Related papers: An exact copositive programming formulation for th…
This paper proposes low-complexity algorithms for finding approximate second-order stationary points (SOSPs) of problems with smooth non-convex objective and linear constraints. While finding (approximate) SOSPs is computationally…
Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
In this paper, we address the Continuous Multifacility Monotone Ordered Median Problem. This problem minimizes a monotone ordered weighted median function of the distances between given demand points in $\mathbb{R}^d$ and its closest…
We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…
In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite…
This paper addresses the general continuous single facility location problems in finite dimension spaces under possibly different $\ell_p$ norms in the demand points. We analyze the difficulty of this family of problems and revisit…
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…
This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…
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…
Copositive and completely positive matrices play an increasingly important role in Applied Mathematics, namely as a key concept for approximating NP-hard optimization problems. The cone of copositive matrices of a given order and the cone…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…
This paper proposes an efficient numerical method based on second-order cone programming (SOCP) to solve dynamic optimal transport (DOT) problems with quadratic cost on staggered grid discretization. By properly reformulating discretized…
It has been shown that the parallel Lattice Linear Predicate (LLP) algorithm solves many combinatorial optimization problems such as the shortest path problem, the stable marriage problem and the market clearing price problem. In this…
The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…
We introduce and study a novel generalization of the classical Knapsack Problem (KP), called the Colored Knapsack Problem (CKP). In this problem, the items are partitioned into classes of colors and the packed items need to be ordered such…
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…