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An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a…

Functional Analysis · Mathematics 2013-12-31 Suvrit Sra

We study the integrality gap of convex mixed-integer programs, that is, the difference between the optimal value of such a problem and the optimal value of its continuous relaxation. We study classes of convex sets whose associated…

Optimization and Control · Mathematics 2026-04-20 Burak Kocuk , Diego Moran Ramirez

Isotropic positive definite functions on spheres play important roles in spatial statistics, where they occur as the correlation functions of homogeneous random fields and star-shaped random particles. In approximation theory, strictly…

Probability · Mathematics 2013-10-02 Tilmann Gneiting

Suppose that $K \subseteq \RR^d$ is a 0-symmetric convex body which defines the usual norm $$ \Norm{x}_K = \sup\Set{t\ge 0: x \notin tK} $$ on $\RR^d$. Let also $A\subseteq\RR^d$ be a measurable set of positive upper density $\rho$. We show…

Classical Analysis and ODEs · Mathematics 2007-05-23 Mihail N. Kolountzakis

Quantum states that remain separable (i.e., not entangled) under any global unitary transformation are known as absolutely separable and form a convex set. Despite extensive efforts, the complete characterization of this set remains largely…

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…

Optimization and Control · Mathematics 2017-02-09 N. H. Chieu , J. W. Feng , W. Gao , G. Li , D. Wu

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…

Optimization and Control · Mathematics 2024-01-02 Giuseppe Savaré , Giacomo Enrico Sodini

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

An alternative, geometrical proof of a known theorem concerning the decomposition of positive maps of the matrix algebra $M_{2}(\mathbb{C})$ has been presented. The premise of the proof is the identification of positive maps with operators…

Mathematical Physics · Physics 2015-06-04 Marek Miller , Robert Olkiewicz

In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…

Optimization and Control · Mathematics 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin

We consider the question of which nonconvex sets can be represented exactly as the feasible sets of mixed-integer convex optimization problems. We state the first complete characterization for the case when the number of possible integer…

Optimization and Control · Mathematics 2017-06-20 Miles Lubin , Ilias Zadik , Juan Pablo Vielma

We study open point sets in Euclidean spaces $\mathbb{R}^d$ without a pair of points an integral distance apart. By a result of Furstenberg, Katznelson, and Weiss such sets must be of Lebesgue upper density zero. We are interested in how…

Metric Geometry · Mathematics 2015-03-20 Sascha Kurz , Valery Mishkin

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

Optimization and Control · Mathematics 2022-03-15 Beniamin Bogosel

We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite…

Machine Learning · Computer Science 2012-06-22 Soeren Laue

Polynomial optimization encompasses a broad class of problems in which both the objective function and constraints are polynomial functions of the decision variables. In recent years, a substantial body of research has focused on…

Optimization and Control · Mathematics 2026-01-05 Haibin Chen , Hong Yan , Guanglu Zhou

Exhausters are families of compact, convex sets which provide minmax or maxmin representations of positively homogeneous functions and they are efficient tools for the study of nonsmooth function. Upper and lower exhausters of positively…

Optimization and Control · Mathematics 2020-09-08 Didem Tozkan

We prove a series of results on the size of distance sets corresponding to sets in the Euclidean space. These distances are generated by bounded convex sets and the results depend explicitly on the geometry of these sets. We also use a…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. Iosevich , I. Laba

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese