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This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…
In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…
We propose a black-box approach to reducing large semidefinite programs to a set of smaller semidefinite programs by projecting to random linear subspaces. We evaluate our method on a set of polynomial optimization problems, demonstrating…
The optimal power flow (OPF) problem is one of the most fundamental problems in power system operations. The non-linear alternating current (AC) power flow equations that model different physical laws (together with operational constraints)…
Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on…
Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…
In this paper we present a unified framework for solving a general class of problems arising in the context of set-membership estimation/identification theory. More precisely, the paper aims at providing an original approach for the…
In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial…
We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…
Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…
Finding suitable points for multivariate polynomial interpolation and approximation is a challenging task. Yet, despite this challenge, there has been tremendous research dedicated to this singular cause. In this paper, we begin by…
Convex maximization encompasses a broad class of optimization problems and is generally NP-hard, even for low-rank objectives. This paper investigates structural conditions under which convex maximization becomes polynomially solvable. From…
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
Solving the non-convex optimal power flow (OPF) problem for large-scale power distribution systems is computationally expensive. An alternative is to solve the relaxed convex problem or linear approximated problem, but these methods lead to…
An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…
In this paper we present novel algorithmic solutions for several resource processing and data transfer multicriteria optimization problems. The results of most of the presented techniques are strategies which solve the considered problems…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…
Optimization has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…
Many problems in power systems involve optimizing a certain objective function subject to power flow equations and engineering constraints. A long-standing challenge in solving them is the nonconvexity of their feasible sets. In this paper,…