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We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…
Nonlinear equations are challenging to solve due to their inherently nonlinear nature. As analytical solutions typically do not exist, numerical methods have been developed to tackle their solutions. In this article, we give a quantum…
This paper considers the multi-parametric linear complementarity problem (pLCP) with sufficient matrices. The main result is an algorithm to find a polyhedral decomposition of the set of feasible parameters and to construct a piecewise…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
We consider the disjoint bilinear programming problem in which one of the disjoint subsets has the structure of an acute-angled polytope. An optimality criterion for such a problem is formulated and proved, and based on this, a polynomial…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
Convex quadratic programming (QP) is an important class of optimization problem with wide applications in practice. The classic QP solvers are based on either simplex or barrier method, both of which suffer from the scalability issue…
We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…
Solving linear systems of equations is a common problem that arises both on its own and as a subroutine in more complex problems: given a matrix A and a vector b, find a vector x such that Ax=b. We consider the case where one doesn't need…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
In this paper, we give an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem. The algorithm runs in polynomial time if the rank of the quadratic function and the number of integer…
In this paper, we provide the first provable linear-time (in the number of non-zero entries of the input) algorithm for approximately solving the generalized trust region subproblem (GTRS) of minimizing a quadratic function over a quadratic…
In this work, we present the first linear time deterministic algorithm computing the 4-edge-connected components of an undirected graph. First, we show an algorithm listing all 3-edge-cuts in a given 3-edge-connected graph, and then we use…
A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…
We consider a parametric convex quadratic programming, CQP, relaxation for the quadratic knapsack problem, QKP. This relaxation maintains partial quadratic information from the original QKP by perturbing the objective function to obtain a…
Given a set of $n$ points $P$ in the plane, the first layer $L_1$ of $P$ is formed by the points that appear on $P$'s convex hull. In general, a point belongs to layer $L_i$, if it lies on the convex hull of the set $P \setminus…
A quadratically constrained quadratic program (QCQP) is an optimization problem in which the objective function is a quadratic function and the feasible region is defined by quadratic constraints. Solving non-convex QCQP to global…
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…
We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…
This article presents a numerical illustration of a recently proposed strongly polynomial-time algorithm for the general linear programming (LP) problem. Each iteration of the proposed algorithm consists of two Gauss-Jordan pivoting…