Related papers: On Semidefinite Representations of Second-order Co…
Online optimization covers problems such as online resource allocation, online bipartite matching, adwords (a central problem in e-commerce and advertising), and adwords with separable concave returns. We analyze the worst case competitive…
We consider sensitivity of a semidefinite program under perturbations in the case that the primal problem is strictly feasible and the dual problem is weakly feasible. When the coefficient matrices are perturbed, the optimal values can…
A natural generalization of the recognition problem for a geometric graph class is the problem of extending a representation of a subgraph to a representation of the whole graph. A related problem is to find representations for multiple…
In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…
A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…
Shape constraints, such as non-negativity, monotonicity, convexity or supermodularity, play a key role in various applications of machine learning and statistics. However, incorporating this side information into predictive models in a hard…
Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…
Reliable watermarking of panoramic imagery is fundamentally challenged by arbitrary 3D rotations. As panoramas are defined on the sphere, they naturally transform under the action of $SO(3)$, rendering conventional planar representations…
Optimization problems that involve topology optimization in scenarios with large scale outages, such as post-disaster restoration or public safety power shutoff planning, are very challenging to solve. Using simple power flow…
Recently dictionary screening has been proposed as an effective way to improve the computational efficiency of solving the lasso problem, which is one of the most commonly used method for learning sparse representations. To address today's…
We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…
Local superlinear convergence of the semismooth Newton method usually necessitates assumptions on the uniform invertibility of the utilized, generalized Jacobian matrices, such as, e.g., BD- or CD-regularity. For certain composite-type…
The worst-case robust adaptive beamforming problem for general-rank signal model is considered. Its formulation is to maximize the worst-case signal-to-interference-plus-noise ratio (SINR), incorporating a positive semidefinite constraint…
In this paper, we introduce a primal-dual algorithmic framework for solving Symmetric Cone Programs (SCPs), a versatile optimization model that unifies and extends Linear, Second-Order Cone (SOCP), and Semidefinite Programming (SDP). Our…
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…
We combine integer linear programming and recent advances in Monadic Second-Order model checking to obtain two new algorithmic meta-theorems for graphs of bounded vertex-cover. The first shows that cardMSO1, an extension of the well-known…
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…
We study piecewise affine policies for multi-stage adjustable robust optimization (ARO) problems with non-negative right-hand side uncertainty. First, we construct new dominating uncertainty sets and show how a multi-stage ARO problem can…
Most numerical methods for conic problems use the homogenous primal-dual embedding, which yields a primal-dual solution or a certificate establishing primal or dual infeasibility. Following Patrinos (and others, 2018), we express the…
The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…