Related papers: Local Convergence Results for Sequential Quadratic…
In this paper, we study the sequential convex programming method with monotone line search (SCP$_{ls}$) in [46] for a class of difference-of-convex (DC) optimization problems with multiple smooth inequality constraints. The SCP$_{ls}$ is a…
This paper presents a novel quadratic programming (QP) approach for constrained control allocation that directly incorporates continuous-time actuator rate constraints without requiring slack variables. Over-actuated aircraft…
We show that the Mordukhovich-stationarity system associated with a mathematical program with complementarity constraints (MPCC) can be equivalently written as a system of discontinuous equations which can be tackled with a semismooth…
Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…
We develop a novel primal heuristic for nonconvex Mixed-Integer Quadratically Constrained Quadratic Programs (MIQCQPs). The method is built around a convex approximation that is dynamically adjusted within a feasibility-pump-style…
We study the equivalence of several well-known sufficient optimality conditions for a general quadratically constrained quadratic program (QCQP). The conditions are classified in two categories. The first one is for determining an optimal…
Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…
The nonlinear optimization problem with linear constraints has many applications in engineering fields such as the visual-inertial navigation and localization of an unmanned aerial vehicle maintaining the horizontal flight. In order to…
We analyze a bilinear control problem governed by a semilinear parabolic equation. The control variable is the Robin coefficient on the boundary. First-order necessary and second-order sufficient optimality conditions are derived. A…
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…
This paper presents and analyzes the first matrix optimization model which allows general coordinate and spectral constraints. The breadth of problems our model covers is exemplified by a lengthy list of examples from the literature,…
We consider the problem of approximating nonconvex quadratic optimization with ellipsoid constraints (ECQP). We show some SDP-based approximation bounds for special cases of (ECQP) can be improved by trivially applying the extened Pataki's…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
We propose and experimentally demonstrate sequential quantum computing (SQC), a paradigm that utilizes multiple homogeneous or heterogeneous quantum processors in hybrid classical-quantum workflows. In this manner, we are able to overcome…
In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…
Over the past ten years, driven by large scale optimisation problems arising from machine learning, the development of stochastic optimisation methods have witnessed a tremendous growth. However, despite their popularity, the theoretical…
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary…
We investigate random spatially coupled low-density parity-check (SC-LDPC) code ensembles over finite fields. Under different variable-node edge-spreading rules, the random Tanner graphs of several coupled ensembles are defined by multiple…
Local consistencies stronger than arc consistency have received a lot of attention since the early days of CSP research. %because of the strong pruning they can achieve. However, they have not been widely adopted by CSP solvers. This is…
We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…