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In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…

Information Theory · Computer Science 2018-10-17 Andrea Pizzo , Alessio Zappone , Luca Sanguinetti

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…

Optimization and Control · Mathematics 2019-09-18 Olivier Massicot , Jakub Marecek

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

This paper focuses on the resolution of infinite-dimensional Toeplitz Block LMIs, which are frequently encountered in the context of stability analysis and control design problems formulated in the harmonic framework. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-05-10 Flora Vernerey , Pierre Riedinger , Jamal Daafouz

Mathematical programs with or-constraints form a new class of disjunctive optimization problems with inherent practical relevance. In this paper, we provide a comparison of three different first-order methods for the numerical treatment of…

Optimization and Control · Mathematics 2019-05-07 Patrick Mehlitz

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh

A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…

Optimization and Control · Mathematics 2018-04-23 Daria Ghilli , Karl Kunisch

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

This manuscript describes the notions of blocker and interdiction applied to well-known optimization problems. The main interest of these two concepts is the capability to analyze the existence of a combinatorial structure after some…

Discrete Mathematics · Computer Science 2024-12-12 Sébastien Martin

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Junbin Liu , Ya Liu , Wing-Kin Ma , Mingjie Shao , Anthony Man-Cho So

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

Machine Learning · Computer Science 2017-07-31 Francis Bach

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…

Optimization and Control · Mathematics 2019-09-13 Sergey Karpukhin

In this paper we study the truncated matrix trigonometric moment problem. We obtained a bijective parameterization of all solutions of this moment problem (both in nondegenerate and degenerate cases) via an operator approach. We use…

Functional Analysis · Mathematics 2010-12-08 Sergey M. Zagorodnyuk

The maximum hands-off control is the optimal solution to the L0 optimal control problem. It has the minimum support length among all feasible control inputs. To avoid computational difficulties arising from its combinatorial nature, the…

Optimization and Control · Mathematics 2024-02-19 Takuya Ikeda

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li