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This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

We present two parallel optimization algorithms for a convex function $f$. The first algorithm optimizes over linear inequality constraints in a Hilbert space, $\mathbb H$, and the second over a non convex polyhedron in $\mathbb R^n$. The…

Optimization and Control · Mathematics 2025-10-22 E. Dov Neimand , Serban Sabau

In this paper, we study a constrained utility maximization problem following the convex duality approach. After formulating the primal and dual problems, we construct the necessary and sufficient conditions for both the primal and dual…

Mathematical Finance · Quantitative Finance 2016-12-15 Yusong Li , Harry Zheng

In this paper, we consider a special class of nonlinear optimal control problems, where the control variables are box-constrained and the objective functional is strongly convex corresponding to control variables and separable with respect…

Optimization and Control · Mathematics 2022-01-20 Hailing Wang , Di Wu , Changjun Yu

In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…

Optimization and Control · Mathematics 2024-04-30 Marc Goerigk , Mohammad Khosravi

We construct a convergent family of outer approximations for the problem of optimizing polynomial functions over convex bodies subject to polynomial constraints. This is achieved by generalizing the polarization hierarchy, which has…

Optimization and Control · Mathematics 2024-06-17 Martin Plávala , Laurens T. Ligthart , David Gross

A subset of Q^n is called semilinear (or piecewise linear) if it is Boolean combination of linear half-spaces. We study the computational complexity of the constraint satisfaction problem (CSP) over the rationals when all the constraints…

Computational Complexity · Computer Science 2018-10-30 Manuel Bodirsky , Marcello Mamino

We consider the problem of maximizing a non-monotone DR-submodular function subject to a cardinality constraint. Diminishing returns (DR) submodularity is a generalization of the diminishing returns property for functions defined over the…

Data Structures and Algorithms · Computer Science 2017-09-05 Ali Khodabakhsh , Evdokia Nikolova

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global…

Optimization and Control · Mathematics 2019-03-14 Amir Ali Ahmadi , Georgina Hall

Numerical tools for constraints solving are a cornerstone to control verification problems. This is evident by the plethora of research that uses tools like linear and convex programming for the design of control systems. Nevertheless, the…

Optimization and Control · Mathematics 2021-01-13 Wael Fatnassi , Yasser Shoukry

A new primal-dual algorithm is presented for solving a class of non-convex minimization problems. This algorithm is based on canonical duality theory such that the original non-convex minimization problem is first reformulated as a…

Numerical Analysis · Computer Science 2013-01-01 Changzhi Wu , Chaojie Li , David Yang Gao

We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe , Robert Weismantel

We consider the bipartite boolean quadric polytope (BQP) with multiple-choice constraints and analyse its combinatorial properties. The well-studied BQP is defined as the convex hull of all quadric incidence vectors over a bipartite graph.…

Optimization and Control · Mathematics 2020-09-25 Andreas Bärmann , Alexander Martin , Oskar Schneider

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

We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…

Optimization and Control · Mathematics 2019-06-21 Jelena Diakonikolas , Cristóbal Guzmán

In this work, we study the problem of scheduling a maximal set of transmitters subjected to an interference constraint across all the nodes. Given a set of nodes, the problem reduces to finding the maximum cardinality of a subset of nodes…

Information Theory · Computer Science 2016-11-01 Rakshith Jagannath , Radha Krishna Ganti , Neelesh S Upadhye

We study the classic Max-Cut problem under multiple cardinality constraints, which we refer to as the Constrained Max-Cut problem. Given a graph $G=(V, E)$, a partition of the vertices into $c$ disjoint parts $V_1, \ldots, V_c$, and…

Data Structures and Algorithms · Computer Science 2025-07-18 Yury Makarychev , Madhusudhan Reddy Pittu , Ali Vakilian

We study some systems of polynomials whose support lies in the convex hull of a circuit, giving a sharp upper bound for their numbers of real solutions. This upper bound is non-trivial in that it is smaller than either the Kouchnirenko or…

Algebraic Geometry · Mathematics 2010-03-29 Benoit Bertrand , Frederic Bihan , Frank Sottile

We complete the complexity classification by degree of minimizing a polynomial over the integer points in a polyhedron in $\mathbb{R}^2$. Previous work shows that optimizing a quadratic polynomial over the integer points in a polyhedral…

Optimization and Control · Mathematics 2015-05-07 Alberto Del Pia , Robert Hildebrand , Robert Weismantel , Kevin Zemmer

This paper considers the minimization of a continuously differentiable function over a cardinality constraint. We focus on smooth and relatively smooth functions. These smoothness criteria result in new descent lemmas. Based on the new…

Optimization and Control · Mathematics 2024-09-26 Fatih Selim Aktas , Mustafa Celebi Pinar