Related papers: Refining the partition for multifold conic optimiz…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…
We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…
We reformulate the problem of modularity maximization over the set of partitions of a network as a conic optimization problem over the completely positive cone, converting it from a combinatorial optimization problem to a convex continuous…
We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…
A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…
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…
Second-order necessary optimality conditions for nonlinear conic programming problems that depend on a single Lagrange multiplier are usually built under nondegeneracy and strict complementarity. In this paper we establish a condition of…
This paper develops a correspondence relating convex hulls of fractional functions with those of polynomial functions over the same domain. Using this result, we develop a number of new reformulations and relaxations for fractional…
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for separating disjunctive cuts, and investigate the impact of the normalization…
This thesis focuses on the intersection of mathematical and computational optimization and quantum information. Main contributions are open-source software code: A hybrid approach mixing "traditional" nonconvex and convex methods can make…
Matchings and coverings are central topics in graph theory. The close relationship between these two has been key to many fundamental algorithmic and polyhedral results. For mixed graphs, the notion of matching forest was proposed as a…
In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like "input", "size" and…
A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…
We give a possible explanation for the mystery of a missing number in the statement of a problem that asks for the non-negative integers to be partitioned into three subsets. We interpret the missing number as one of the clues that can lead…
Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or…
We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…