Related papers: Modified Interior-Point Method for Large-and-Spars…
Wireless time-sensitive networking (WTSN) is essential for Industrial Internet of Things. We address the problem of minimizing time slots needed for WTSN transmissions while ensuring reliability subject to interference constraints -- an…
We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…
Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for both Newton solution of deterministic inverse problems, as…
In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…
In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…
Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
The so-called Burer-Monteiro method is a well-studied technique for solving large-scale semidefinite programs (SDPs) via low-rank factorization. The main idea is to solve rank-restricted, albeit non-convex, surrogates instead of the SDP.…
Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…
The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…
In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…
Semidefinite programming (SDP) relaxations have been intensively used for solving discrete quadratic optimization problems, in particular in the binary case. For the general non-convex integer case with box constraints, the branch-and-bound…
We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe…
We examine the general problem of inter-domain Gaussian Processes (GPs): problems where the GP realization and the noisy observations of that realization lie on different domains. When the mapping between those domains is linear, such as…
Semidefinite programs (SDPs) are a particular class of convex optimization problems with applications in combinatorial optimization, operational research, and quantum information science. Seminal work by Brand\~{a}o and Svore shows that a…
We show a new way to round vector solutions of semidefinite programming (SDP) hierarchies into integral solutions, based on a connection between these hierarchies and the spectrum of the input graph. We demonstrate the utility of our method…
Structural decomposition methods, such as generalized hypertree decompositions, have been successfully used for solving constraint satisfaction problems (CSPs). As decompositions can be reused to solve CSPs with the same constraint scopes,…
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…
The worst-case robust adaptive beamforming problem for general-rank signal model is considered. Its formulation is to maximize the worst-case signal-to-interference-plus-noise ratio (SINR), incorporating a positive semidefinite constraint…
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…
Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…