Related papers: A note on quadratic constraints with indicator var…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
It is well-known that the McCormick relaxation for the bilinear constraint $z=xy$ gives the convex hull over the box domains for $x$ and $y$. In network applications where the domain of bilinear variables is described by a network polytope,…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
We consider a general conic mixed-binary set where each homogeneous conic constraint $j$ involves an affine function of independent continuous variables and an epigraph variable associated with a nonnegative function, $f_j$, of common…
A number of results related to statistical classification on convex sets are presented. In particular, the focus is on the case where some of the covariates in the data and observation being classified can be missing. The form of the…
A programming tactic involving polyhedra is reported that has been widely applied in the polyhedral analysis of (constraint) logic programs. The method enables the computations of convex hulls that are required for polyhedral analysis to be…
We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…
We consider mixed-integer quadratic optimization problems with banded matrices and indicator variables. These problems arise pervasively in statistical inference problems with time-series data, where the banded matrix captures the temporal…
A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack…
Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through…
Seeking the convex hull of an object is a very fundamental problem arising from various tasks. In this work, we propose two variational convex hull models using level set representation for 2-dimensional data. The first one is an exact…
Arithmetic automata recognize infinite words of digits denoting decompositions of real and integer vectors. These automata are known expressive and efficient enough to represent the whole set of solutions of complex linear constraints…
We study a mixed integer linear program with m integer variables and k non-negative continuous variables in the form of the relaxation of the corner polyhedron that was introduced by Andersen, Louveaux, Weismantel and Wolsey [Inequalities…
We study a special class of non-convex quadratic programs subject to two (possibly indefinite) quadratic constraints when the level sets of the constraint functions are {\it not} arranged {\it alternatively.} It is shown in the paper that…
This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…
We consider the bipartite boolean quadric polytope (BQP) with multiple-choice constraints and analyse its combinatorial properties. The well-studied BQP is defined as the convex hull of all quadric incidence vectors over a bipartite graph.…
Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…