Related papers: Improved Rank-One-Based Relaxations and Bound Tigh…

This paper presents a piecewise convexification method to approximate the whole approximate optimal solution set of non-convex optimization problems with box constraints. In the process of box division, we first classify the sub-boxes and…

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…

Compressing neural nets is an active research problem, given the large size of state-of-the-art nets for tasks such as object recognition, and the computational limits imposed by mobile devices. We give a general formulation of model…

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…

On solving a convex-concave bilinear saddle-point problem (SPP), there have been many works studying the complexity results of first-order methods. These results are all about upper complexity bounds, which can determine at most how many…

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Low-rank tensor completion problem aims to recover a tensor from limited observations, which has many real-world applications. Due to the easy optimization, the convex overlapping nuclear norm has been popularly used for tensor completion.…

This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…

This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its…

We study a submodular maximization problem motivated by applications in online retail. A platform displays a list of products to a user in response to a search query. The user inspects the first $k$ items in the list for a $k$ chosen at…

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank…

In this paper, we study the polynomial optimization problem of multi-forms over the intersection of the multi-spheres and the nonnegative orthants. This class of problems is NP-hard in general, and includes the problem of finding the best…

Optimizing a nonlinear function over nonconvex sets is challenging since solving convex relaxations may lead to substantial relaxation gaps and infeasible solutions that must be "rounded" to feasible ones, often with uncontrollable losses…

Mixed-integer nonlinear optimization encompasses a broad class of problems that present both theoretical and computational challenges. We propose a new type of method to solve these problems based on a branch-and-bound algorithm with convex…