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This paper tackles the challenging problem of finding global optimal solutions for two-stage stochastic programs with continuous decision variables and nonconvex recourse functions. We introduce a two-phase approach. The first phase…

Optimization and Control · Mathematics 2024-05-29 Suhan Zhong , Ying Cui , Jiawang Nie

Packing problems are an important class of optimization problems. The probably most well-known problem if this type is knapsack and many generalizations of it have been studied in the literature like Two-dimensional Geometric Knapsack…

Data Structures and Algorithms · Computer Science 2019-11-26 Tobias Mömke , Andreas Wiese

In recent years, the nuclear norm minimization (NNM) problem has been attracting much attention in computer vision and machine learning. The NNM problem is capitalized on its convexity and it can be solved efficiently. The standard nuclear…

Computer Vision and Pattern Recognition · Computer Science 2014-05-26 Qi Xie , Deyu Meng , Shuhang Gu , Lei Zhang , Wangmeng Zuo , Xiangchu Feng , Zongben Xu

We study a quadratic nonseparable resource allocation problem that arises in the area of decentralized energy management (DEM), where unbalance in electricity networks has to be minimized. In this problem, the given resource is allocated…

Optimization and Control · Mathematics 2023-02-28 Martijn H. H. Schoot Uiterkamp , Marco E. T. Gerards , Johann L. Hurink

We consider the following shared-resource scheduling problem: Given a set of jobs $J$, for each $j\in J$ we must schedule a job-specific processing volume of $v_j>0$. A total resource of $1$ is available at any time. Jobs have a resource…

Data Structures and Algorithms · Computer Science 2023-10-11 Christoph Damerius , Peter Kling , Florian Schneider

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

Optimization and Control · Mathematics 2022-08-26 Victor Magron , Jie Wang

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers in an online setting is often intractable for…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-15 Deepak Narayanan , Fiodar Kazhamiaka , Firas Abuzaid , Peter Kraft , Matei Zaharia

We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…

Optimization and Control · Mathematics 2021-03-24 Fernando Mário de Oliveira Filho , Frank Vallentin

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Topology optimization has matured to become a powerful engineering design tool that is capable of designing extraordinary structures and materials taking into account various physical phenomena. Despite the method's great advancements in…

Computational Engineering, Finance, and Science · Computer Science 2024-10-29 Anna Dalklint , Rasmus E. Christiansen , Ole Sigmund

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

In this Rapid Communication we investigate spatially constrained networks that realize optimal synchronization properties. After arguing that spatial constraints can be imposed by limiting the amount of `wire' available to connect nodes…

Adaptation and Self-Organizing Systems · Physics 2015-05-18 Markus Brede

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

Systems and Control · Computer Science 2019-05-01 Seungjoon Lee , Hyungbo Shim

We consider the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported. In the optimal capacity reservation problem, we choose the reserved link capacities to minimize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-03 Nicholas Moehle , Xinyue Shen , Zhi-Quan Luo , Stephen Boyd

Pareto-optimality plays a central role in evaluating the efficiency of solutions to allocation problems, such as house allocation, school choice, and kidney exchange. We introduce a general linear programming problem subject to…

Optimization and Control · Mathematics 2025-09-23 Bart van Rossum , Twan Dollevoet

We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of…

Optimization and Control · Mathematics 2021-01-05 Sikun Xu , Ruoyi Ma , Daniel K. Molzahn , Hassan Hijazi , Cédric Josz

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

Nonconvex optimization problems with an L1-constraint are ubiquitous, and are found in many application domains including: optimal control of hybrid systems, machine learning and statistics, and operations research. This paper shows that…

Optimization and Control · Mathematics 2017-09-27 Yonatan Mintz , Anil Aswani

We consider a realistic decentralized setup with bandwidth-constrained communication and derive optimal time complexities for non-convex stochastic parallel and asynchronous optimization (up to logarithmic factors). We develop the…

Optimization and Control · Mathematics 2026-03-24 Alexander Tyurin