Related papers: Warm-starting outer approximation for parametrized…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
Model predictive control (MPC) is of increasing interest in applications for constrained control of multivariable systems. However, one of the major obstacles to its broader use is the computation time and effort required to solve a…
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…
Sequential quadratic programming and sequential convex programming efficiently solve nonlinear programs (NLPs) by linearizing inner nonlinearities while preserving the outer convex structure. This paper introduces a sequential mixed-integer…
Quantum approximate optimization algorithm (QAOA) is a promising hybrid quantum-classical algorithm to solve combinatorial optimization problems in the era of noisy intermediate-scale quantum computers. Recently warm-start approaches have…
We present a novel relaxation framework for general mixed-integer nonlinear programming (MINLP) grounded in computational geometry. Our approach constructs polyhedral relaxations by convexifying finite sets of strategically chosen points,…
Nonconvex trajectory optimization is at the core of designing trajectories for complex autonomous systems. A challenge for nonconvex trajectory optimization methods, such as sequential convex programming, is to find an effective…
Optimizing the trajectories of multiple quadrotors in a shared space is a core challenge in various applications. Many existing trajectory optimization methods enforce constraints only at the discretization points, leading to violations…
Mixed integer nonlinear programming (MINLP) problems are encountered in modeling a physical/industrial process consisting both nonlinearity and discrete selective parameters. There are variety of algorithms for solving MINLP problems most…
In many real-world deployments of machine learning systems, data arrive piecemeal. These learning scenarios may be passive, where data arrive incrementally due to structural properties of the problem (e.g., daily financial data) or active,…
We introduce a machine-learning framework to warm-start fixed-point optimization algorithms. Our architecture consists of a neural network mapping problem parameters to warm starts, followed by a predefined number of fixed-point iterations.…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
This paper presents a numerical simulation investigation of the Warm-Start Quantum Approximate Optimization Algorithm (QAOA) as proposed by Tate et al. [1], focusing on its application to 3-regular Max-Cut problems. Our study demonstrates…
A warm start method is developed for efficiently solving complex chance constrained optimal control problems. The warm start method addresses the computational challenges of solving chance constrained optimal control problems using biased…
The Quantum Approximate Optimization Algorithm (QAOA) is a quantum algorithm that finds approximate solutions to problems in combinatorial optimization, especially those that can be formulated as a Quadratic Unconstrained Binary…
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…
Small-scale Mixed-Integer Quadratic Programming (MIQP) problems often arise in embedded control and estimation applications. Driven by the need for algorithmic simplicity to target computing platforms with limited memory and computing…
Mixed integer linear programming (MILP) has seen a sharp rise in use for engineering optimization applications in recent years. Even for initially non-linear problems, it is often the method of choice. Then, the non-linear functions have to…
In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…
We propose a novel warmstarting method for primal-dual interior point methods based on a smoothing operator that generates a starting point on the central path from the previous optimum. Compared to traditional approaches that prioritize…