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This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…

Computational Engineering, Finance, and Science · Computer Science 2024-05-28 Maximilian Köhler , Timo Neumeier , Malte. A. Peter , Daniel Peterseim , Daniel Balzani

The split feasibility problem is to find an element in the intersection of a closed set $C$ and the linear preimage of another closed set $D$, assuming the projections onto $C$ and $D$ are easy to compute. This class of problems arises…

Optimization and Control · Mathematics 2020-11-05 Chen Chen , Ting Kei Pong , Lulin Tan , Liaoyuan Zeng

Analyzing the worst-case performance of deep neural networks against input perturbations amounts to solving a large-scale non-convex optimization problem, for which several past works have proposed convex relaxations as a promising…

Machine Learning · Computer Science 2022-07-11 Shaoru Chen , Eric Wong , J. Zico Kolter , Mahyar Fazlyab

This paper introduces a discrete relaxation for the class of combinatorial optimization problems which can be described by a set partitioning formulation under packing constraints. We present two combinatorial relaxations based on computing…

Data Structures and Algorithms · Computer Science 2022-08-30 Phillippe Samer , Evellyn Cavalcante , Sebastián Urrutia , Johan Oppen

We study the convex hulls of reachable sets of nonlinear systems with bounded disturbances and uncertain initial conditions. Reachable sets play a critical role in control, but remain notoriously challenging to compute, and existing…

Optimization and Control · Mathematics 2026-04-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

We present a new approach for modeling avoidance constraints in 2D environments, in which waypoints are assigned to obstacle-free polyhedral regions. Constraints of this form are often formulated as mixed-integer programming (MIP) problems…

Optimization and Control · Mathematics 2024-11-20 Raul Garcia , Illya V. Hicks , Joey Huchette

We study the generalization of split, k-branch split, and intersection cuts from Mixed Integer Linear Programming to the realm of Mixed Integer Nonlinear Programming. Constructing such cuts requires calculating the convex hull of the…

Optimization and Control · Mathematics 2014-06-12 Sina Modaresi , Mustafa R. Kılınç , Juan Pablo Vielma

An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…

Optimization and Control · Mathematics 2017-12-05 Joey Huchette , Juan Pablo Vielma

Let $P$ be a set of $n$ points in general position on the plane. A set of closed convex polygons with vertices in $P$, and with pairwise disjoint interiors is called a convex decomposition of $P$ if their union is the convex hull of $P$,…

Combinatorics · Mathematics 2019-09-16 Toshinori Sakai , Jorge Urrutia

Recent advances in the efficiency and robustness of algorithms solving convex quadratically constrained quadratic programming (QCQP) problems motivate developing techniques for creating convex quadratic relaxations that, although more…

Optimization and Control · Mathematics 2025-12-22 William R. Strahl , Arvind U. Raghunathan , Nikolaos V. Sahinidis , Chrysanthos E. Gounaris

Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work…

Optimization and Control · Mathematics 2021-06-17 Linchuan Wei , Andres Gomez , Simge Kucukyavuz

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 investigate relaxations for a class of discrete bilevel programs where the interaction constraints linking the leader and the follower are linear. Our approach reformulates the upper-level optimality constraints by projecting the…

Optimization and Control · Mathematics 2024-07-26 Leonardo Lozano , David Bergman , Andre Augusto Cire

Given a nonlinear, univariate, bounded, and differentiable function $f(x)$, this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of $f(x)$ and its…

Optimization and Control · Mathematics 2021-04-30 Kaarthik Sundar , Sujeevraja Sanjeevi , Harsha Nagarajan

This article presents an arithmetic, called superposition relaxation, for bracketing the graph of a multivariate factorable function on a compact domain between a pair of underestimating and overestimating functions that are both separable.…

Numerical Analysis · Mathematics 2026-05-12 Yanlin Zha , Mario Eduardo Villanueva , Boris Houska , Benoît Chachuat

We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…

Computer Vision and Pattern Recognition · Computer Science 2017-06-07 Paul Amayo , Pedro Pinies , Lina M. Paz , Paul Newman

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

In this paper we derive strong linear inequalities for sets of the form {(x, q) \in Rd \times R : q \geq Q(x), x \in Rd - int(P)}, where Q(x) : Rd \rightarrow R is a quadratic function, P \subset Rd and "int" denotes interior. Of particular…

Optimization and Control · Mathematics 2019-08-06 Daniel Bienstock , Alexander Michalka

We consider the nonconvex set $\mathcal S_n = \{(x,X,z): X = x x^T, \; x (1-z) =0,\; x \geq 0,\; z \in \{0,1\}^n\}$, which is closely related to the feasible region of several difficult nonconvex optimization problems such as the best…

Optimization and Control · Mathematics 2023-02-28 Antonio De Rosa , Aida Khajavirad

This paper introduces novel relaxation hierarchies for concavo-convex programs (CXP), a class of problems that includes disjoint bilinear programming (DBP) and concave minimization (CM) as special cases. At the core of these hierarchies is…

Optimization and Control · Mathematics 2025-12-01 Mohit Tawarmalani