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Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular…
A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…
Most existing methodologies of estimating low-rank matrices rely on Burer-Monteiro factorization, but these approaches can suffer from slow convergence, especially when dealing with solutions characterized by a large condition number,…
This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…
Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…
Several attempts to dampen the curse of dimensionnality problem of the Dynamic Programming approach for solving multistage optimization problems have been investigated. One popular way to address this issue is the Stochastic Dual Dynamic…
In this paper, we consider the maximum a posteriori (MAP) estimation for the multiple measurement vectors (MMV) problem with application to direction-of-arrival (DOA) estimation, which is classically formulated as a regularized…
We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…
Parameterized Sequential Decision Making (Para-SDM) framework models a wide array of network design applications spanning supply-chain, transportation, and sensor networks. These problems entail sequential multi-stage optimization…
In two-way time-of-arrival (TOA) systems, a user device (UD) obtains its position by round-trip communications to a number of anchor nodes (ANs) at known locations. The objective function of the maximum likelihood (ML) method for two-way…
This paper focuses on finite-time (FT) convergent distributed algorithms for solving time-varying (TV) distributed optimization (TVDO). The objective is to minimize the sum of local TV cost functions subject to the possible TV constraints…
This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…
We consider a multistage framework introduced recently where, given a time horizon t=1,2,...,T, the input is a sequence of instances of a (static) combinatorial optimization problem I_1,I_2,...,I_T, (one for each time step), and the goal is…
This paper formulates a semidefinite programming relaxation for a long horizon direct-torque finite-control-set model predictive control problem. In parallel with this relaxation, a conventional branch-and-bound algorithm tailored for the…
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
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…
Feature subset selection, as a special case of the general subset selection problem, has been the topic of a considerable number of studies due to the growing importance of data-mining applications. In the feature subset selection problem…
The fixed-horizon constrained Markov Decision Process (C-MDP) is a well-known model for planning in stochastic environments under operating constraints. Chance-Constrained MDP (CC-MDP) is a variant that allows bounding the probability of…