相关论文: Convexifiability of Continuous and Discrete Nonneg…
We study the linear convergence of the primal-dual hybrid gradient method. After a review of current analyses, we show that they do not explain properly the behavior of the algorithm, even on the most simple problems. We thus introduce the…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
We study Fisher markets and the problem of maximizing the Nash social welfare (NSW), and show several closely related new results. In particular, we obtain: -- A new integer program for the NSW maximization problem whose fractional…
We prove an explicit upper bound on the number of real quadratic fields that admit a universal quadratic form of a given rank, thus establishing a density zero statement. More generally, we obtain such a result for totally positive definite…
We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to…
We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…
For boolean quadratic programming (BQP), we will show that there is no duality gap between the primal and dual problems under some conditions by using the classical Lagrangian duality. A benchmark generator is given to create random BQP…
By introducing a quadratic perturbation to the canonical dual of the maxcut problem, we transform the integer programming problem into a concave maximization problem over a convex positive domain under some circumstances, which can be…
We consider quadrangles of perimeter $2$ in the plane with marked directed edge. To such quadrangle $Q$ a two-dimensional plane $\Pi\in\mathbb{R}^4$ with orthonormal base is corresponded. Orthogonal plane $\Pi^\bot$ defines a plane…
Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…
We consider general integrable systems on graphs as discrete flat connections with the values in loop groups. We argue that a certain class of graphs is of a special importance in this respect, namely quad-graphs, the cellular…
This paper studies reachability and null-controllability for difference inclusions involving convex processes. Such difference inclusions arise, for instance, in the study of linear discrete-time systems whose inputs and/or states are…
We derive an upper bound for the least number of variables needed to guarantee that a system of t quadratic forms (t>=2) over a field F has a nontrivial zero. In particular, if F is a local field, then 2t^2+3 variables insure the existence…
We deal with linear programming problems involving absolute values in their formulations, so that they are no more expressible as standard linear programs. The presence of absolute values causes the problems to be nonconvex and nonsmooth,…
Convex Quadratic Programs (QPs) have come to play a central role in the computation of control action for constrained dynamical systems. In this paper, we present a novel Homogeneous QP (HQP) formulation which is obtained by embedding the…
We examine a bias towards the zero residue class for the integers represented by binary quadratic forms. In many cases, we are able to prove that the bias comes from a secondary term in the associated asymptotic expansion (unlike…
Given a quadratic module, we construct its universal C*-algebra, and then use methods and notions from the theory of C*-algebras to study the quadratic module. We define residually finite-dimensional quadratic modules, and characterize them…
Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that…
This paper presents a canonical duality theory for solving a general nonconvex constrained optimization problem within a unified framework to cover Lagrange multiplier method and KKT theory. It is proved that if both target function and…
This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…