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Given a nonlinear, univariate, bounded, and differentiable function $f(x)$, this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of $f(x)$ and its…

Optimization and Control · Mathematics 2021-04-30 Kaarthik Sundar , Sujeevraja Sanjeevi , Harsha Nagarajan

Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…

Optimization and Control · Mathematics 2018-11-02 William Pettersson , Melih Ozlen

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

High-level decision-making for dynamical systems often involves performance and safety specifications that are activated or deactivated depending on conditions related to the system state and commands. Such decision-making problems can be…

Optimization and Control · Mathematics 2025-04-04 Andrea Ghezzi , Armin Nurkanović , Avishai Weiss , Moritz Diehl , Stefano Di Cairano

A general, variational approach to derive low-order reduced systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes the more classical notions of invariant or slow manifold when…

Dynamical Systems · Mathematics 2023-09-18 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

Quantum optimization algorithms can be used to recreate unsupervised learning clustering of data by mapping the problem to a graph optimization problem and finding the minimum energy for a MaxCut problem formulation. This research tests the…

Quantum Physics · Physics 2021-09-01 Daniel Beaulieu , Anh Pham

We introduce ODYN, a novel all-shifted primal-dual non-interior-point quadratic programming (QP) solver designed to efficiently handle challenging dense and sparse QPs. ODYN combines all-shifted nonlinear complementarity problem (NCP)…

Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…

Optimization and Control · Mathematics 2024-10-22 Xi Gao , Jinxin Xiong , Akang Wang , Qihong Duan , Jiang Xue , Qingjiang Shi

Joint space trajectory optimization under end-effector task constraints leads to a challenging non-convex problem. Thus, a real-time adaptation of prior computed trajectories to perturbation in task constraints often becomes intractable.…

Several real-world applications could be modeled as Mixed-Integer Non-Linear Programming (MINLP) problems, and some prominent examples include portfolio optimization, remote sensing technology, and so on. Most of the models for these…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Yi Chen , Aimin Zhou , Swagatam Das

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

Many power systems operation and planning computations (e.g., transmission and generation switching and placement) solve a mixed-integer nonlinear problem (MINLP) with binary variables representing the decision to connect devices to the…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Aayushya Agarwal , Amritanshu Pandey , Larry Pillegi

Receding horizon optimal control problems compute the solution at each time step to operate the system on a near-optimal path. However, in many practical cases, the boundary conditions, such as external inputs, constraint equations, or the…

Optimization and Control · Mathematics 2021-02-02 Abhishek Gupta , Shreshta Rajakumar Deshpande , Marcello Canova

This paper presents the Distributed Primal Outer Approximation (DiPOA) algorithm for solving Sparse Convex Programming (SCP) problems with separable structures, efficiently, and in a decentralized manner. The DiPOA algorithm development…

Optimization and Control · Mathematics 2022-10-14 Alireza Olama , Eduardo Camponogara , Paulo R. C. Mendes

We address the long-standing problem of computing the region of attraction (ROA) of a target set (e.g., a neighborhood of an equilibrium point) of a controlled nonlinear system with polynomial dynamics and semialgebraic state and input…

Optimization and Control · Mathematics 2013-12-02 Didier Henrion , Milan Korda

The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical…

Optimization and Control · Mathematics 2019-12-03 Benjamin Müller , Gonzalo Muñoz , Maxime Gasse , Ambros Gleixner , Andrea Lodi , Felipe Serrano

Atmospheric powered descent guidance can be solved by successive convexification; however, its onboard application is impeded by the sharp increase in computation caused by nonlinear aerodynamic forces. The problem has to be converted into…

Systems and Control · Electrical Eng. & Systems 2023-06-07 Yushu Chen , Guangwen Yang , Lu Wang , Qingzhong Gan , Haipeng Chen , Quanyong Xu

A mixed-integer convex (MI-convex) optimization problem is one that becomes convex when all integrality constraints are relaxed. We present a branch-and-bound LP outer approximation algorithm for an MI-convex problem transformed to MI-conic…

Optimization and Control · Mathematics 2020-02-24 Chris Coey , Miles Lubin , Juan Pablo Vielma

In this article, we use the monotonic optimization approach to propose an outcome-space outer approximation by copolyblocks for solving strictly quasiconvex multiobjective programming problems and especially in the case that the objective…

Optimization and Control · Mathematics 2020-03-26 Tran Ngoc Thang , Vijender Kumar Solanki , Tuan Anh Dao , Nguyen Thi Ngoc Anh , Hai V. Pham

Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…

Optimization and Control · Mathematics 2021-05-12 Hassan Rafique , Mingrui Liu , Qihang Lin , Tianbao Yang
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