Related papers: A geodesic interior-point method for linear optimi…
We present a real-time algorithm that finds the Penetration Depth (PD) between general polygonal models based on iterative and local optimization techniques. Given an in-collision configuration of an object in configuration space, we find…
In this workshop, we discuss several algorithms for mathematical programs with equilibrium constraints (MPECs). The unifying theme is that MPECs are optimization problems whose feasible set contains a lower-level equilibrium system, often…
The state-of-the-art dimensionality reduction approaches largely rely on complicated optimization procedures. On the other hand, closed-form approaches requiring merely eigen-decomposition do not have enough sophistication and nonlinearity.…
We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of interest consists of outer and inner iterations. We show that,…
Semidefinite programs (SDPs) are powerful theoretical tools that have been studied for over two decades, but their practical use remains limited due to computational difficulties in solving large-scale, realistic-sized problems. In this…
Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
We study preconditioned proximal point methods for a class of saddle point problems, where the preconditioner decouples the overall proximal point method into an alternating primal--dual method. This is akin to the Chambolle--Pock method or…
We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…
We use the concept of barrier-based smoothing approximations introduced in [ C. B. Chua and Z. Li, A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones, SIOPT 23(2), 2010] to extend the non-interior…
Trajectory optimization is the core of modern model-based robotic control and motion planning. Existing trajectory optimizers, based on sequential quadratic programming (SQP) or differential dynamic programming (DDP), are often limited by…
In this paper, we develop an interior-point method for solving a class of convex optimization problems with time-varying objective and constraint functions. Using log-barrier penalty functions, we propose a continuous-time dynamical system…
Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…
In semidefinite programming (SDP), a number of pre-processing techniques have been developed including chordal-completion procedures, which reduce the dimension of individual constraints by exploiting sparsity therein, and facial reduction,…
An interior point method for the structural topology optimization is proposed. The linear systems arising in the method are solved by the conjugate gradient method preconditioned by geometric multigrid. The resulting method is then compared…
We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…
Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…
This paper introduces a novel inexact gradient descent method with momentum (IGDm) considered as a general framework for various first-order methods with momentum. This includes, in particular, the inexact proximal point method (IPPm),…
Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…
We propose a novel optimization algorithm for continuous functions using geodesics and contours under conformal mapping.The algorithm can find multiple optima by first following a geodesic curve to a local optimum then traveling to the next…