Related papers: Revisiting the Constant-Rank Constraint Qualificat…
Reinforcement learning (RL) and model predictive control (MPC) offer a wealth of distinct approaches for automatic decision-making under uncertainty. Given the impact both fields have had independently across numerous domains, there is…
In this paper, we attempt to compare two distinct branches of research on second-order optimization methods. The first one studies self-concordant functions and barriers, the main assumption being that the third derivative of the objective…
An equivalence between attainability of simultaneous diagonalization (SD) and hidden convexity in quadratically constrained quadratic programming (QCQP) stimulates us to investigate necessary and sufficient SD conditions, which is one of…
We study a class of quadratically constrained quadratic programs (QCQPs), called {\em diagonal QCQPs\/}, which contain no off-diagonal terms $x_j x_k$ for $j \ne k$, and we provide a sufficient condition on the problem data guaranteeing…
In this paper, we propose a combined approach with second-order optimality conditions of the lower level problem to study constraint qualifications and optimality conditions for bilevel programming problems. The new method is inspired by…
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened…
This article is devoted to the analysis of necessary and/or sufficient conditions for metric regularity in terms of Demyanov-Rubinov-Polyakova quasidifferentials. We obtain new necessary and sufficient conditions for the local metric…
The asymptotic Karush-Kuhn-Tucker (AKKT) optimality conditions are distinguished from other approaches in the literature by virtue of their capacity to be effectively derived through numerical methods, such as the utilization of an…
In this work we are interested in nonlinear symmetric cone problems (NSCPs), which contain as special cases nonlinear semidefinite programming, nonlinear second order cone programming and the classical nonlinear programming problems. We…
In Constraint Programming (CP), achieving arc-consistency (AC) of a global constraint with costs consists in removing from the domains of the variables all the values that do not belong to any solution whose cost is below a fixed bound. We…
Finding whether a linear-constraint loop has a linear ranking function is an important key to understanding the loop behavior, proving its termination and establishing iteration bounds. If no preconditions are provided, the decision problem…
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
Continuous learning seeks to perform the learning on the data that arrives from time to time. While prior works have demonstrated several possible solutions, these approaches require excessive training time as well as memory usage. This is…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
We derive closed-form extensions of Riccati's recursions (both sequential and parallel) for solving dual-regularized LQR problems. We show how these methods can be used to solve general constrained, non-convex, discrete-time optimal control…
We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…
Reducible codes for the rank metric were introduced for cryptographic purposes. They have fast encoding and decoding algorithms, include maximum rank distance (MRD) codes and can correct many rank errors beyond half of their minimum rank…
Previous results on proving confluence for Constraint Handling Rules are extended in two ways in order to allow a larger and more realistic class of CHR programs to be considered confluent. Firstly, we introduce the relaxed notion of…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…
The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say,…