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We consider the homogenized linear feasibility problem, to find an $x$ on the unit sphere, satisfying $n$ line ar inequalities $a_i^Tx\ge 0$. To solve this problem we consider the centers of the insphere of spherical simpl ices, whose…

最优化与控制 · 数学 2007-05-23 Ulrich Betke

Finding feasible points for which the proof succeeds is a critical issue in safe Branch and Bound algorithms which handle continuous problems. In this paper, we introduce a new strategy to compute very accurate approximations of feasible…

数值分析 · 计算机科学 2008-07-16 Alexandre Goldsztejn , Yahia Lebbah , Claude Michel , Michel Rueher

Finding a Z-eigenpair of a symmetric tensor is equivalent to finding a KKT point of a sphere constrained minimization problem. Based on this equivalency, in this paper, we first propose a class of iterative methods to get a Z-eigenpair of a…

最优化与控制 · 数学 2022-03-15 Dong-hui Li , Xueli Bai , Jiefeng Xu

We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint…

最优化与控制 · 数学 2021-05-26 Jaehyeon Ryu , Sungsoo Park

In this paper we provide new quantum algorithms with polynomial speed-up for a range of problems for which no such results were known, or we improve previous algorithms. First, we consider the approximation of the frequency moments $F_k$ of…

量子物理 · 物理学 2019-07-08 Yassine Hamoudi , Frédéric Magniez

The second-order cone linear complementarity problem (SOCLCP) is a generalization of the classical linear complementarity problem. It has been known that SOCLCP, with the globally uniquely solvable property, is essentially equivalent to a…

数值分析 · 数学 2020-11-18 Yiding Lin , Xiang Wang , Leihong Zhang

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

最优化与控制 · 数学 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

数值分析 · 数学 2020-07-08 Walter Cedric Simo Tao Lee

A new Chebyshev-type family of stabilized explicit methods for solving mildly stiff ODEs is presented. Besides conventional conditions of order and stability we impose an additional restriction on the methods: their stability function must…

数值分析 · 数学 2025-04-02 Boris Faleichik , Andrew Moisa

In this paper, we study the linear complementarity problems on the monotone extended second order cones. We demonstrate that the linear complementarity problem on the monotone extended second order cone can be converted into a mixed…

最优化与控制 · 数学 2025-09-03 Yingchao Gao , Sándor Z. Németh , Guohan Zhang

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

最优化与控制 · 数学 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira

Control synthesis under constraints is at the forefront of research on autonomous systems, in part due to its broad application from low-level control to high-level planning, where computing control inputs is typically cast as a constrained…

最优化与控制 · 数学 2026-03-23 Panagiotis Rousseas , Haejoon Lee , Dimos V. Dimarogonas , Dimitra Panagou

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

最优化与控制 · 数学 2019-11-21 Danylo Malyuta , Behcet Acikmese

Consider the Maximum Weight Independent Set problem for rectangles: given a family of weighted axis-parallel rectangles in the plane, find a maximum-weight subset of non-overlapping rectangles. The problem is notoriously hard both in the…

数据结构与算法 · 计算机科学 2016-11-22 Michał Pilipczuk , Erik Jan van Leeuwen , Andreas Wiese

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

概率论 · 数学 2020-05-15 Holger Sambale , Arthur Sinulis

We introduce the notion of consistent error bound functions which provides a unifying framework for error bounds for multiple convex sets. This framework goes beyond the classical Lipschitzian and H\"olderian error bounds and includes…

最优化与控制 · 数学 2023-10-20 Tianxiang Liu , Bruno F. Lourenço

We present a methodology for bounding the error term of an asymptotic solution to a singularly perturbed optimal control (SPOC) problem whose exact solution is known to be computationally intractable. In previous works, reduced or…

最优化与控制 · 数学 2016-10-20 Sei Howe , Panos Parpas

Traditionally, there are several polynomial algorithms for linear programming including the ellipsoid method, the interior point method and other variants. Recently, Chubanov [Chubanov, 2015] proposed a projection and rescaling algorithm,…

最优化与控制 · 数学 2018-10-11 Zhize Li , Wei Zhang , Kees Roos

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

数值分析 · 数学 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

It is well-known that the second-order cone can be outer-approximated to an arbitrary accuracy $\epsilon$ by a polyhedral cone of compact size defined by irrational data. In this paper, we propose two rational polyhedral…

最优化与控制 · 数学 2021-07-12 Burak Kocuk