Related papers: Canonical Duality Theory for Topology Optimization
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
Recent approaches to the tensor completion problem have often overlooked the nonnegative structure of the data. We consider the problem of learning a nonnegative low-rank tensor, and using duality theory, we propose a novel factorization of…
This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
This paper presents Dual Lagrangian Learning (DLL), a principled learning methodology for dual conic optimization proxies. DLL leverages conic duality and the representation power of ML models to provide high-duality, dual-feasible…
The paper presents a new method for shape and topology optimization based on an efficient and scalable boundary integral formulation for elasticity. To optimize topology, our approach uses iterative extraction of isosurfaces of a…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
An interior point method for the structural topology optimization is proposed. The linear systems arising in the method are solved by the conjugate gradient method preconditioned by geometric multigrid. The resulting method is then compared…
We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…
A problem of the erroneous duality gap caused by the presence of symmetries is solved in this paper utilizing point group theory. The optimization problems are first divided into two classes based on their predisposition to suffer from this…
For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…
This paper investigates minimax quadratic programming problems with coupled inequality constraints. By leveraging a duality theorem, we develop a dual algorithm that extends the dual active set method to the minimax setting, transforming…
Hyperparameter tuning is an important task of machine learning, which can be formulated as a bilevel program (BLP). However, most existing algorithms are not applicable for BLP with non-smooth lower-level problems. To address this, we…
We introduce a novel hybrid quantum-classical variational optimization method for unconstrained binary combinatorial optimization problems on gate-model quantum computers, integrating a custom variational ansatz, staged feedback-based dual…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…