Related papers: The Mixed Integer Trust Region Problem
We consider the NP-hard problem of minimizing a separable concave quadratic function over the integral points in a polyhedron, and we denote by D the largest absolute value of the subdeterminants of the constraint matrix. In this paper we…
Classical trust region methods were designed to solve problems in which function and gradient information are exact. This paper considers the case when there are bounded errors (or noise) in the above computations and proposes a simple…
We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…
Many large-scale optimization problems arising in science and engineering are naturally defined at multiple levels of discretization or model fidelity. Multilevel methods exploit this hierarchy to accelerate convergence by combining coarse-…
We consider a version of geometric programming problem consisting in minimizing a function given by the maximum of finitely many log-Laplace transforms of discrete nonnegative measures on a Euclidean space. Under a coerciveness assumption,…
We consider a class of integer linear programs (IPs) that arise as discretizations of trust-region subproblems of a trust-region algorithm for the solution of control problems, where the control input is an integer-valued function on a…
The Trust Region Subproblem is a fundamental optimization problem that takes a pivotal role in Trust Region Methods. However, the problem, and variants of it, also arise in quite a few other applications. In this article, we present a…
The joint optimization of the integer matrix $\mathbf{A}$ and the power scaling matrix $\mathbf{D}$ is central to achieving the capacity-approaching performance of Integer-Forcing (IF) precoding. This problem, however, is known to be…
Solving (mixed) integer linear programs, (M)ILPs for short, is a fundamental optimization task. While hard in general, recent years have brought about vast progress for solving structurally restricted, (non-mixed) ILPs: $n$-fold, tree-fold,…
We develop an interior-point method for nonsmooth regularized bound-constrained optimization problems. Our method consists of iteratively solving a sequence of unconstrained nonsmooth barrier subproblems. We use a variant of the proximal…
We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the global convergence theory of such methods to include…
It is often useful to have polynomial upper or lower bounds on a one-dimensional function that are valid over a finite interval, called a trust region. A classical way to produce polynomial bounds of degree $k$ involves bounding the range…
DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints…
We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a…
For three decades, carrier-phase observations have been used to obtain the most accurate location estimates using global navigation satellite systems (GNSS). These estimates are computed by minimizing a nonlinear mixed-integer least-squares…
Nonconvex optimization problems with an L1-constraint are ubiquitous, and are found in many application domains including: optimal control of hybrid systems, machine learning and statistics, and operations research. This paper shows that…
Mixed-integer (MI) quadratic models subject to quadratic constraints, known as All-Quadratic MI Programs, constitute a challenging class of NP-complete optimization problems. The particular scenario of unbounded integers defines a subclass…
Confidence intervals are a standard technique for analyzing data. When applied to time series, confidence intervals are computed for each time point separately. Alternatively, we can compute confidence bands, where we are required to find…
Standard mixed-integer programming formulations for the stable set problem on $n$-node graphs require $n$ integer variables. We prove that this is almost optimal: We give a family of $n$-node graphs for which every polynomial-size MIP…
We study a class of optimization problems including matrix scaling, matrix balancing, multidimensional array scaling, operator scaling, and tensor scaling that arise frequently in theory and in practice. Some of these problems, such as…