Related papers: Customized Interior-Point Methods Solver for Embed…
In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…
We study a class of integer bilevel programs with second-order cone constraints at the upper-level and a convex-quadratic objective function and linear constraints at the lower-level. We develop disjunctive cuts (DCs) to separate…
Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…
Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…
Computational guidance is an emerging and accelerating trend in aerospace guidance and control. Combining machine learning and convex optimization, this paper presents a real-time computational guidance method for the 6-degrees-of-freedom…
Nonlinear constrained optimization has a wide range of practical applications. In this paper, we consider nonlinear optimization with inequality constraints. The interior point method is considered to be one of the most powerful algorithms…
We study infeasible-start primal-dual interior-point methods for convex optimization problems given in a typically natural form we denote as Domain-Driven formulation. Our algorithms extend many advantages of primal-dual interior-point…
Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…
We introduce a multi-phase rocket landing guidance framework that can handle nonlinear dynamics and does not mandate any additional mixed-integer or nonconvex constraints to handle discrete temporal events/switching. To achieve this, we…
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…
In this workshop, we discuss several algorithms for mathematical programs with equilibrium constraints (MPECs). The unifying theme is that MPECs are optimization problems whose feasible set contains a lower-level equilibrium system, often…
We provide an interior point method based on quasi-Newton iterations, which only requires first-order access to a strongly self-concordant barrier function. To achieve this, we extend the techniques of Dunagan-Harvey [STOC '07] to maintain…
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…
Contact-implicit motion planning-embedding contact sequencing as implicit complementarity constraints-holds the promise of leveraging continuous optimization to discover new contact patterns online. Nevertheless, the resulting optimization,…
Interior point methods for solving linearly constrained convex programming involve a variable projection matrix at each iteration to deal with the linear constraints. This matrix often becomes ill-conditioned near the boundary of the…
We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…
This paper presents a novel approach for collision avoidance in optimal and model predictive control, in which the environment is represented by a large number of points and the robot as a union of padded polygons. The conditions that none…
A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…
Visualizing graphs using virtual physical models is probably the most heavily used technique for drawing graphs in practice. There are many algorithms that are efficient and produce high-quality layouts. If one requires that the layout also…
In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…