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The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

最优化与控制 · 数学 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

A hierarchy of semidefinite programming (SDP) relaxations approximates the global optimum of polynomial optimization problems of noncommuting variables. Generating the relaxation, however, is a computationally demanding task, and only…

数学软件 · 计算机科学 2015-06-15 Peter Wittek

The nonlinear, non-convex AC Optimal Power Flow (AC-OPF) problem is fundamental for power systems operations. The intrinsic complexity of AC-OPF has fueled a growing interest in the development of optimization proxies for the problem, i.e.,…

最优化与控制 · 数学 2025-05-09 Guancheng Qiu , Mathieu Tanneau , Pascal Van Hentenryck

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

最优化与控制 · 数学 2018-02-19 Vladimir Gaitsgory , Alex Parkinson , Ilya Shvartsman

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

最优化与控制 · 数学 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

In scheduling and timetabling applications, the mutual-exclusion constraint stipulates that certain pairs of tasks that cannot be executed at the same time. This corresponds to the vertex colouring problem in graph theory, for which there…

最优化与控制 · 数学 2019-04-09 Jakub Marecek , Andrew J. Parkes

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

最优化与控制 · 数学 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with $n$ variables, the rank and positive…

最优化与控制 · 数学 2020-09-22 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

最优化与控制 · 数学 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

Nonlinear dynamics and safety constraints typically result in a nonlinear programming problem when applying model predictive control to achieve safe output consensus. To avoid the heavy computational burden of solving a nonlinear…

系统与控制 · 电气工程与系统科学 2026-01-21 Chao Wang , Shuyuan Zhang , Lei Wang

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

机器学习 · 统计学 2018-03-06 Guilherme França , José Bento

We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…

最优化与控制 · 数学 2024-05-15 Hiroki Marumo , Sunyoung Kim , Makoto Yamashita

For verifying the safety of neural networks (NNs), Fazlyab et al. (2019) introduced a semidefinite programming (SDP) approach called DeepSDP. This formulation can be viewed as the dual of the SDP relaxation for a problem formulated as a…

最优化与控制 · 数学 2025-04-15 Godai Azuma , Sunyoung Kim , Makoto Yamashita

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

最优化与控制 · 数学 2015-03-24 Laura Ferranti , Tamas Keviczky

The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…

最优化与控制 · 数学 2019-01-25 Yoshihiro Kanno

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

系统与控制 · 电气工程与系统科学 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…

最优化与控制 · 数学 2021-12-07 Roman Pogodin , Mikhail Krechetov , Yury Maximov

Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…

最优化与控制 · 数学 2025-07-15 Yi Wang , Rizheng Huang , Yuehaw Khoo

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

最优化与控制 · 数学 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

最优化与控制 · 数学 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou