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In this paper, we study a class of optimization problems, called Mathematical Programs with Cardinality Constraints (MPCaC). This kind of problem is generally difficult to deal with, because it involves a constraint that is not continuous…
This paper focuses on the convergence certificates of the majorized proximal alternating minimization (PAM) method with subspace correction, proposed in \cite{TaoQianPan22} for the column $\ell_{2,0}$-norm regularized factorization model…
We consider nonconvex constrained optimization problems and propose a new approach to the convergence analysis based on penalty functions. We make use of classical penalty functions in an unconventional way, in that penalty functions only…
We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…
We propose a novel penalty method framework for the non-self-adjoint topology optimization problems, taking compliant mechanism problems as an example, by incorporating a convex nonlocal perimeter approximation scheme. We rigorously analyze…
We show that Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows tracking of smooth reference signals with prescribed performance for nonlinear multi-input multi-output systems of relative degree one with stable internal…
This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…
Mathematical Programs with Complementarity Constraints (MPCC) are critical in various real-world applications but notoriously challenging due to non-smoothness and degeneracy from complementarity constraints. The $\ell_1$-Exact…
Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability…
We present a general theory of exact penalty functions with vectorial (multidimensional) penalty parameter for optimization problems in infinite dimensional spaces. In comparison with the scalar case, the use of vectorial penalty parameters…
In this work, we introduce a novel strategy for tackling constrained optimization problems through a modified penalty method. Conventional penalty methods convert constrained problems into unconstrained ones by incorporating constraints…
This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…
This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…
In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…
Contact adaption is an essential capability when manipulating objects. Two key contact modes of non-prehensile manipulation are sticking and sliding. This paper presents a Trajectory Optimization (TO) method formulated as a Mathematical…
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…
This paper studies bandit convex optimization with constraints, where the learner aims to generate a sequence of decisions under partial information of loss functions such that the cumulative loss is reduced as well as the cumulative…