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Abductive logic programming offers a formalism to declaratively express and solve problems in areas such as diagnosis, planning, belief revision and hypothetical reasoning. Tabled logic programming offers a computational mechanism that…
Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…
We reformulate Pratt's tableau decision procedure of checking satisfiability of a set of formulas in PDL. Our formulation is simpler and more direct for implementation. Extending the method we give the first EXPTIME (optimal) tableau…
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…
The problem of P vs. NP is very serious, and solutions to the problem can help save lives. This article is an attempt at solving the problem using a computer algorithm. It is presented in a fashion that will hopefully allow for easy…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
Matrix representations are a powerful tool for designing efficient algorithms for combinatorial optimization problems such as matching, and linear matroid intersection and parity. In this paper, we initiate the study of matrix…
Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…
This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…
We propose a feasible active set method for convex quadratic programming problems with non-negativity constraints. This method is specifically designed to be embedded into a branch-and-bound algorithm for convex quadratic mixed integer…
A polyhedral convex set optimization problem is given by a set-valued objective mapping from the $n$-dimensional to the $q$-dimensional Euclidean space whose graph is a convex polyhedron. This problem can be seen as the most elementary…
Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to $\infty$, one recovers the constrained solution. In the exact…
Trust in counterfactual explanations depends critically on whether their recommended changes are truly minimal: suboptimal explanations may vastly overshoot the actual changes needed to alter a decision, and heuristic errors can affect…
This paper studies approximate solutions of a linear fractional vector optimization problem without requiring boundedness of the constraint set. We establish necessary and sufficient conditions for approximating weakly efficient points of…
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…
Based on the existing pivot rules, the simplex method for linear programming is not polynomial in the worst case. Therefore the optimal pivot of the simplex method is crucial. This study proposes the optimal rule to find all shortest pivot…
Greedy algorithms have been successfully analyzed and applied in training neural networks for solving variational problems, ensuring guaranteed convergence orders. In this paper, we extend the analysis of the orthogonal greedy algorithm…
This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, they lack optimization techniques that guarantee global optimality in…
Projection methods aim to reduce the dimensionality of the optimization instance, thereby improving the scalability of high-dimensional problems. Recently, Sakaue and Oki proposed a data-driven approach for linear programs (LPs), where the…