Related papers: Piecewise Polyhedral Formulations for a Multilinea…
This thesis settles a number of questions related to computational complexity and algebraic, semidefinite programming based relaxations in optimization and control.
The reformulation-linearization technique (RLT) is a prominent approach to constructing tight linear relaxations of non-convex continuous and mixed-integer optimization problems. The goal of this paper is to extend the applicability and…
Mixed Binary Quadratic Programs (MBQPs) are an important and complex set of problems in combinatorial optimization. As solving large-scale combinatorial optimization problems is challenging, primal heuristics have been developed to quickly…
Hardware architectures and machine learning (ML) libraries evolve rapidly. Traditional compilers often fail to generate high-performance code across the spectrum of new hardware offerings. To mitigate, engineers develop hand-tuned kernels…
Polyhedral compilers can perform complex loop optimizations that improve parallelism and cache behaviour of loops in the input program. These transformations result in significant performance gains on modern processors which have large…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…
We study the problem of synthesizing polyhedral Lyapunov functions for hybrid linear systems. Such functions are defined as convex piecewise linear functions, with a finite number of pieces. We first prove that deciding whether there exists…
The thermal unit commitment (UC) problem has historically been formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale systems. The tighter characteristic reduces the…
This paper studies, for the first time, a bilevel polynomial program whose constraints involve uncertain linear constraints and another uncertain linear optimization problem. In the case of box data uncertainty, we present a sum of squares…
Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and…
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer…
Numerical tools for constraints solving are a cornerstone to control verification problems. This is evident by the plethora of research that uses tools like linear and convex programming for the design of control systems. Nevertheless, the…
An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…
We consider the problem of minimizing the makespan on batch processing identical machines, subject to compatibility constraints, where two jobs are compatible if they can be processed simultaneously in a same batch. These constraints are…
We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…
This work focuses on support vector machine (SVM) with feature selection. A MILP formulation is proposed for the problem. The choice of suitable features to construct the separating hyperplanes has been modelled in this formulation by…
This paper proposes tight semidefinite relaxations for polynomial optimization. The optimality conditions are investigated. We show that generally Lagrange multipliers can be expressed as polynomial functions in decision variables over the…
We present a physics-informed machine learning (PIML) scheme for the feedback linearization of nonlinear discrete-time dynamical systems. The PIML finds the nonlinear transformation law, thus ensuring stability via pole placement, in one…
In this paper we consider the problem of learning a regression function without assuming its functional form. This problem is referred to as symbolic regression. An expression tree is typically used to represent a solution function, which…