Related papers: A Method of Sequential Log-Convex Programming for …

Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural convex relaxation via the standard (Shor) semidefinite program…

This paper presents a spatial-based trajectory planning method for automated vehicles under actuator, obstacle avoidance, and vehicle dimension constraints. Starting from a nonlinear kinematic bicycle model, vehicle dynamics are transformed…

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the…

Implementing large-scale quantum circuits is one of the challenges of quantum computing. One of the central challenges of accurately modeling the architecture of these circuits is to schedule a quantum application and generate the layout…

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the…

Generalized Nash equilibrium problems (GNEPs) arise in various applications where multiple players minimize individual cost functions subject to coupled constraints. A relatively unexplored approach to solving such problems is via a…

Structural and Positional Encodings can significantly improve the performance of Graph Neural Networks in downstream tasks. Recent literature has begun to systematically investigate differences in the structural properties that these…

We consider a degenerate nonsmooth and nonconvex optimization problem for which the standard constraint qualification such as the generalized Mangasarian Fromovitz constraint qualification (GMFCQ) may not hold. We use smoothing functions…

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

In this paper we introduce disciplined convex-concave programming (DCCP), which combines the ideas of disciplined convex programming (DCP) with convex-concave programming (CCP). Convex-concave programming is an organized heuristic for…

In geostatistics, the design for data collection is central for accurate prediction and parameter inference. One important class of geostatistical models is log-Gaussian Cox process (LGCP) which is used extensively, for example, in ecology.…

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

Convex relaxation methods have been studied and used extensively to obtain an optimal solution to the optimal power flow (OPF) problem. Meanwhile, convex relaxed power flow equations are also prerequisites for efficiently solving a wide…

In this paper we propose the Graduated NonConvexity and Graduated Concavity Procedure (GNCGCP) as a general optimization framework to approximately solve the combinatorial optimization problems on the set of partial permutation matrices.…

System Level Synthesis (SLS) parametrization facilitates controller synthesis for large, complex, and distributed systems by incorporating system level constraints (SLCs) into a convex SLS problem and mapping its solution to stable…

In this study we introduce a new method to solve the Dynamics Facility Layout Problems (DFLPs). To represent each layout, we use the slicing tree method integrated with our proposed heuristic to obtain promising initial solutions. Then, we…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

In this paper, we consider a class of nonconvex complex quadratic programming (CQP) problems, which find a broad spectrum of signal processing applications. By using the polar coordinate representations of the complex variables, we first…

We propose DiscoverDCP, a data-driven framework that integrates symbolic regression with the rule sets of Disciplined Convex Programming (DCP) to perform system identification. By enforcing that all discovered candidate model expressions…

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the…