Related papers: Quadproj: a Python package for projecting onto qua…
We define quasiconvex programming, a form of generalized linear programming in which one seeks the point minimizing the pointwise maximum of a collection of quasiconvex functions. We survey algorithms for solving quasiconvex programs either…
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…
We address the problem of projecting a point onto a quadratic hypersurface, more specifically a central quadric. We show how this problem reduces to finding a given root of a scalar-valued nonlinear function. We completely characterize one…
We propose algorithms and software for computing projections onto the intersection of multiple convex and non-convex constraint sets. The software package, called SetIntersectionProjection, is intended for the regularization of inverse…
This paper considers a conceptual version of a convex optimization algorithm whic is based on replacing a convex optimization problem with the root-finding problem for the approximate sub-differential mapping which is solved by repeated…
Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…
A quadratically constrained quadratic programming problem is considered in a Hilbert space setting, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are provided to guarantee that the…
Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…
A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…
We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to…
In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…
This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this approach is provided by the basic result that bounded finite dimensional linear optimization…
The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is computationally demanding. In this work, we focus on…
Let a polyhedral convex set be given by a finite number of linear inequalities and consider the problem to project this set onto a subspace. This problem, called polyhedral projection problem, is shown to be equivalent to multiple objective…
We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…
In this article, we use the monotonic optimization approach to propose an outcome-space outer approximation by copolyblocks for solving strictly quasiconvex multiobjective programming problems and especially in the case that the objective…
Deep astronomical images are often constructed by digitially stacking many individual sub-exposures. Each sub-exposure is expected to show small differences in the positions of stars and other objects in the field, due to the movement of…
Vector optimization problems are a generalization of multiobjective optimization in which the preference order is related to an arbitrary closed and convex cone, rather than the nonnegative octant. Due to its real life applications, it is…
Convex optimizers have known many applications as differentiable layers within deep neural architectures. One application of these convex layers is to project points into a convex set. However, both forward and backward passes of these…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…