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We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…
We provide new complexity information for the convergence of the Hybrid Steepest Descent Method for solving the Variational Inequality Problem for a strict contraction on Hilbert space over a closed convex set C given either as the fixed…
Reducing the computation time of model predictive control (MPC) is important, especially for systems constrained by many state constraints. In this paper, we propose a new online constraint removal framework for linear systems, for which we…
We consider the problem of provably finding a stationary point of a smooth function to be minimized on the variety of bounded-rank matrices. This turns out to be unexpectedly delicate. We trace the difficulty back to a geometric obstacle:…
This paper considers the problems of unconstrained minimization of large scale smooth convex functions having block-coordinate-wise Lipschitz continuous gradients. The block coordinate descent (BCD) method are among the first optimization…
We consider optimization problems with a disjunctive structure of the constraints. Prominent examples of such problems are mathematical programs with equilibrium constraints or vanishing constraints. Based on the concepts of directional…
Logic programming with tabling and constraints (TCLP, tabled constraint logic programming) has been shown to be more expressive and, in some cases, more efficient than LP, CLP, or LP with tabling. In this paper we provide insights regarding…
Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less…
This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…
Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…
Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle points. We propose the Run-and-Inspect Method, which adds…
We prove that the classic logarithmic barrier problem is equivalent to a particular logarithmic barrier positive relaxation problem with barrier and scaling parameters. Based on the equivalence, a line-search primal-dual interior-point…
We propose an approach based on quadratic approximations for solving general Mixed-Integer Nonlinear Programming (MINLP) problems. Specifically, our approach entails the global approximation of the epigraphs of constraint functions by means…
This paper considers a bilevel program, which has many applications in practice. To develop effective numerical algorithms, it is generally necessary to transform the bilevel program into a single-level optimization problem. The most…
We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown…
We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…
Nonlinear model predictive control has been widely adopted to manipulate bilinear systems with dynamics that include products of the inputs and the states. These systems are ubiquitous in chemical processes, mechanical systems, and quantum…
Computational equilibrium finding in large zero-sum extensive-form imperfect-information games has led to significant recent AI breakthroughs. The fastest algorithms for the problem are new forms of counterfactual regret minimization [Brown…