Related papers: An Efficient Parametric Linear Programming Solver …
Let $A(x)=A\_0+x\_1A\_1+...+x\_nA\_n$ be a linear matrix, or pencil, generated by given symmetric matrices $A\_0,A\_1,...,A\_n$ of size $m$ with rational entries. The set of real vectors x such that the pencil is positive semidefinite is a…
A novel approach to exploiting the log-convex structure present in many design problems is developed by modifying the classical Sequential Quadratic Programming (SQP) algorithm. The modified algorithm, Logspace Sequential Quadratic…
The linear complementarity problem (LCP) provides a unified approach to many problems such as linear programs, convex quadratic programs, and bimatrix games. The general LCP is known to be NP-hard, but there are some promising results that…
Folding is emerging as a promising manufacturing process to transform flat materials into functional structures, offering efficiency by reducing the need for welding, gluing, and molding, while minimizing waste and enabling automation.…
Applications in machine learning and data mining require computing pairwise Lp distances in a data matrix A. For massive high-dimensional data, computing all pairwise distances of A can be infeasible. In fact, even storing A or all pairwise…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient condition for a member of each class to be an efficient…
It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…
Previous works suggested the use of Branch and Bound techniques for finding the optimal allocation in (multi-unit) combinatorial auctions. They remarked that Linear Programming could provide a good upper-bound to the optimal allocation, but…
In this paper, we show how a resource allocation problem can be solved through Integer Linear Programming (ILP). A detailed illustrative example is presented, together with an exhaustive overview of the mathematical model. The size of the…
A known first order method to find a feasible solution to a conic problem is an adapted von Neumann algorithm. We improve the distance reduction step there by projecting onto the convex hull of previously generated points using a primal…
Let a polytope $P$ be defined by a system $A x \leq b$. We consider the problem of counting the number of integer points inside $P$, assuming that $P$ is $\Delta$-modular, where the polytope $P$ is called $\Delta$-modular if all the rank…
Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…
This paper was initially motivated by the computation of the Lipschitz modulus of the metric projection on polyhedral convex sets in the Euclidean space when both the reference point and the polyhedron where it is projected are subject to…
Probabilistic Programming Languages (PPLs) are a powerful tool in machine learning, allowing highly expressive generative models to be expressed succinctly. They couple complex inference algorithms, implemented by the language, with an…
Quaternion symmetry is ubiquitous in the physical sciences. As such, much work has been afforded over the years to the development of efficient schemes to exploit this symmetry using real and complex linear algebra. Recent years have also…
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…
Although equirectangular projection (ERP) is a convenient form to store omnidirectional images (also known as 360-degree images), it is neither equal-area nor conformal, thus not friendly to subsequent visual communication. In the context…
Mixed-integer quadratic programming is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of…
We consider the problem of finding the best approximation point from a polyhedral set, and its applications, in particular to solving large-scale linear programs. The classical projection problem has many various and many applications. We…