相关论文: Warm-starting outer approximation for parametrized…

We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

Determining the maximum demand a water distribution network can satisfy is crucial for ensuring reliable supply and planning network expansion. This problem, typically formulated as a mixed-integer nonlinear program (MINLP), is…

We propose NEP_MiniMax, a novel computational method for solving nonlinear eigenvalue problems (NEPs) $T(\lambda)\mathbf{u}= 0$ on compact continua $\Omega \subset \mathbb{C}$. The method combines two key components: (1) a rational minimax…

Approximate combinatorial optimisation has emerged as one of the most promising application areas for quantum computers, particularly those in the near term. In this work, we focus on the quantum approximate optimisation algorithm (QAOA)…

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

This paper introduces a new global optimization algorithm for solving the generalized linear multiplicative problem (GLMP). The algorithm starts by introducing $\bar{p}$ new variables and applying a logarithmic transformation to convert the…

In this paper, we describe a novel unsupervised learning scheme for accelerating the solution of a family of mixed integer programming (MIP) problems. Distinct substantially from existing learning-to-optimize methods, our proposal seeks to…

In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…

Non-convex, nonlinear gas network optimization models are used to determine the feasibility of flows on existing networks given constraints on network flows, gas mixing, and pressure loss along pipes. This work improves two existing gas…

Hybrid quantum-classical algorithms such as the quantum approximate optimization algorithm (QAOA) are considered one of the most promising approaches for leveraging near-term quantum computers for practical applications. Such algorithms are…

The atomic norm provides a generalization of the $\ell_1$-norm to continuous parameter spaces. When applied as a sparse regularizer for line spectral estimation the solution can be obtained by solving a convex optimization problem. This…

In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds on worst-case…

The work of Wachter and Biegler suggests that infeasible-start interior point methods (IPMs) developed for linear programming cannot be adapted to nonlinear optimization without significant modification, i.e., using a two-phase or penalty…

Gas networks are used to transport natural gas, which is an important resource for both residential and industrial customers throughout the world. The gas network design problem is generally modelled as a nonconvex mixed-integer nonlinear…

Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…

In this paper, we consider the problem of minimizing a difference-of-convex objective over a nonlinear conic constraint, where the cone is closed, convex, pointed and has a nonempty interior. We assume that the support function of a compact…

Leveraging machine learning (ML) to predict an initial solution for mixed-integer linear programming (MILP) has gained considerable popularity in recent years. These methods predict a solution and fix a subset of variables to reduce the…