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We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…

Optimization and Control · Mathematics 2021-03-24 Fernando Mário de Oliveira Filho , Frank Vallentin

We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…

Optimization and Control · Mathematics 2018-08-21 Alp Yurtsever , Olivier Fercoq , Francesco Locatello , Volkan Cevher

Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…

Optimization and Control · Mathematics 2022-02-23 Omid Nohadani , Kartikey Sharma

In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…

Optimization and Control · Mathematics 2018-10-25 Divya Padmanabhan , Karthik Natarajan , Karthyek R. A. Murthy

A long-standing open question in Integer Programming is whether integer programs with constraint matrices with bounded subdeterminants are efficiently solvable. An important special case thereof are congruency-constrained integer programs…

Optimization and Control · Mathematics 2023-04-26 Martin Nägele , Richard Santiago , Rico Zenklusen

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

This paper concerns the tilt stability of local optimal solutions to a class of nonlinear semidefinite programs, which involves a twice continuously differentiable objective function and a convex feasible set. By leveraging the second…

Optimization and Control · Mathematics 2024-12-24 Yulan Liu , Shaohua Pan , Shujun Bi

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

In the current industry, the development of optimized mechanical components able to satisfy the customer requirements evolves quickly. Therefore, companies are asked for efficient solutions to improve their products in terms of stiffness…

Computational Engineering, Finance, and Science · Computer Science 2023-07-31 Rafael Merli , Antolín Martínez-Martínez , Juan José Ródenas , Marc Bosch-Galera , Enrique Nadal

We present a detailed set of performance comparisons of two state-of-the-art solvers for the application of designing time-delay compensators, an important problem in the field of robust control. Formulating such robust control mechanics as…

Optimization and Control · Mathematics 2019-01-01 Vyacheslav Kungurtsev , Tim Mitchell , Tomas Vyhlidal

This paper presents a novel approach to the optimisation of structures using a Tabu search (TS) method. TS is a metaheuristic which is used to guide local search methods towards a globally optimal solution by using flexible memory cycles of…

Computational Engineering, Finance, and Science · Computer Science 2014-10-30 Andy M. Connor , Keith A. Seffen , Geoffrey T. Parks , P. John Clarkson

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…

Quantum Physics · Physics 2023-02-08 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…

Optimization and Control · Mathematics 2014-08-14 Sanjay Mehrotra , David Papp

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

Optimization and Control · Mathematics 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

Truss optimization is a rich research field receiving renewed interest in limiting the carbon emissions of construction. However, a persistent challenge has been to construct highly optimized and often complex designs. This contribution…

Computational Engineering, Finance, and Science · Computer Science 2026-02-10 Zane Hallowell Schemmer , Josephine Voigt Carstensen

Fueled by their excellent stiffness-to-weight ratio and the availability of mature manufacturing technologies, filament wound carbon fiber reinforced polymers represent ideal materials for thin-walled laminate structures. However, their…

Applied Physics · Physics 2019-09-17 Marek Tyburec , Jan Zeman , Jan Novák , Matěj Lepš , Tomáš Plachý , Robin Poul
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