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Convexification is a core technique in global polynomial optimization. Currently, there are two main approaches competing in theory and practice: the approach of nonlinear programming and the approach based on positivity certificates from…

Optimization and Control · Mathematics 2021-09-29 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Convex optimization problems with staged structure appear in several contexts, including optimal control, verification of deep neural networks, and isotonic regression. Off-the-shelf solvers can solve these problems but may scale poorly. We…

Optimization and Control · Mathematics 2020-10-28 Rudy Bunel , Oliver Hinder , Srinadh Bhojanapalli , Krishnamurthy , Dvijotham

Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion , Alessandro Rudi

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template…

Optimization and Control · Mathematics 2024-08-07 Alberto De Marchi , Patrick Mehlitz

We consider optimization problems with polynomial inequality constraints in non-commuting variables. These non-commuting variables are viewed as bounded operators on a Hilbert space whose dimension is not fixed and the associated polynomial…

Optimization and Control · Mathematics 2010-05-18 Stefano Pironio , Miguel Navascues , Antonio Acin

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as large nonlinear optimization problems. The optimization problems are challenging to solve due to their size, especially if…

Optimization and Control · Mathematics 2023-10-19 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Optimization and Control · Mathematics 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

We study the problem of optimizing nonlinear objective functions over bipartite matchings. While the problem is generally intractable, we provide several efficient algorithms for it, including a deterministic algorithm for maximizing convex…

Optimization and Control · Mathematics 2008-07-24 Yael Berstein , Shmuel Onn

There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…

Optimization and Control · Mathematics 2011-03-09 Didier Henrion , Jérôme Malick

The central object of this PhD thesis is known under different names in the fields of computer science and statistical mechanics. In computer science, it is called the Maximum Cut problem, one of the famous twenty-one Karp's original…

Machine Learning · Computer Science 2022-08-31 Mikhail Krechetov

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of…

Optimization and Control · Mathematics 2021-01-05 Sikun Xu , Ruoyi Ma , Daniel K. Molzahn , Hassan Hijazi , Cédric Josz

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi
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