Related papers: A convex programming approach to solve posynomial …
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
This note wants to explain how to obtain meaningful pictures of (possibly high-dimensional) convex polytopes, triangulated manifolds, and other objects from the realm of geometric combinatorics such as tight spans of finite metric spaces…
Cooperative games are an important class of problems in game theory, where the goal is to distribute a value among a set of players who are allowed to cooperate by forming coalitions. An outcome of the game is given by an allocation vector…
We give a framework for constructing generically optimal homotopies for parametrized polynomial systems from tropical data. Here, generically optimal means that the number of paths tracked is equal to the generic number of solutions. We…
We prove a theorem computing the number of solutions to a system of equations which is generic subject to the sparsity conditions embodied in a graph. We apply this theorem to games obeying graphical models and to extensive-form games. We…
Let a polyhedral convex set be given by a finite number of linear inequalities and consider the problem to project this set onto a subspace. This problem, called polyhedral projection problem, is shown to be equivalent to multiple objective…
We consider the disjoint bilinear programming problem in which one of the disjoint subsets has the structure of an acute-angled polytope. An optimality criterion for such a problem is formulated and proved, and based on this, a polynomial…
This paper develops a correspondence relating convex hulls of fractional functions with those of polynomial functions over the same domain. Using this result, we develop a number of new reformulations and relaxations for fractional…
We show that several decision problems originating from max-plus or tropical convexity are equivalent to zero-sum two player game problems. In particular, we set up an equivalence between the external representation of tropical convex sets…
In this article, we use the monotonic optimization approach to propose an outcome-space outer approximation by copolyblocks for solving strictly quasiconvex multiobjective programming problems and especially in the case that the objective…
We revisit the coalition structure generation problem in which the goal is to partition the players into exhaustive and disjoint coalitions so as to maximize the social welfare. One of our key results is a general polynomial-time algorithm…
Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…
We develop a collection of numerical algorithms which connect ideas from polyhedral geometry and algebraic geometry. The first algorithm we develop functions as a numerical oracle for the Newton polytope of a hypersurface and is based on…
In this paper we first define a new kind of potential games, called coset weighted potential game, which is a generalized form of weighted potential game. Using semi-tensor product of matrices, an algebraic method is provided to verify…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
The tropical convex hull of a finite set of points in tropical projective space has a natural structure of a cellular free resolution. Therefore, methods from computational commutative algebra can be used to compute tropical convex hulls.…
We study sets defined as the intersection of a rank-1 constraint with different choices of linear side constraints. We identify different conditions on the linear side constraints, under which the convex hull of the rank-1 set is polyhedral…
In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…
Finding valid light paths that involve specular vertices in Monte Carlo rendering requires solving many non-linear, transcendental equations in high-dimensional space. Existing approaches heavily rely on Newton iterations in path space,…
Posynomials are nonnegative combinations of monomials with possibly fractional and both positive and negative exponents. Posynomial models are widely used in various engineering design endeavors, such as circuits, aerospace and structural…