Related papers: On barrier and modified barrier multigrid methods …
Model predictive control (MPC) has become a hot cake technology for various applications due to its ability to handle multi-input multi-output systems with physical constraints. The optimization solvers require considerable time, limiting…
We introduce Algorithm MGB (Multi Grid Barrier) for solving highly nonlinear convex Euler-Lagrange equations. This class of problems includes many highly nonlinear partial differential equations, such as $p$-Laplacians. We prove that, if…
Proximal bundle methods (PBM) are a powerful class of algorithms for convex optimization. Compared to gradient descent, PBM constructs more accurate surrogate models that incorporate gradients and function values from multiple past…
The computational cost of the boundary-condition-enforced immersed boundary method (IBM) increases in the order of $\mathcal{O}(N^2)$ as the number of Lagrangian points, $N$, increases. This is due to the time-consuming calculation of the…
This work investigates an efficient solution to two fundamental problems in topology optimization of frame structures. The first one involves minimizing structural compliance under linear-elastic equilibrium and weight constraint, while the…
In this paper we propose an improved approximation scheme for the Vector Bin Packing problem (VBP), based on the combination of (near-)optimal solution of the Linear Programming (LP) relaxation and a greedy (modified first-fit) heuristic.…
Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…
As an artistic aid in tiled level design, Constraint Based Tiling Generation (CBTG) algorithms can help to automatically create level realizations from a set of tiles and placement constraints. Merrell's Modify in Blocks Model Synthesis…
We consider the minimization of a continuous function over the intersection of a regular cone with an affine set via a new class of adaptive first- and second-order optimization methods, building on the Hessian-barrier techniques introduced…
This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…
It has long remained open whether smoothing Newton methods (SNMs) for symmetric cone programming (SCP) admit polynomial iteration complexity. A key difficulty lies in the lack of an analogue of the self-concordant convex framework…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…
In topology optimization, the treatment of stress constraints for very large scale problems has so far not been tractable due to the failure of robust agglomeration methods, i.e. their inability to accurately handle the locality of the…
Bilinear matrix inequality (BMI) problems in system and control designs are investigated in this paper. A solution method of reduction of variables (MRVs) is proposed. This method consists of a principle of variable classification, a…
In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…
Topology optimization has emerged as a powerful and increasingly relevant strategy for enhancing the flexibility and efficiency of power system operations. However, solving these problems is computationally demanding due to their…
In this work, we introduce a Variational Multi-Scale (VMS) method for the numerical approximation of parabolic problems, where sub-grid scales are approximated from the eigenpairs of associated elliptic operator. The abstract method is…
A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…