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We study how to solve semidefinite programming relaxations for large scale polynomial optimization. When interior-point methods are used, typically only small or moderately large problems could be solved. This paper studies regularization…

最优化与控制 · 数学 2011-12-06 Jiawang Nie , Li Wang

Given an affine space of matrices $\mathcal{L}$ and a matrix $\Theta\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $\Theta$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex…

最优化与控制 · 数学 2020-10-12 Diego Cifuentes

Converging hierarchies of finite-dimensional semi-definite relaxations have been proposed for state-constrained optimal control problems featuring oscillation phe-nomena, by relaxing controls as Young measures. These semi-definite…

最优化与控制 · 数学 2014-12-20 Mathieu Claeys , Didier Henrion , Martin Kružík

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

最优化与控制 · 数学 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

This paper presents a novel approach for collision avoidance in optimal and model predictive control, in which the environment is represented by a large number of points and the robot as a union of padded polygons. The conditions that none…

机器人学 · 计算机科学 2026-03-24 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Rashmi Dabir , Moritz Diehl

There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…

系统与控制 · 电气工程与系统科学 2020-04-20 Haimin Hu , Mahyar Fazlyab , Manfred Morari , George J. Pappas

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

最优化与控制 · 数学 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…

最优化与控制 · 数学 2021-06-18 Donghwan Lee

In this paper, we investigate the use of relaxed logarithmic barrier functions in the context of linear model predictive control. We present results that allow to guarantee asymptotic stability of the corresponding closed-loop system, and…

最优化与控制 · 数学 2015-03-12 Christian Feller , Christian Ebenbauer

In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of 2 sub-gaussian distributions in $\R^p$. We consider semidefinite programming relaxations of an integer quadratic program that is…

机器学习 · 统计学 2025-03-19 Shuheng Zhou

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

最优化与控制 · 数学 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

For a large class of optimization problems, namely those that can be expressed as finite-valued constraint satisfaction problems (VCSPs), we establish a dichotomy on the number of levels of the Lasserre hierarchy of semi-definite programs…

计算机科学中的逻辑 · 计算机科学 2016-09-27 Anuj Dawar , Pengming Wang

A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations. Unfortunately, generic SDP solvers hardly scale beyond instances with a few…

最优化与控制 · 数学 2016-03-15 Andrea Montanari

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

机器人学 · 计算机科学 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

We consider semidefinite programming (SDP) approaches for solving the maximum satisfiability problem (MAX-SAT) and the weighted partial MAX-SAT. It is widely known that SDP is well-suited to approximate the (MAX-)2-SAT. Our work shows the…

最优化与控制 · 数学 2023-02-15 Lennart Sinjorgo , Renata Sotirov

We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…

最优化与控制 · 数学 2016-04-07 Christian Feller , Christian Ebenbauer

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…

最优化与控制 · 数学 2014-03-05 V. Jeyakumar , G. Li , J. Vicente-Perez

In this paper, motivated by a problem in stochastic impulse control theory, we aim to study solutions to a free boundary problem of obstacle-type. We obtain sharp estimates for the solution using nonlinear tools which are independent of the…

偏微分方程分析 · 数学 2017-02-02 Rohit Jain

Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…

系统与控制 · 电气工程与系统科学 2019-12-30 Elena Arcari , Lukas Hewing , Max Schlichting , Melanie N. Zeilinger