Related papers: Mixed-integer linearity in nonlinear optimization:…
In this work, we present a heretofore unseen application of Ising machines to perform trust region-based optimisation with box constraints. This is done by considering a specific form of opto-electronic oscillator-based coherent Ising…
In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…
Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…
In this paper, we consider nonsmooth composite optimization over compact embedded submanifolds defined by nonlinear equality constraints. We propose a feasibility-safeguarded inexact proximal linearized method (FSIPL), which allows…
The widespread use of optimization methods in the design phase of District Heating Networks is currently limited by the availability of scalable optimization approaches that accurately represent the network. In this paper, we compare and…
High-order (non-linear) functionals have become very popular in segmentation, stereo and other computer vision problems. Level sets is a well established general gradient descent framework, which is directly applicable to optimization of…
We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an…
Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered. This work addresses multistage robust…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…
Neural networks offer a computationally efficient approximation of model predictive control, but they lack guarantees on the resulting controlled system's properties. Formal certification of neural networks is crucial for ensuring safety,…
This paper introduces a framework to capture previously intractable optimization constraints and transform them to a mixed-integer linear program, through the use of neural networks. We encode the feasible space of optimization problems…
The optimal design of wireless networks has been widely studied in the literature and many optimization models have been proposed over the years. However, most models directly include the signal-to-interference ratios representing service…
We study network design problems for nonlinear and nonconvex flow models without controllable elements under load scenario uncertainties, i.e., under uncertain injections and withdrawals. To this end, we apply the concept of adjustable…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…
In this work, we consider multiobjective optimization problems with both bound constraints on the variables and general nonlinear constraints, where objective and constraint function values can only be obtained by querying a black box.…
In this paper, we study robust distributed sub-optimal coordination of linear agents subject to input nonlinearities. Inspired by the robust agreement literature, we formulate a bounded distributed sub-optimal coordination problem, in which…