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Any satisfiability problem in conjunctive normal form can be solved in polynomial time by reducing it to a 3-sat formulation and transforming this to a Linear Complementarity problem (LCP) which is then solved as a linear program (LP). Any…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
Convex relaxation methods have been studied and used extensively to obtain an optimal solution to the optimal power flow (OPF) problem. Meanwhile, convex relaxed power flow equations are also prerequisites for efficiently solving a wide…
In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…
Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important practical optimization problems whose feasible regions are…
Farkas' lemma for semidefinite programming characterizes semidefinite feasibility of linear matrix pencils in terms of an alternative spectrahedron. In the well-studied special case of linear programming, a theorem by Gleeson and Ryan…
In this paper, we introduce a primal-dual algorithmic framework for solving Symmetric Cone Programs (SCPs), a versatile optimization model that unifies and extends Linear, Second-Order Cone (SOCP), and Semidefinite Programming (SDP). Our…
In this paper, we define a new type of nonsmooth convex function, called {\em first-order SDSOS-convex semi-algebraic function}, which is an extension of the previously proposed first-order SDSOS-convex polynomials (Chuong et al. in J…
Gradient-based methods have been highly successful for solving a variety of both unconstrained and constrained nonlinear optimization problems. In real-world applications, such as optimal control or machine learning, the necessary function…
Consider a finite system of non-strict polynomial inequalities with solution set $S\subseteq\mathbb R^n$. Its Lasserre relaxation of degree $d$ is a certain natural linear matrix inequality in the original variables and one additional…
Convex maximization encompasses a broad class of optimization problems and is generally NP-hard, even for low-rank objectives. This paper investigates structural conditions under which convex maximization becomes polynomially solvable. From…
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…
We convert, within polynomial-time and sequential processing, an NP-Complete Problem into a real-variable problem of minimizing a sum of Rational Linear Functions constrained by an Asymptotic-Linear-Program. The coefficients and constants…
Solving under-determined systems of linear equations with sparse solutions attracted enormous amount of attention in recent years, above all, due to work of \cite{CRT,CanRomTao06,DonohoPol}. In \cite{CRT,CanRomTao06,DonohoPol} it was…
High-dimensional nonlinear optimization problems subject to nonlinear constraints can appear in several contexts including constrained physical and dynamical systems, statistical estimation, and other numerical models. Feasible optimization…
A combinatorial optimization problem (COP) has a finite groundset $E(\left|E\right|=N$), a weight vector $c=\left(c^e:e\in E\right)$ and a family $T\in E$ of feasible subsets with objective to find $t\in T$ with maximal weight:…
This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…
Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…