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In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

This research addresses the increasing demand for advanced navigation systems capable of operating within confined surroundings. A significant challenge in this field is developing an efficient planning framework that can generalize across…

Robotics · Computer Science 2024-07-09 Jiayu Fan , Nikolce Murgovski , Jun Liang

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

Machine Learning · Statistics 2015-03-17 Zhaoran Wang , Quanquan Gu , Han Liu

We present a new approach for computing approximate global minimizers to a large class of non-local pairwise interaction problems defined over probability distributions. The approach predicts candidate global minimizers, with a recovery…

Numerical Analysis · Mathematics 2017-10-04 Mahdi Bandegi , David Shirokoff

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…

Optimization and Control · Mathematics 2018-03-09 James Luedtke , Claudia D'Ambrosio , Jeff Linderoth , Jonas Schweiger

Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work…

Optimization and Control · Mathematics 2021-06-17 Linchuan Wei , Andres Gomez , Simge Kucukyavuz

This paper presents a robust path-planning framework for safe spacecraft autonomy under uncertainty and develops a computationally tractable formulation based on convex programming. We utilize chance-constrained control to formulate the…

Optimization and Control · Mathematics 2024-04-19 Kenshiro Oguri

This paper introduces several new algorithms for consensus over the special orthogonal group. By relying on a convex relaxation of the space of rotation matrices, consensus over rotation elements is reduced to solving a convex problem with…

Optimization and Control · Mathematics 2014-10-08 Nikolai Matni , Matanya B. Horowitz

This article presents a new method for computing guaranteed convex and concave relaxations of nonlinear stochastic optimal control problems with final-time expected-value cost functions. This method is motivated by similar methods for…

Optimization and Control · Mathematics 2017-11-27 Yuanxun Shao , Dillard Robertson , Joseph Kirk Scott

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

Optimization and Control · Mathematics 2018-10-25 Josep Virgili-Llop , Marcello Romano

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…

Optimization and Control · Mathematics 2017-05-26 Chen Chen , Alper Atamturk , Shmuel S. Oren

This paper details an approach to linearise differentiable but non-convex collision avoidance constraints tailored to convex shapes. It revisits introducing differential collision avoidance constraints for convex objects into an optimal…

Optimization and Control · Mathematics 2025-05-19 Dries Dirckx , Wilm Decré , Jan Swevers

The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…

Optimization and Control · Mathematics 2014-03-24 Hongbo Dong

In two-phase image segmentation, convex relaxation has allowed global minimisers to be computed for a variety of data fitting terms. Many efficient approaches exist to compute a solution quickly. However, we consider whether the nature of…

Numerical Analysis · Mathematics 2018-08-01 Jack Spencer

Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…

Optimization and Control · Mathematics 2025-05-22 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine