Related papers: On the Simplex method for 0/1 polytopes
The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…
We construct a quasi-polynomial time deterministic approximation algorithm for computing the volume of an independent set polytope with restrictions. Randomized polynomial time approximation algorithms for computing the volume of a convex…
We consider a broad class of first-order optimization algorithms which are \emph{oblivious}, in the sense that their step sizes are scheduled regardless of the function under consideration, except for limited side-information such as…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
In this paper, we propose a new method based on the Sliding Algorithm from Lan(2016, 2019) for the convex composite optimization problem that includes two terms: smooth one and non-smooth one. Our method uses the stochastic noised…
We introduce a novel approach for analyzing the performance of first-order black-box optimization methods. We focus on smooth unconstrained convex minimization over the Euclidean space $R^d$. Our approach relies on the observation that by…
We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-accurate solution with probability at…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
Generalizing the simplex method, circuit augmentation schemes for linear programs follow circuit directions through the interior of the underlying polyhedron. Steepest-descent augmentation is especially promising, but an implementation of…
In this paper an asymptotic expansion of the global error on the stepsize for partitioned linear multistep methods is proved. This provides a tool to analyse the behaviour of these integrators with respect to error growth with time and…
In this paper we study a class of unconstrained and constrained bilevel optimization problems in which the lower level is a possibly nonsmooth convex optimization problem, while the upper level is a possibly nonconvex optimization problem.…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
We study the structure of the set of all possible affine hyperplane sections of a convex polytope. We present two different cell decompositions of this set, induced by hyperplane arrangements. Using our decomposition, we bound the number of…
This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…
We present a rigorous convergence analysis of a new method for density-based topology optimization that provides point-wise bound preserving design updates and faster convergence than other popular first-order topology optimization methods.…
Discrete gradient methods are geometric integration techniques that can preserve the dissipative structure of gradient flows. Due to the monotonic decay of the function values, they are well suited for general convex and nonconvex…
Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…
In Rothvo\ss{} it was shown that there exists a 0/1 polytope (a polytope whose vertices are in \{0,1\}^{n}) such that any higher-dimensional polytope projecting to it must have 2^{\Omega(n)} facets, i.e., its linear extension complexity is…