Related papers: A Low-Rank Rounding Heuristic for Semidefinite Rel…
A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…
This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…
This work considers a multiobjective version of the unit commitment problem that deals with finding the optimal generation schedule of a firm, over a period of time and a given electrical network. With growing importance of environmental…
This paper proposes an elegant optimization framework consisting of a mix of linear-matrix-inequality and second-order-cone constraints. The proposed framework generalizes the semidefinite relaxation (SDR) enabled solution to the typical…
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…
We extend rank-constrained optimization to general hyperbolic programs (HP) using the notion of matroid rank. For LP and SDP respectively, this reduces to sparsity-constrained LP and rank-constrained SDP that are already well-studied. But…
Incorporating the AC power flow equations into unit commitment models has the potential to avoid costly corrective actions required by less accurate power flow approximations. However, research on unit commitment with AC power flow…
Mixed Binary Quadratic Programs (MBQPs) are a class of NP-hard problems that arise in a wide range of applications, including finance, machine learning, and chemical and energy systems. Large-scale MBQPs are challenging to solve with exact…
Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…
We develop a novel primal heuristic for nonconvex Mixed-Integer Quadratically Constrained Quadratic Programs (MIQCQPs). The method is built around a convex approximation that is dynamically adjusted within a feasibility-pump-style…
In this paper, a new mixed integer nonlinear programming formulation is proposed for optimally placing and operating pressure reducing valves and chlorine booster stations in water distribution networks. The objective is the minimization of…
This paper examines the nonconvex quadratically constrained quadratic programming (QCQP) problems using an iterative method. One of the existing approaches for solving nonconvex QCQP problems relaxes the rank one constraint on the unknown…
Unit commitment (UC) is a fundamental problem in the day-ahead electricity market, and it is critical to solve UC problems efficiently. Mathematical optimization techniques like dynamic programming, Lagrangian relaxation, and mixed-integer…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
Heat exchanger network synthesis exploits excess heat by integrating process hot and cold streams and improves energy efficiency by reducing utility usage. Determining provably good solutions to the minimum number of matches is a bottleneck…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…
In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…
We propose a new method for generating semidefinite relaxations of optimal power flow problems. The method is based on chordal conversion techniques: by dropping some equality constraints in the conversion, we obtain semidefinite…
We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…
Quantum networks are envisioned to enable reliable distribution and manipulation of quantum information across distances, forming the foundation of a future quantum internet. The fair and efficient allocation of communication resources in…