Related papers: Provably Data-driven Lagrangian Relaxation for Mix…
Mixed linear regression (MLR) is a powerful model for characterizing nonlinear relationships by utilizing a mixture of linear regression sub-models. The identification of MLR is a fundamental problem, where most of the existing results…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…
We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…
Many problems in modern robotics can be addressed by modeling them as bilevel optimization problems. In this work, we leverage augmented Lagrangian methods and recent advances in automatic differentiation to develop a general-purpose…
Statistical image reconstruction (SIR) methods are studied extensively for X-ray computed tomography (CT) due to the potential of acquiring CT scans with reduced X-ray dose while maintaining image quality. However, the longer reconstruction…
Multi-modal distributions are commonly used to model clustered data in statistical learning tasks. In this paper, we consider the Mixed Linear Regression (MLR) problem. We propose an optimal transport-based framework for MLR problems,…
This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…
Joint object matching, also known as multi-image matching, namely, the problem of finding consistent partial maps among all pairs of objects within a collection, is a crucial task in many areas of computer vision. This problem subsumes…
This letter explores intelligent scheduling of sensor-to-controller communication in networked control systems, particularly when data transmission incurs a cost. While the optimal controller in a standard linear quadratic Gaussian (LQG)…
Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…
Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…
Constraint handling remains a key bottleneck in quantum combinatorial optimization. While slack-variable-based encodings are straightforward, they significantly increase qubit counts and circuit depth, challenging the scalability of quantum…
Energy minimization algorithms, such as graph cuts, enable the computation of the MAP solution under certain probabilistic models such as Markov random fields. However, for many computer vision problems, the MAP solution under the model is…
We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions.…