Related papers: Strong Partitioning and a Machine Learning Approxi…
We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that…
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…
In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
This paper investigates a new class of non-convex optimization, which provides a unified framework for linear precoding in single/multi-user multiple-input multiple-output (MIMO) channels with arbitrary input distributions. The new…
Multi-Chip-Modules (MCMs) reduce the design and fabrication cost of machine learning (ML) accelerators while delivering performance and energy efficiency on par with a monolithic large chip. However, ML compilers targeting MCMs need to…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
This thesis focuses on the intersection of mathematical and computational optimization and quantum information. Main contributions are open-source software code: A hybrid approach mixing "traditional" nonconvex and convex methods can make…
We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic…
Max-cut, clustering, and many other partitioning problems that are of significant importance to machine learning and other scientific fields are NP-hard, a reality that has motivated researchers to develop a wealth of approximation…
In this paper, we consider the multiple probabilistic covering location problem (MPCLP), which attempts to open a fixed number of facilities to maximize the total covered customer demand under a joint probabilistic coverage setting. We…
We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved. These methods face two persistent challenges:…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…
Sequential Quadratic Programming (SQP) is a powerful class of algorithms for solving nonlinear optimization problems. Local convergence of SQP algorithms is guaranteed when the Hessian approximation used in each Quadratic Programming…
This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…
We study the Heilbronn triangle problem, which involves placing n points in the unit square such that the minimum area of any triangle formed by these points is maximized. A straightforward maximin formulation of this problem is highly…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…