相关论文: Quadratic Optimization with Switching Variables: T…

Seeking the convex hull of an object is a very fundamental problem arising from various tasks. In this work, we propose two variational convex hull models using level set representation for 2-dimensional data. The first one is an exact…

We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Although supermodular minimization is, in general, difficult,…

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

We investigate convexification for convex quadratic optimization with step function penalties. Such problems can be cast as mixed-integer quadratic optimization problems, where binary variables are used to encode the non-convex step…

We study the mixed-integer quadratic programming formulation of an $n$-period hybrid control problem with a convex quadratic cost function and linear dynamics. We first give the convex hull description of the single-period, two-mode problem…

We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a…

Let V be a semialgebraic set parameterized by quadratic polynomials over a quadratic set T. This paper studies semidefinite representation of its convex hull by projections of spectrahedra (defined by linear matrix inequalities). When T is…

This note focuses on the problem of representing convex sets as projections of the cone of positive semidefinite matrices, in the particular case of sets generated by bivariate polynomials of degree four. Conditions are given for the convex…

We study the convex hull of the graph of a quadratic function $f(\mathbf{x})=\sum_{ij\in E}x_ix_j$, where the sum is over the edge set of a graph $G$ with vertex set $\{1,\dots,n\}$. Using an approach proposed by Gupte et al. (Discrete…

Convex hulls are useful as tight bounding proxies for a variety of tasks including collision detection, ray intersection, and distance computation. Unfortunately, the complexity of polyhedral convex hulls grows linearly with their input. We…

The convex hull of a set of points, $C$, serves to expose extremal properties of $C$ and can help identify elements in $C$ of high interest. For many problems, particularly in the presence of noise, the true vertex set (and facets) may be…

We consider mixed-integer quadratic optimization problems with banded matrices and indicator variables. These problems arise pervasively in statistical inference problems with time-series data, where the banded matrix captures the temporal…

In this paper, we consider convex quadratic optimization problems with indicator variables when the matrix $Q$ defining the quadratic term in the objective is sparse. We use a graphical representation of the support of $Q$, and show that if…

It is well-known that the McCormick relaxation for the bilinear constraint $z=xy$ gives the convex hull over the box domains for $x$ and $y$. In network applications where the domain of bilinear variables is described by a network polytope,…

The cut polytope ${\rm CUT}(n)$ is the convex hull of the cut vectors in a complete graph with vertex set $\{1,\ldots,n\}$. It is well known in the area of combinatorial optimization and recently has also been studied in a direct relation…

For a given statistical model, it often happens that it is necessary to intervene the model to reduce the variances of the output variables. In structural equation models, this can be done by changing the values of the path coefficients by…

We consider the fundamental problem of solving quadratic systems of equations in $n$ variables, where $y_i = |\langle \boldsymbol{a}_i, \boldsymbol{x} \rangle|^2$, $i = 1, \ldots, m$ and $\boldsymbol{x} \in \mathbb{R}^n$ is unknown. We…

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study,…

We study the convex hull of a set $S\subset \mathbb{R}^n$ defined by three quadratic inequalities. A simple way of generating inequalities valid on $S$ is to take nonnegative linear combinations of the defining inequalities of $S$. We call…