相关论文: An Optimality Gap Test for a Semidefinite Relaxati…
We consider several basic questions pertaining to the geometry of image of a general quadratic map. In general the image of a quadratic map is non-convex, although there are several known classes of quadratic maps when the image is convex.…
We present a certifiably globally optimal algorithm for determining the extrinsic calibration between two sensors that are capable of producing independent egomotion estimates. This problem has been previously solved using a variety of…
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
We consider linear and semidefinite programming relaxations of nonconvex quadratic programs given by the reformulation-linearization technique (RLT relaxation), and the Shor relaxation combined with the RLT relaxation (SDP-RLT relaxation).…
We present a geometrical analysis on the completely positive programming reformulation of quadratic optimization problems and its extension to polynomial optimization problems with a class of geometrically defined nonconvex conic programs…
Semidefinite relaxations of polynomial optimization have become a central tool for addressing the non-convex optimization problems over non-commutative operators that are ubiquitous in quantum information theory and, more in general,…
In this paper, we analyze the convergence as well as the rate of convergence of asynchronous distributed quadratic programming (QP) with dual decomposition technique. In general, distributed optimization requires synchronization of data at…
We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…
The first part of this paper proposed a family of penalized convex relaxations for solving optimization problems with bilinear matrix inequality (BMI) constraints. In this part, we generalize our approach to a sequential scheme which starts…
This is Part II of a study on mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We set the focus on MIP relaxation methods for…
Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as a minimizer for the anisoperimetric ratio for a given…
The corner polyhedron is described by minimal valid inequalities from maximal lattice-free convex sets. For the Relaxed Corner Polyhedron (RCP) with two free integer variables and any number of non-negative continuous variables, it is known…
We consider the problem of exact and inexact matching of weighted undirected graphs, in which a bijective correspondence is sought to minimize a quadratic weight disagreement. This computationally challenging problem is often relaxed as a…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…
In this paper we study constraint qualifications and optimality conditions for bilevel programming problems. We strive to derive checkable constraint qualifications in terms of problem data and applicable optimality conditions. For the…
In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds on worst-case…