Related papers: Computing critical angles between two convex cones
In this article we consider the graph alignment problem from the perspective of high-dimensional statistics: we aim to estimate an unknown permutation $\pi^*$ from the observation of two correlated random adjacency matrices $A_1$, $A_2$. We…
Recent research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the $\ell_1$ minimization method for…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
We report on the implementation of an algorithm for computing the set of all regular triangulations of finitely many points in Euclidean space. This algorithm, which we call down-flip reverse search, can be restricted, e.g., to computing…
The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…
Convex polyhedra are the basis for several abstractions used in static analysis and computer-aided verification of complex and sometimes mission critical systems. For such applications, the identification of an appropriate…
In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…
We present some algorithms that provide useful topological information about curves in surfaces. One of the main algorithms computes the geometric intersection number of two properly embedded 1-manifolds $C_1$ and $C_2$ in a compact…
Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…
We develop two-scale methods for computing the convex envelope of a continuous function over a convex domain in any dimension.This hinges on a fully nonlinear obstacle formulation [A. M. Oberman, "The convex envelope is the solution of a…
We develop optimization methods which offer new trade-offs between the number of gradient and Hessian computations needed to compute the critical point of a non-convex function. We provide a method that for any twice-differentiable $f\colon…
We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…
A sharp phase transition emerges in convex programs when solving the linear inverse problem, which aims to recover a structured signal from its linear measurements. This paper studies this phenomenon in theory under Gaussian random…
We compute the closest convex piecewise linear-quadratic (PLQ) function with minimal number of pieces to a given univariate piecewise linear-quadratic function. The Euclidean norm is used to measure the distance between functions. First, we…
Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…
In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…
We present new algorithms to perform fast probabilistic collision queries between convex as well as non-convex objects. Our approach is applicable to general shapes, where one or more objects are represented using Gaussian probability…
The main two algorithms for computing the numerical radius are the level-set method of Mengi and Overton and the cutting-plane method of Uhlig. Via new analyses, we explain why the cutting-plane approach is sometimes much faster or much…
An original approach to solving rather difficult probabilistic problems arising in studying the readout of random discrete fields and having no exact analytical solutions at the moment is proposed. Several algorithms for direct, iterative,…
We present a fast trajectory optimization algorithm for the soft capture of uncooperative tumbling space objects. Our algorithm generates safe, dynamically feasible, and minimum-fuel trajectories for a six-degree-of-freedom servicing…