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We consider minimization of composite functions of the form $f(g(x))+h(x)$, where $f$ and $h$ are convex functions (which can be nonsmooth) and $g$ is a smooth vector mapping. In addition, we assume that $g$ is the average of finite number…
Convex approximation sets for multiobjective optimization problems are a well-studied relaxation of the common notion of approximation sets. Instead of approximating each image of a feasible solution by the image of some solution in the…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…
The sum-of-squares (SoS) hierarchy is a powerful technique based on semi-definite programming that can be used for both classical and quantum optimization problems. This hierarchy goes under several names; in particular, in quantum…
Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent…
We consider two problems that arise in machine learning applications: the problem of recovering a planted sparse vector in a random linear subspace and the problem of decomposing a random low-rank overcomplete 3-tensor. For both problems,…
This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated,…
In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a…
A polynomial that is nonnegative need not be a sum of squares of polynomials. This classical gap, identified by Hilbert in 1888, lies at the heart of why the global optimization of multivariate quartic polynomials is NP-hard. Yet we show…
In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…
This chapter investigates how symmetries can be used to reduce the computational complexity in polynomial optimization problems. A focus will be specifically given on the Moment-SOS hierarchy in polynomial optimization, where results from…
Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…
In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…
Outer approximation methods have long been employed to tackle a variety of optimization problems, including linear programming, in the 1960s, and continue to be effective for solving variational inequalities, general convex problems, as…
Given a graph and an integer $k$, Densest $k$-Subgraph is the algorithmic task of finding the subgraph on $k$ vertices with the maximum number of edges. This is a fundamental problem that has been subject to intense study for decades, with…
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…
Semidefinite and sum-of-squares (SOS) optimization are fundamental computational tools in many areas, including linear and nonlinear systems theory. However, the scale of problems that can be addressed reliably and efficiently is still…
In this survey we consider polynomial optimization problems, asking to minimize a polynomial function over a compact semialgebraic set, defined by polynomial inequalities. This models a great variety of (in general, nonlinear nonconvex)…
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…