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We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…
In this paper, we propose a Feasible Sequential Linear Programming (FSLP) algorithm applied to time-optimal control problems (TOCP) obtained through direct multiple shooting discretization. This method is motivated by TOCP with nonlinear…
The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…
Starting from a classic financial optimization problem, we first propose a cutting plane algorithm for this problem. Then we use spectral decomposition to tranform the problem into an equivalent D.C. programming problem, and the…
This paper studies how to compute global minimizers of the cubic-quartic regularization (CQR) problem \[ \min_{s \in \mathbb{R}^n} \quad f_0+g^Ts+\frac{1}{2}s^THs+\frac{\beta}{6} \| s \|^3+\frac{\sigma}{4} \| s \|^4, \] where $f_0$ is a…
The Multi-Criteria Test Suite Minimization (MCTSM) problem aims to remove redundant test cases, guided by adequacy criteria such as code coverage or fault detection capability. However, current techniques either exhibit a high loss of fault…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…
In this paper, we propose an efficient semidefinite programming (SDP) approach to worst-case linear discriminant analysis (WLDA). Compared with the traditional LDA, WLDA considers the dimensionality reduction problem from the worst-case…
Nowadays, Non-Linear Least-Squares embodies the foundation of many Robotics and Computer Vision systems. The research community deeply investigated this topic in the last years, and this resulted in the development of several open-source…
There are many applications of graph cuts in computer vision, e.g. segmentation. We present a novel method to reformulate the NP-hard, k-way graph partitioning problem as an approximate minimal s-t graph cut problem, for which a globally…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…
Feasible path algorithms have been widely used for process optimisation due to its good convergence. The sequential quadratic programming (SQP) algorithm is usually used to drive the feasible path algorithms towards optimality. However,…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…
We introduce a new technique to optimize a linear cost function subject to a one-dimensional affine homogeneous quadratic integral inequality, i.e., the requirement that a homogeneous quadratic integral functional, affine in the…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system…