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We consider stochastic convex optimization problems with affine constraints and develop several methods using either primal or dual approach to solve it. In the primal case, we use a special penalization technique to make the initial…
This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…
Multimodal manifold modeling methods extend the spectral geometry-aware data analysis to learning from several related and complementary modalities. Most of these methods work based on two major assumptions: 1) there are the same number of…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…
A new spectral conjugate subgradient method is presented to solve nonsmooth unconstrained optimization problems. The method combines the spectral conjugate gradient method for smooth problems with the spectral subgradient method for…
This paper presents a new methodology and algorithm for solving post buckling problems of a large deformed elastic beam. The total potential energy of this beam is a nonconvex functional, which can be used to model both pre- and…
In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7].…
When sum-of-squares (SOS) programs are recast as semidefinite programs (SDPs) using the standard monomial basis, the constraint matrices in the SDP possess a structural property that we call \emph{partial orthogonality}. In this paper, we…
We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…
In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational…
We study a block-structured class of convex-concave saddle-point problems in which both the primal and dual variables admit natural separable decompositions. Motivated by large-scale applications where a full update on either side can be…
Speckle imaging is a well known method to achieve diffraction-limited (DL) imaging from ground-based telescopes. The traditional observing method for speckle has been to observe a single, unresolved, source per telescope pointing over a…
In this paper, we present a new SDC scheme for solving semi-explicit DAEs with the ability to be parallelized in which only the differential equations are numerically integrated is presented. In Shu et al. (2007) it was shown that SDC for…
Hyperspectral images with high spectral resolution provide new insights into recognizing subtle differences in similar substances. However, object detection in hyperspectral images faces significant challenges in intra- and inter-class…
We present a new generic approach to the condensed-matter ground-state problem which is complementary to variational techniques and works directly in the thermodynamic limit. Relaxing the ground-state problem, we obtain semidefinite…
We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…
We present a new numerical scheme which combines the Spectral Difference (SD) method up to arbitrary high order with \emph{a-posteriori} limiting using the classical MUSCL-Hancock scheme as fallback scheme. It delivers very accurate…
In semidefinite programming a proposed optimal solution may be quite poor in spite of having sufficiently small residual in the optimality conditions. This issue may be framed in terms of the discrepancy between forward error (the…
The spectral/hp element method combines the geometric flexibility of the classical h-type finite element technique with the desirable numerical properties of spectral methods, employing high-degree piecewise polynomial basis functions on…