相关论文: Second Order Cone Constrained Convex Relaxations f…

A recent series of papers has examined the extension of disjunctive-programming techniques to mixed-integer second-order-cone programming. For example, it has been shown---by several authors using different techniques---that the convex hull…

Extensible objects form a challenging case for NRSfM, owing to the lack of a sufficiently constrained extensible model of the point-cloud. We tackle the challenge by proposing 1) convex relaxations of the isometric model up to…

We consider the speed planning problem for a vehicle moving along an assigned trajectory, under maximum speed, tangential and lateral acceleration, and jerk constraints. The problem is a nonconvex one, where nonconvexity is due to jerk…

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

This paper compares different exact approaches to solve the Discrete Ordered Median Problem (DOMP). In recent years, DOMP has been formulated using set packing constraints giving rise to one of its most promising formulations. The use of…

This paper studies exact semidefinite programming relaxations (SDPRs) for separable quadratically constrained quadratic programs (QCQPs). We consider the construction of a larger separable QCQP from multiple QCQPs with exact SDPRs. We show…

The standard assumption for proving linear convergence of first order methods for smooth convex optimization is the strong convexity of the objective function, an assumption which does not hold for many practical applications. In this…

Optimization-based controllers often lack regularity guarantees, such as Lipschitz continuity, when multiple constraints are present. When used to control a dynamical system, these conditions are essential to ensure the existence and…

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…

Solving non-convex, NP-hard optimization problems is crucial for training machine learning models, including neural networks. However, non-convexity often leads to black-box machine learning models with unclear inner workings. While convex…

We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…

We study convex relaxations of nonconvex quadratic programs. We identify a family of so-called feasibility preserving convex relaxations, which includes the well-known copositive and doubly nonnegative relaxations, with the property that…

The Alternating Current Optimal Transmission Switching (ACOTS) problem incorporates line switching decisions into the AC Optimal Power Flow (ACOPF) framework, offering well-known benefits in reducing operational costs and enhancing system…

This paper deals with the impact of linear approximations for the unknown nonconvex confidence region of chance-constrained AC optimal power flow problems. Such approximations are required for the formulation of tractable chance…

Decades of advances in mixed-integer linear programming (MILP) and recent development in mixed-integer second-order-cone programming (MISOCP) have translated very mildly to progresses in global solving nonconvex mixed-integer quadratically…

Convex relaxation methods have been studied and used extensively to obtain an optimal solution to the optimal power flow (OPF) problem. Meanwhile, convex relaxed power flow equations are also prerequisites for efficiently solving a wide…

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…