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Rounding linear programs using techniques from discrepancy is a recent approach that has been very successful in certain settings. However this method also has some limitations when compared to approaches such as randomized and iterative…
In reaction path optimization, such as the calculation of a minimum energy path (MEP) between given reactant and product configurations of atoms, it is advantageous to start with an initial guess where close proximity of atoms is avoided…
We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…
We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…
We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via…
The use of quantum computing to accelerate complex optimization problems is a burgeoning research field. This paper applies Quantum Linear System Algorithms (QLSAs) to Newton systems within Interior Point Methods (IPMs) to take advantage of…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
We study optimal Multi-robot Path Planning (MPP) on graphs, in order to improve the efficiency of multi-robot system (MRS) in the warehouse-like environment. We propose a novel algorithm, OMRPP (One-way Multi-robot Path Planning) based on…
We consider structured minimization problems subject to smooth inequality constraints and present a flexible algorithm that combines interior point (IP) and proximal gradient schemes. While traditional IP methods cannot cope with nonsmooth…
In this paper, we introduce two novel parallel projection methods for finding a solution of a system of variational inequalities which is also a common fixed point of a family of (asymptotically) $\kappa$ - strict pseudocontractive…
In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite…
Overfitting and treatment of "small data" are among the most challenging problems in the machine learning (ML), when a relatively small data statistics size $T$ is not enough to provide a robust ML fit for a relatively large data feature…
The proximal point algorithm plays a central role in non-smooth convex programming. The Augmented Lagrangian Method, one of the most famous optimization algorithms, has been found to be closely related to the proximal point algorithm. Due…
In this paper, we focus on the relaxed proximal point algorithm (RPPA) for solving convex (possibly nonsmooth) optimization problems. We conduct a comprehensive study on three types of relaxation schedules: (i) constant schedule with…
Given a set of 2-dimensional (2-D) scattering points, which are usually obtained from the edge detection process, the aim of ellipse fitting is to construct an elliptic equation that best fits the collected observations. However, some of…
We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…
Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Physarum polycephalum inspired algorithm (PPA), also known as the Physarum Solver, has attracted great attention. By modelling real-world problems into a graph with network flow and adopting proper equations to calculate the distance…
Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…