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Physics-Informed Neural Networks with hard constraints (HC-PINNs) are increasingly favored for their ability to strictly enforce boundary conditions via a trial function ansatz $\tilde{u} = A + B \cdot N$, yet the theoretical mechanisms…
We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…
We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…
A bilevel program is an optimization problem whose constraints involve another optimization problem. This paper studies bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as…
Cardinality-constrained optimization (CCO) is a popular topic in sparse learning and signal recovery, yet remains challenging due to the inherent nonconvexity and discontinuity of cardinality constraints. This paper investigates the exact…
Integer semidefinite programming (ISDP) has recently gained attention due to its connection to binary quadratically constrained quadratic programs (BQCQPs), which can be exactly reformulated as binary semidefinite programs (BSDPs). However,…
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…
Recent advances in symbolic dynamic programming (SDP) combined with the extended algebraic decision diagram (XADD) data structure have provided exact solutions for mixed discrete and continuous (hybrid) MDPs with piecewise linear dynamics…
We consider the deterministic evolution of a time-discretized spiking network of neurons with connection weights having delays, modeled as a discretized neural network of the generalized integrate and fire (gIF) type. The purpose is to…
This paper presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably…
The Set Cover Problem (SCP) and the Hitting Set Problem (HSP) are well-studied optimization problems. In this paper we introduce the Reward-Penalty-Selection Problem (RPSP) which can be understood as a combination of the SCP and the HSP…
Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…
Binary neural networks leverage $\mathrm{Sign}$ function to binarize weights and activations, which require gradient estimators to overcome its non-differentiability and will inevitably bring gradient errors during backpropagation. Although…
This paper develops a generalization of the line-search sequential quadratic programming (SQP) algorithm with $\ell_1$-merit function that uses objective and constraint function approximations with tunable accuracy to solve smooth…
This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…
This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…
Quantified Integer Programming (QIP) bridges multiple domains by extending Quantified Boolean Formulas (QBF) to incorporate general integer variables and linear constraints while also generalizing Integer Programming through variable…
We consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…