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We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…

Optimization and Control · Mathematics 2021-12-07 Roman Pogodin , Mikhail Krechetov , Yury Maximov

We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization (QDSFM), which allows to model a number of learning tasks on graphs and hypergraphs. The problem exhibits close ties to…

Machine Learning · Computer Science 2020-10-27 Pan Li , Niao He , Olgica Milenkovic

We introduce the \emph{submodular objectives chasing problem}, which generalizes many natural and previously-studied problems: a sequence of constrained submodular maximization problems is revealed over time, with both the objective and…

Data Structures and Algorithms · Computer Science 2025-11-18 Niv Buchbinder , Joseph , Naor , David Wajc

A classical approach for obtaining valid inequalities for a set involves weighted aggregations of the inequalities that describe such set. When the set is described by linear inequalities, thanks to the Farkas lemma, we know that every…

Optimization and Control · Mathematics 2021-06-25 Santanu S. Dey , Gonzalo Munoz , Felipe Serrano

A set function can be extended to the unit cube in various ways; the correlation gap measures the ratio between two natural extensions. This quantity has been identified as the performance guarantee in a range of approximation algorithms…

Optimization and Control · Mathematics 2024-06-24 Edin Husić , Zhuan Khye Koh , Georg Loho , László A. Végh

This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Ramtin Madani

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role,…

Machine Learning · Computer Science 2010-11-17 Francis Bach

Unsupervised rank aggregation on score-based permutations, which is widely used in many applications, has not been deeply explored yet. This work studies the use of submodular optimization for rank aggregation on score-based permutations in…

Machine Learning · Computer Science 2017-09-08 Jun Qi , Xu Liu , Javier Tejedor , Shunsuke Kamijo

This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…

Optimization and Control · Mathematics 2024-04-15 Aaresh Bhathena , Salar Fattahi , Andrés Gómez , Simge Küçükyavuz

In this paper, we study the polyhedral structure of an integrated minimum-up/-down time and ramping polytope, which has broad applications in variant industries. The polytope we studied includes minimum-up/-down time, generation…

Optimization and Control · Mathematics 2016-04-11 Kai Pan , Yongpei Guan

We derive a closed form description of the convex hull of mixed-integer bilinear covering set with bounds on the integer variables. This convex hull description is determined by considering some orthogonal disjunctive sets defined in a…

Optimization and Control · Mathematics 2019-03-05 Hamidur Rahman , Ashutosh Mahajan

We present a geometrical analysis on the completely positive programming reformulation of quadratic optimization problems and its extension to polynomial optimization problems with a class of geometrically defined nonconvex conic programs…

Optimization and Control · Mathematics 2019-01-09 Sunyoung Kim , Masakazu Kojima , Kim-Chuan Toh

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

We consider the problem of characterizing the convex hull of the graph of a bilinear function $f$ on the $n$-dimensional unit cube $[0,1]^n$. Extended formulations for this convex hull are obtained by taking subsets of the facets of the…

Optimization and Control · Mathematics 2020-02-18 Akshay Gupte , Thomas Kalinowski , Fabian Rigterink , Hamish Waterer

In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…

Optimization and Control · Mathematics 2020-06-18 Assalé Adjé

We propose an exact iterative algorithm for minimization of a class of continuous cell-wise linear convex functions on a hyperplane arrangement. Our particular setup is motivated by evaluation of so-called rank estimators used in robust…

Optimization and Control · Mathematics 2020-01-01 Michal Černý , Milan Hladík , Miroslav Rada

In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…

Machine Learning · Computer Science 2020-02-11 Ashwinkumar Badanidiyuru , Amin Karbasi , Ehsan Kazemi , Jan Vondrak

We develop a framework for the distributed minimization of submodular functions. Submodular functions are a discrete analog of convex functions and are extensively used in large-scale combinatorial optimization problems. While there has…

Optimization and Control · Mathematics 2018-01-23 Hassan Jaleel , Jeff Shamma

This paper bridges discrete and continuous optimization approaches for decomposable submodular function minimization, in both the standard and parametric settings. We provide improved running times for this problem by reducing it to a…

Data Structures and Algorithms · Computer Science 2021-03-08 Kyriakos Axiotis , Adam Karczmarz , Anish Mukherjee , Piotr Sankowski , Adrian Vladu
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