Related papers: Condensed interior-point methods: porting reduced-…
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…
Linear Model Predictive Control (MPC) is a widely used method to control systems with linear dynamics. Efficient interior-point methods have been proposed which leverage the block diagonal structure of the quadratic program (QP) resulting…
Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…
This work introduces MADS-PIP, an efficient framework that integrates a penalty-interior point strategy into the mesh adaptive direct search (MADS) algorithm for solving nonsmooth blackbox optimization problems with general inequality and…
A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…
Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…
The exponential growth of computational workloads is surpassing the capabilities of conventional architectures, which are constrained by fundamental limits. In-memory computing (IMC) with RRAM provides a promising alternative by providing…
Fluid simulations are often performed using the incompressible Navier-Stokes equations (INSE), leading to sparse linear systems which are difficult to solve efficiently in parallel. Recently, kinetic methods based on the…
Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
The amount of data processed in the cloud, the development of Internet-of-Things (IoT) applications, and growing data privacy concerns force the transition from cloud-based to edge-based processing. Limited energy and computational…
The DC network security constraints have been extensively studied in numerous power system problems, such as optimal power flow (OPF), security-constrained economic dispatch (SCED), and security-constrained unit commitment (SCUC). Linear…
Performance indicators are essential tools for assessing the convergence behavior of multi-objective optimization algorithms, particularly when the true Pareto front is unknown or difficult to approximate. Classical reference-based metrics…
In Robotics, especially in this era of autonomous driving, mapping is one key ability of a robot to be able to navigate through an environment, localize on it and analyze its traversability. To allow for real-time execution on constrained…
PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints with a sparsity-promoting $\rm L^1$ term within the objective…
Intensity-modulated proton therapy (IMPT) offers superior dose conformity with reduced exposure to surrounding healthy tissues compared to conventional photon therapy. Improving IMPT delivery efficiency reduces motion-related uncertainties,…
This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is…
The computational power of High-Performance Computing (HPC) systems is constantly increasing, however, their input/output (IO) performance grows relatively slowly, and their storage capacity is also limited. This unbalance presents…
Quantum Relative Entropy (QRE) programming is a recently popular and challenging class of convex optimization problems with significant applications in quantum computing and quantum information theory. We are interested in modern interior…
Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…