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In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…

最优化与控制 · 数学 2024-12-17 Zhinan Hou , Keyou You

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…

最优化与控制 · 数学 2022-10-20 Li-Gang Lin , Yew-Wen Liang

A new approach to solving a large class of factorable nonlinear programming (NLP) problems to global optimality is presented in this paper. Unlike the traditional strategy of partitioning the decision-variable space employed in many…

最优化与控制 · 数学 2015-04-28 Gene A. Bunin

The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…

最优化与控制 · 数学 2022-06-22 Bingsheng He , Shengjie Xu , Jing Yuan

Outer approximation methods have long been employed to tackle a variety of optimization problems, including linear programming, in the 1960s, and continue to be effective for solving variational inequalities, general convex problems, as…

最优化与控制 · 数学 2024-09-24 Ewa M. Bednarczuk , Giovanni Bruccola , Jean-Christophe Pesquet , Krzysztof Rutkowski

The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…

机器学习 · 统计学 2024-10-30 Aleksandr Talitckii , Brendon K. Colbert , Matthew M. Peet

This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…

最优化与控制 · 数学 2022-06-28 Q. Zhu , L. P. Tang , X. M. Yang

The main challenge of nonconvex optimization is to find a global optimum, or at least to avoid ``bad'' local minima and meaningless stationary points. We study here the extent to which algorithms, as opposed to optimization models and…

最优化与控制 · 数学 2025-02-27 Thi Lan Dinh , Wiebke Bennecke , G. S. Matthijs Jansen , D. Russell Luke , Stefan Mathias

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

最优化与控制 · 数学 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted. This problem arises in many applications, such as…

最优化与控制 · 数学 2013-10-21 Zhouchen Lin , Minming Chen , Yi Ma

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant…

最优化与控制 · 数学 2025-08-06 Mingze Li , Lei Fan , Zhu Han

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

最优化与控制 · 数学 2025-05-15 Xi Gao , Jinxin Xiong , Linxin Yang , Akang Wang , Weiwei Xu , Jiang Xue

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

最优化与控制 · 数学 2016-09-30 Jaehyun Park , Stephen Boyd

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

最优化与控制 · 数学 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…

计算机视觉与模式识别 · 计算机科学 2011-12-06 Jan Lellmann , Frank Lenzen , Christoph Schnörr

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

机器学习 · 计算机科学 2024-10-28 Shudian Zhao , Jan Kronqvist

In this paper we provide necessary and sufficient (KKT) conditions for global optimality for a new class of possibly nonconvex quadratically constrained quadratic programming (QCQP) problems, denoted by S-QCQP. The class consists of QCQP…

最优化与控制 · 数学 2022-06-02 Ewa M. Bednarczuk , Giovanni Bruccola

We investigate quantum computational complexity of calculating partition functions of Ising models. We construct a quantum algorithm for an additive approximation of Ising partition functions on square lattices. To this end, we utilize the…

量子物理 · 物理学 2014-08-13 Akira Matsuo , Keisuke Fujii , Nobuyuki Imoto

Recent work has shown a variety of ways in which machine learning can be used to accelerate the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial…

机器学习 · 计算机科学 2024-04-02 Ethan King , James Kotary , Ferdinando Fioretto , Jan Drgona

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

机器学习 · 计算机科学 2024-10-04 Greg B Fotopoulos , Paul Popovich , Nicholas Hall Papadopoulos