Related papers: Convex relaxations for large-scale graphically str…
We study binary optimization problems of the form \( \min_{x\in\{-1,1\}^n} f(Ax-b) \) with possibly nonsmooth loss \(f\). Following the lifted rank-one semidefinite programming (SDP) approach\cite{qian2023matrix}, we develop a…
This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex…
We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…
In this paper, we will demonstrate how Manhattan structure can be exploited to transform the Simultaneous Localization and Mapping (SLAM) problem, which is typically solved by a nonlinear optimization over feature positions, into a model…
One revisits the standard saddle-point method based on conjugate duality for solving convex minimization problems. Our aim is to reduce or remove unnecessary topological restrictions on the constraint set. Dual equalities and…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…
An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…
Given an undirected graph, the Densest-k-Subgraph problem (DkS) seeks to find a subset of k vertices such that the sum of the edge weights in the corresponding subgraph is maximized. The problem is known to be NP-hard, and is also very…
The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF)…
Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classical Schr\"odinger bridge problem by penalizing the transport…
Graph matching---aligning a pair of graphs to minimize their edge disagreements---has received wide-spread attention from both theoretical and applied communities over the past several decades, including combinatorics, computer vision, and…
This article develops a numerical approximation of a convex non-local and non-smooth minimization problem. The physical problem involves determining the optimal distribution, given by $h\colon \Gamma_I\to [0,+\infty)$, of a given amount…
We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…
We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…
We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…
We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…
We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly large semidefinite programs (SDPs). We consider large-scale…
This paper deals with a bilevel approach of the location-allocation problem with dimensional facilities. We present a general model that allows us to consider very general shapes of domains for the dimensional facilities and we prove the…
This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…