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We develop a polynomial time $\Omega\left ( \frac 1R \log R \right)$ approximate algorithm for Max 2CSP-$R$, the problem where we are given a collection of constraints, each involving two variables, where each variable ranges over a set of…
The nonlinear, non-convex AC Optimal Power Flow (AC-OPF) problem is fundamental for power systems operations. The intrinsic complexity of AC-OPF has fueled a growing interest in the development of optimization proxies for the problem, i.e.,…
This paper studies the worst case iteration complexity of an infeasible interior point method (IPM) for seconder order cone programming (SOCP), which is more convenient for warmstarting compared with feasible IPMs. The method studied bases…
We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…
This paper studies the coordinated beamforming (CoBF) design for the multiple-input single-output interference channel, provided that only channel distribution information is known to the transmitters. The problem under consideration is a…
Supervised dimensionality reduction strategies have been of great interest. However, current supervised dimensionality reduction approaches are difficult to scale for situations characterized by large datasets given the high computational…
This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…
We give algorithms with constant-factor performance guarantees for several capacity and throughput problems in the SINR model. The algorithms are all based on a novel LP formulation for capacity problems. First, we give a new…
Stochastic Optimal Control Problems (SOCPs) plays a major role in the sequential decision-making challenges. There exist various iterative algorithms, under framework of stochastic maximum principle, that sequentially find the optimal…
Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…
Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…
We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…
Spatially selective active noise control (SSANC) hearables aim to attenuate noise from certain directions at the eardrum while preserving desired speech arriving from selected directions. Existing SSANC systems typically assume an accurate…
Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…
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, a learning-based approach is proposed for optimizing downlink beamforming in multiple-input multiple-output (MIMO) systems that employ continuous aperture arrays (CAPAs) at both the base station (BS) and the user. Beamforming…
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…
Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…
Integer semidefinite programming (ISDP) has recently gained attention due to its connection to binary quadratically constrained quadratic programs (BQCQPs), which can be exactly reformulated as binary semidefinite programs (BSDPs). However,…
In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…