefinite programs (SDPs) with positive duality gaps, i.e. different optimal values in the primal and dual problems. These SDPs are extremely pathological, often unsolvable, and also serve as models of more…
The goal of clustering is to group similar objects into meaningful partitions. This process is well understood when an explicit similarity measure between the objects is given. However, far less is known when this information is not readily…
This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…
Program completion is a translation from the language of logic programs into the language of first-order theories. Its original definition has been extended to programs that include integer arithmetic, accept input, and distinguish between…
In this paper we present a new Lagrange dual problem associated to a primal DC optimization problem under the additivity condition (AC). As usual for DC programming, even weak duality is not guaranteed for free and, due to this issue, we…
A system of linear dependent types for the lambda calculus with full higher-order recursion, called dlPCF, is introduced and proved sound and relatively complete. Completeness holds in a strong sense: dlPCF is not only able to precisely…
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…
Determining the integrality gap of the linear programming (LP) relaxation of the metric traveling salesman problem (TSP) remains a long-standing open problem. We introduce a transfer principle: when the integer optimum of the…
We present a new interior-point potential-reduction algorithm for solving monotone linear complementarity problems (LCPs) that have a particular special structure: their matrix $M\in{\mathbb R}^{n\times n}$ can be decomposed as $M=\Phi U +…