Related papers: Time-Varying Semidefinite Programs
We present solutions to the matrix completion problems proposed by the Alignment Research Center that have a polynomial dependence on the precision $\varepsilon$. The motivation for these problems is to enable efficient computation of…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
This paper presents exact Semi-Definite Program (SDP) reformulations for infinite-dimensional moment optimization problems involving a new class of piecewise Sum-of-Squares (SOS)-convex functions and projected spectrahedral support sets.…
In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
This paper studies parameterized stochastic optimization problems in finite discrete time that arise in many applications in operations research and mathematical finance. We prove the existence of solutions and the absence of a duality gap…
This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…
We are given a set of $n$ jobs and a single processor that can vary its speed dynamically. Each job $J_j$ is characterized by its processing requirement (work) $p_j$, its release date $r_j$ and its deadline $d_j$. We are also given a budget…
We consider the problem of finding a subgraph of a given graph which maximizes a given function evaluated at its degree sequence. While the problem is intractable already for convex functions, we show that it can be solved in polynomial…
We study the problem of solving semidefinite programs (SDP) in the streaming model. Specifically, $m$ constraint matrices and a target matrix $C$, all of size $n\times n$ together with a vector $b\in \mathbb{R}^m$ are streamed to us…
We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…
We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…
Sequential rate-distortion (SRD) theory provides a framework for studying the fundamental trade-off between data-rate and data-quality in real-time communication systems. In this paper, we consider the SRD problem for multi-dimensional…
In this letter, we study the robust beamforming problem for the multi-antenna wireless broadcasting system with simultaneous information and power transmission, under the assumption of imperfect channel state information (CSI) at the…
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…
We present an algorithm to solve a system of diagonal polynomial equations over finite fields when the number of variables is greater than some fixed polynomial of the number of equations whose degree depends only on the degree of the…
Constraint-solving-based program invariant synthesis takes a parametric invariant template and encodes the (inductive) invariant conditions into constraints. The problem of characterizing the set of all valid parameter assignments is…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
Semidefinite programs (SDP) are important in learning and combinatorial optimization with numerous applications. In pursuit of low-rank solutions and low complexity algorithms, we consider the Burer--Monteiro factorization approach for…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…