Related papers: Post-Processing with Projection and Rescaling Algo…
Semidefinite programming (SDP) is a powerful tool for tackling a wide range of computationally hard problems such as clustering. Despite the high accuracy, semidefinite programs are often too slow in practice with poor scalability on large…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…
This paper presents a Successive Convexification ($ \texttt{SCvx} $) algorithm to solve a class of non-convex optimal control problems with certain types of state constraints. Sources of non-convexity may include nonlinear dynamics and…
Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…
This paper considers a general class of iterative optimization algorithms, referred to as linear-optimization-based convex programming (LCP) methods, for solving large-scale convex programming (CP) problems. The LCP methods, covering the…
Given a data matrix $\mathbf{A} \in \mathbb{R}^{n \times d}$, principal component projection (PCP) and principal component regression (PCR), i.e. projection and regression restricted to the top-eigenspace of $\mathbf{A}$, are fundamental…
When solving combinatorial problems, pruning symmetric solution candidates from the search space is essential. Most of the existing approaches are instance-specific and focus on the automatic computation of Symmetry Breaking Constraints…
In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…
We propose a post-processing variationally scheduled quantum algorithm (pVSQA) for solving constrained combinatorial optimization problems (COPs). COPs are typically transformed into ground-state search problems of the Ising model on a…
This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…
This paper presents an efficient parallel approximation scheme for a new class of min-max problems. The algorithm is derived from the matrix multiplicative weights update method and can be used to find near-optimal strategies for…
We propose a new first-order optimisation algorithm to solve high-dimensional non-smooth composite minimisation problems. Typical examples of such problems have an objective that decomposes into a non-smooth empirical risk part and a…
Recent methods for learning a linear subspace from data corrupted by outliers are based on convex $\ell_1$ and nuclear norm optimization and require the dimension of the subspace and the number of outliers to be sufficiently small. In sharp…
Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…
Interior-point algorithms constitute a very interesting class of algorithms for solving linear-programming problems. In this paper we study efficient implementations of such algorithms for solving the linear program that appears in the…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…
Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…
Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…