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In this paper, we aim to solve high dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality and inequality constraints. In order to solve the targeted {\bf QP} problems to a desired…

Optimization and Control · Mathematics 2022-01-31 Ling Liang , Xudong Li , Defeng Sun , Kim-Chuan Toh

We consider the chance-constrained binary knapsack problem (CKP), where the item weights are independent and normally distributed. We introduce a continuous relaxation for the CKP, represented as a non-convex optimization problem, which we…

Optimization and Control · Mathematics 2024-03-12 Junyoung Kim , Kyungsik Lee

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…

Machine Learning · Computer Science 2015-07-03 Alain Rakotomamonjy , Remi Flamary , Gilles Gasso

Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC…

Numerical Analysis · Computer Science 2014-07-23 Hoai An Le Thi , Tao Pham Dinh , Hoai Minh Le , Xuan Thanh Vo

Quadratic Assignment Problem (QAP) is a practical combinatorial optimization problems that has been studied for several years. Since it is NP-hard, solving large problem instances of QAP is challenging. Although heuristics can find…

Machine Learning · Computer Science 2024-04-02 Satoko Iida , Ryota Yasudo

In this paper, we present a polynomial-sized linear programming formulation of the Quadratic Assignment Problem (QAP). The proposed linear program is a network flow-based model. Hence, it provides for the solution of the QAP in polynomial…

Computational Complexity · Computer Science 2007-05-23 Moustapha Diaby

The difference-of-convex algorithm (DCA) is a conceptually simple method for the minimization of (possibly) nonconvex functions that are expressed as the difference of two convex functions. At each iteration, DCA constructs a global…

Optimization and Control · Mathematics 2023-06-06 Chaorui Yao , Xin Jiang

Quadratic assignment problem (QAP) is a fundamental problem in combinatorial optimization and finds numerous applications in operation research, computer vision, and pattern recognition. However, it is a very well-known NP-hard problem to…

Optimization and Control · Mathematics 2024-08-13 Shuyang Ling

Solving point-wise feature correspondence in visual data is a fundamental problem in computer vision. A powerful model that addresses this challenge is to formulate it as graph matching, which entails solving a Quadratic Assignment Problem…

Computer Vision and Pattern Recognition · Computer Science 2024-10-23 Yongqing Liang , Huijun Han , Xin Li

The Quadratic Assignment Problem (QAP) is one of the models used for the multi-row layout problem with facilities of equal area. There are a set of n facilities and a set of n locations. For each pair of locations, a distance is specified…

Neural and Evolutionary Computing · Computer Science 2014-05-21 Hosein Azarbonyad , Reza Babazadeh

The Quadratic Assignment Problem (QAP) is an NP-hard fundamental combinatorial optimization problem introduced by Koopmans and Beckmann in 1957. The problem is to assign $n$ facilities to $n$ different locations with the goal of minimizing…

Quantum Physics · Physics 2025-05-02 Nathan Daly , Thomas Krauss , Julia Shapiro

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2021-11-23 Meixia Lin , Defeng Sun , Kim-Chuan Toh

The damped Gauss-Newton (dGN) algorithm for CANDECOMP/PARAFAC (CP) decomposition can handle the challenges of collinearity of factors and different magnitudes of factors; nevertheless, for factorization of an $N$-D tensor of size $I_1\times…

Numerical Analysis · Computer Science 2015-03-20 Anh Huy Phan , Petr Tichavský , Andrzej Cichocki

In this paper, a decentralized proximal method of multipliers (DPMM) is proposed to solve constrained convex optimization problems over multi-agent networks, where the local objective of each agent is a general closed convex function, and…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

Optimization and Control · Mathematics 2023-10-17 J. Wang , I. Aravena , C. G. Petra

The optimization problem of sparse and low-rank matrix recovery is considered, which involves a least squares problem with a rank constraint and a cardinality constraint. To overcome the challenges posed by these constraints, an asymptotic…

Optimization and Control · Mathematics 2024-03-18 Mingcai Ding , Xiaoliang Song , Bo Yu

The doubly nonnegative (DNN) cone, being the set of all positive semidefinite matrices whose elements are nonnegative, is a popular approximation of the computationally intractable completely positive cone. The major difficulty for…

Optimization and Control · Mathematics 2021-09-02 Ying Cui , Ling Liang , Defeng Sun , Kim-Chuan Toh

The Quadratic Assignment Problem, QAP, is a classic combinatorial optimization problem, classified as NP-hard and widely studied. This problem consists in assigning N facilities to N locations obeying the relation of 1 to 1, aiming to…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-08 Alexandre Domingues Gonçalves , Artur Alves Pessoa , Lúcia Maria de Assumpção Drummond , Cristiana Bentes , Ricardo Farias

We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

Optimization and Control · Mathematics 2026-01-23 Teodor Rotaru , Panagiotis Patrinos , François Glineur