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This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…

Optimization and Control · Mathematics 2024-01-02 Giuseppe Savaré , Giacomo Enrico Sodini

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

This article considers nonconvex global optimization problems subject to uncertainties described by continuous random variables. Such problems arise in chemical process design, renewable energy systems, stochastic model predictive control,…

Optimization and Control · Mathematics 2017-09-27 Yuanxun Shao , Joseph Kirk Scott

Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function. These methods provide successful ways to solve partial…

Numerical Analysis · Mathematics 2020-03-24 Shev MacNamara , William McLean , Kevin Burrage

This paper investigates the problem of efficient computation of physically consistent multi-contact behaviors. Recent work showed that under mild assumptions, the problem could be decomposed into simpler kinematic and centroidal dynamic…

Robotics · Computer Science 2021-02-19 Brahayam Ponton , Majid Khadiv , Avadesh Meduri , Ludovic Righetti

We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To…

Robotics · Computer Science 2025-04-29 Tobia Marcucci , Mathew Halm , Will Yang , Dongchan Lee , Andrew D. Marchese

Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…

Optimization and Control · Mathematics 2023-04-10 Alexander Rogozin , Anton Novitskii , Alexander Gasnikov

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

We prove results on existence and uniqueness of solutions of a system of equations modeling the evolution of a generalized bioconvective flow. The mathematical model considered in the present work describes the convective motion generated…

Analysis of PDEs · Mathematics 2024-02-26 J. L. Boldrini , B. Climent-Ezquerra , M. A. Rojas-Medar , M. D. Rojas-Medar

We present a novel algorithm -- convex natural evolutionary strategies (CoNES) -- for optimizing high-dimensional blackbox functions by leveraging tools from convex optimization and information geometry. CoNES is formulated as an…

Machine Learning · Computer Science 2020-07-21 Sushant Veer , Anirudha Majumdar

In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…

Optimization and Control · Mathematics 2024-01-22 Jalal Fadili , Tran T. A. Nghia , Duy Nhat Phan

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…

Optimization and Control · Mathematics 2019-11-20 Danylo Malyuta , Michael Szmuk , Behcet Acikmese

Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation…

Machine Learning · Statistics 2016-10-31 Mohammad Gheshlaghi Azar , Eva Dyer , Konrad Kording

Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such that the problem becomes solvable? In this paper, we address…

Optimization and Control · Mathematics 2020-01-30 Shane Barratt , Guillermo Angeris , Stephen Boyd

This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations…

Optimization and Control · Mathematics 2016-11-18 Steven H. Low

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet