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We present an efficient implementation of interior point methods for a family of nonsymmetric cones, including generalized power cones, power mean cones and relative entropy cones, by exploiting underlying low-rank and sparse properties of…
We study a natural measurable selection problem for which the standard uniformisation theorems do not seem to apply directly, yet a Borel selector exists. More precisely, we consider families of finite dimensional functions that admit…
Semialgebraic splines are functions that are piecewise polynomial with respect to a cell decomposition into sets defined by polynomial inequalities. We study bivariate semialgebraic splines, formulating spaces of semialgebraic splines in…
Recent algorithmic advances in algebraic automata theory drew attention to semigroupoids (semicategories). These are mathematical descriptions of typed computational processes, but they have not been studied systematically in the context of…
The completely bounded trace and spectral norms in finite dimensions are shown to be expressible by semidefinite programs. This provides an efficient method by which these norms may be both calculated and verified, and gives alternate…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
Functions with uniform sublevel sets can represent orders, preference relations or other binary relations and thus turn out to be a tool for scalarization that can be used in multicriteria optimization, decision theory, mathematical…
We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…
The Eigendecomposition of quadratic forms (symmetric matrices) guaranteed by the spectral theorem is a foundational result in applied mathematics. Motivated by a shared structure found in inferential problems of recent interest---namely…
Many problems in statistical learning, imaging, and computer vision involve the optimization of a non-convex objective function with singularities at the boundary of the feasible set. For such challenging instances, we develop a new…
We consider the decomposition of bounded linear operators on Hilbert spaces in terms of functions forming frames. Similar to the singular-value decomposition, the resulting frame decompositions encode information on the structure and…
We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…
We propose a method for computing bounds on output functionals of a class of time-dependent PDEs. To this end, we introduce barrier functionals for PDE systems. By defining appropriate unsafe sets and optimization problems, we formulate an…
A classical approach for surface classification is to find a compact algebraic representation for each surface that would be similar for objects within the same class and preserve dissimilarities between classes. We introduce Self…
Semidefinite programs are convex optimisation problems involving a linear objective function and a domain of positive semidefinite matrices. Over the last two decades, they have become an indispensable tool in quantum information science.…
Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…
In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…
We consider the projected semi-definite and Euclidean distance cones onto a subset of the matrix entries. These two sets are precisely the input data defining feasible semi-definite and Euclidean distance completion problems. We classify…
We study one-dimensional integral inequalities, with quadratic integrands, on bounded domains. Conditions for these inequalities to hold are formulated in terms of function matrix inequalities which must hold in the domain of integration.…
In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…