Related papers: Branch-and-Bound Performance Estimation Programmin…
We provide several algorithms for constrained optimization of a large class of convex problems, including softmax, $\ell_p$ regression, and logistic regression. Central to our approach is the notion of width reduction, a technique which has…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Optimal power flow (OPF) is an important problem in the operation of electric power systems. Due to the OPF problem's non-convexity, there may exist multiple local optima. Certifiably obtaining the global solution is important for certain…
Multi-Objective Mixed-Integer Non-Linear Programming problems (MO-MINLPs) appear in several real-world applications, especially in the mechanical engineering field. To determine a good approximated Pareto front for this type of problems, we…
Branch and bound algorithms have been developed for reliability analysis of coherent systems. They exhibit a set of advantages; in particular, they can find a computationally efficient representation of a system failure or survival event,…
We propose a variant of consensus-based optimization (CBO) algorithms, controlled-CBO, which introduces a feedback control term to improve convergence towards global minimizers of non-convex functions in multiple dimensions. The feedback…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
In this paper, we investigate a class of non-convex sum-of-ratios programs relevant to decision-making in key areas such as product assortment and pricing, and facility location and cost planning. These optimization problems, characterized…
Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…
In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem…
Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…
We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…
Electronic phased-array radars offer new possibilities for radar search pattern optimization by using bi-dimensional beam-forming and beam-steering. Radar search pattern optimization can be approximated as a set cover problem and solved…
This paper presents a piecewise convexification method to approximate the whole approximate optimal solution set of non-convex optimization problems with box constraints. In the process of box division, we first classify the sub-boxes and…
Recent work has shown that it is possible to train deep neural networks that are provably robust to norm-bounded adversarial perturbations. Most of these methods are based on minimizing an upper bound on the worst-case loss over all…
State-of-the-art neural network (NN) verifiers demonstrate that applying the branch-and-bound (BaB) procedure with fast bounding techniques plays a key role in tackling many challenging verification properties. In this work, we introduce…
Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…
We present a method to find globally optimal topology and trajectory jointly for planar linkages. Planar linkage structures can generate complex end-effector trajectories using only a single rotational actuator, which is very useful in…
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…
The unconstrained binary quadratic programming (UBQP) problem is a class of problems of significant importance in many practical applications, such as in combinatorial optimization, circuit design, and other fields. The positive…