Related papers: Rational Polyhedral Outer-Approximations of the Se…
We define a new cutting plane closure for pure integer programs called the two-halfspace closure. It is a natural generalization of the well-known Chv\'atal-Gomory closure. We prove that the two-halfspace closure is polyhedral. We also…
In this paper we consider the problem of constructing numerical algorithms for approximating of convex compact bodies in d-dimensional Euclidean space by polytopes with any given accuracy. It is well known that optimal with respect to the…
Second-order optimization methods, such as cubic regularized Newton methods, are known for their rapid convergence rates; nevertheless, they become impractical in high-dimensional problems due to their substantial memory requirements and…
In this paper a special semi-smooth equation associated to the second order cone is studied. It is shown that, under mild assumptions, the semi-smooth Newton method applied to this equation is well-defined and the generated sequence is…
We study polyhedral approximations to the cone of nonnegative polynomials. We show that any constant ratio polyhedral approximation to the cone of nonnegative degree $2d$ forms in $n$ variables has to have exponentially many facets in terms…
We consider the second-order cone function (SOCF) $f: {\mathbb R}^n \to \mathbb R$ defined by $f(x)= c^T x + d -\|A x + b \|$. Every SOCF is concave. We give necessary and sufficient conditions for strict concavity of $f$. The parameters $A…
Let $C$ be a proper convex cone generated by a compact set which supports a measure $\mu$. A construction due to A.Barvinok, E.Veomett and J.B. Lasserre produces, using $\mu$, a sequence $(P_k)_{k\in \mathbb{N}}$ of nested spectrahedral…
In this paper, we propose new lower and upper bounds on the linear extension complexity of regular $n$-gons. Our bounds are based on the equivalence between the computation of (i) an extended formulation of size $r$ of a polytope $P$, and…
We provide convergent hierarchies for the cone C of copositive matrices and its dual, the cone of completely positive matrices. In both cases the corresponding hierarchy consists of nested spectrahedra and provide outer (resp. inner)…
This work studies external regret in sequential prediction games with both positive and negative payoffs. External regret measures the difference between the payoff obtained by the forecasting strategy and the payoff of the best action. In…
The aim of this paper is to study finite orthogonal polynomials on a cone of revolution and its surface. We define two classes of finite orthogonal polynomials on the solid cone and derive their corresponding differential equations and…
This short note extends a recent result (Bonifas et al, On sub-determinants and the diameter of polyhedra, Discrete Computational Geometry, 52, 2014) of an upper bound of the diameter of a convex polytope defined by an integer matrix to a…
A polyhedral approximation of a convex body can be calculated by solving approximately an associated multiobjective convex program (MOCP). An MOCP can be solved approximately by Benson type algorithms, which compute outer and inner…
To demonstrate the discrepancy between second-order cone and semidefinite programming, Hamza Fawzi showed that the cone S_+^3 of symmetric positive semidefinite matrices of size 3 is not second-order cone representable (socr). A slice of…
We consider the classical minimum and maximum cut problems: find a partition of vertices of a graph into two disjoint subsets that minimize or maximize the sum of the weights of edges with endpoints in different subsets. It is known that if…
In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…
We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed,…
In this paper, we study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed complementarity problem on the non-negative orthant. We…
Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…
Second-order necessary optimality conditions for nonlinear conic programming problems that depend on a single Lagrange multiplier are usually built under nondegeneracy and strict complementarity. In this paper we establish a condition of…