Related papers: An Active Set Algorithm for Robust Combinatorial O…
We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…
Convex relaxation methods have been studied and used extensively to obtain an optimal solution to the optimal power flow (OPF) problem. Meanwhile, convex relaxed power flow equations are also prerequisites for efficiently solving a wide…
Elliptic optimal control problems with pointwise box constraints on the control (EOCP) are considered. To solve EOCP, the primal-dual active set (PDAS) method, which is a special semismooth Newton (SSN) method, used to be a priority in…
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…
Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the computation of the optimal values of a family of (possibly…
The Traveling Salesman Problem is one of the most intensively studied combinatorial optimization problems due both to its range of real-world applications and its computational complexity. When combined with the Set Covering Problem, it…
In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…
We study dynamical optimal transport of discrete time systems (dDOT) with Lagrangian cost. The problem is approached by combining optimal control and Kantorovich duality theory. Based on the derived solution, a first order splitting…
Second-order cone programs (SOCPs) with quadratic objective functions are common in optimal control and other fields. Most SOCP solvers which use interior-point methods are designed for linear objectives and convert quadratic objectives…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
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…
The alternating-current optimal power flow (ACOPF) is one of the best known non-convex non-linear optimisation problems. We present a novel re-formulation of ACOPF, which is based on lifting the rectangular power-voltage rank-constrained…
The submodular knapsack problem (SKP), which seeks to maximize a submodular set function by selecting a subset of elements within a given budget, is an important discrete optimization problem. The majority of existing approaches to solving…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint…
Many existing branch and bound algorithms for multiobjective optimization problems require a significant computational cost to approximate the entire Pareto optimal solution set. In this paper, we propose a new branch and bound algorithm…
We present an active-set method for minimizing an objective that is the sum of a convex quadratic and $\ell_1$ regularization term. Unlike two-phase methods that combine a first-order active set identification step and a subspace phase…
We generalize the reduction mechanism for linear programming problems and semidefinite programming problems from [arXiv:1410.8816] in two ways 1) relaxing the requirement of affineness and 2) extending to fractional optimization problems.…
This paper investigates learning-augmented algorithms for smooth integer programs, covering canonical problems such as MAX-CUT and MAX-k-SAT. We introduce a framework that incorporates a predictive oracle to construct a linear surrogate of…
In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…