相关论文: Outer Approximation With Conic Certificates For Mi…

We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…

We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The…

We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…

In [SIAM J. Optim., 2022], the authors introduced a new linear programming (LP) relaxation for K-means clustering. In this paper, we further investigate both theoretical and computational properties of this relaxation. As evident from our…

In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…

Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in this family are derived by aggregating constraints then…

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

We study the set of solutions to a parameterized, strongly convex optimization problem whose cost depends on uncertain, bounded parameters. We compute a certified outer approximation of the corresponding set of optimizers, using convergence…

This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for separating disjunctive cuts, and investigate the impact of the normalization…

We propose a new first-order augmented Lagrangian algorithm ALCC for solving convex conic programs of the form min{rho(x)+gamma(x): Ax-b in K, x in chi}, where rho and gamma are closed convex functions, and gamma has a Lipschitz continuous…

We present a new approach for computing approximate global minimizers to a large class of non-local pairwise interaction problems defined over probability distributions. The approach predicts candidate global minimizers, with a recovery…

Solving mixed-integer nonlinear programs (MINLPs) typically relies on constructing relaxations that are easier to tackle than the original problem. Recently, global parabolic (PARA) relaxations were introduced, featuring separable quadratic…

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Combinatorial Optimization (CO) addresses many important problems, including the challenging Maximum Independent Set (MIS) problem. Alongside exact and heuristic solvers, differentiable approaches have emerged, often using continuous…

We propose an algorithm for general nonlinear conic programming which does not require the knowledge of the full cone, but rather a simpler, more tractable, approximation of it. We prove that the algorithm satisfies a strong global…

PYROBOCOP is a lightweight Python-based package for control and optimization of robotic systems described by nonlinear Differential Algebraic Equations (DAEs). In particular, the package can handle systems with contacts that are described…

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…