Related papers: Condensed-space methods for nonlinear programming …
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…
Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…
We propose an implementation of an interior-point-based nonlinear predictive controller on a heterogeneous processor. The workload can be split between a general-purpose CPU and a field-programmable gate array to trade off the contradicting…
Computing approximate Karush--Kuhn--Tucker (KKT) points for constrained nonconvex programs is a fundamental problem in mathematical programming. Interior-point trust-region (IPTR) methods are particularly attractive for such problems…
PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints with a sparsity-promoting $\rm L^1$ term within the objective…
Programming high-performance sparse GPU kernels is notoriously difficult, requiring both substantial effort and deep expertise. Sparse compilers aim to simplify this process, but existing systems fall short in two key ways. First, they are…
Graph analytics techniques based on spectral methods process extremely large sparse matrices with millions or even billions of non-zero values. Behind these algorithms lies the Top-K sparse eigenproblem, the computation of the largest…
We are faced with convex quadratic programing in many contexts related to control theory, economy and robotics. In this paper, we introduce a new active set algorithm for solving such problems and analyze its possible advantages. The…
In [SIAM J. Optim., 2022], the authors introduced a new linear programming (LP) relaxation for K-means clustering. In this paper, we further investigate both theoretical and computational properties of this relaxation. As evident from our…
Real-time trajectory optimization for nonlinear constrained autonomous systems is critical and typically performed by CPU-based sequential solvers. Specifically, reliance on global sparse linear algebra or the serial nature of dynamic…
Convex separable quadratic optimization problems occur in many practical applications. In this paper, based on an iterative resolution scheme of the KKT system, we develop an efficient method for solving a quadratic programming problem with…
We propose a method for learning constraints represented as Gaussian processes (GPs) from locally-optimal demonstrations. Our approach uses the Karush-Kuhn-Tucker (KKT) optimality conditions to determine where on the demonstrations the…
We present an efficient implementation of interior point methods for a family of nonsymmetric cones, including generalized power cones, power mean cones and relative entropy cones, by exploiting underlying low-rank and sparse properties of…
The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…
Quantization is a widely used technique to compress and accelerate deep neural networks. However, conventional quantization methods use the same bit-width for all (or most of) the layers, which often suffer significant accuracy degradation…
Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…
Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control. To this end, this work presents a learning-based…
Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…