相关论文: Bound tightening in lifted formulations: (sub)solv…

Domain reduction techniques are at the core of any global optimization solver for NLP or MINLP problems. In this paper, we delve into several of these techniques and assess the impact they may have in the performance of an RLT-based…

The reformulation-linearization technique (RLT) is a prominent approach to constructing tight linear relaxations of non-convex continuous and mixed-integer optimization problems. The goal of this paper is to extend the applicability and…

Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…

In this paper, we consider bilevel optimization problem where the lower-level has coupled constraints, i.e. the constraints depend both on the upper- and lower-level variables. In particular, we consider two settings for the lower-level…

The pooling problem is a classical NP-hard problem in the chemical process and petroleum industries. This problem is modeled as a nonlinear, nonconvex network flow problem in which raw materials with different specifications are blended in…

Lagrangian decomposition (LD) is a relaxation method that provides a dual bound for constrained optimization problems by decomposing them into more manageable sub-problems. This bound can be used in branch-and-bound algorithms to prune the…

We consider linear and semidefinite programming relaxations of nonconvex quadratic programs given by the reformulation-linearization technique (RLT relaxation), and the Shor relaxation combined with the RLT relaxation (SDP-RLT relaxation).…

When computing bounds, spatial branch-and-bound algorithms often linearly outer approximate convex relaxations for non-convex expressions in order to capitalize on the efficiency and robustness of linear programming solvers. Considering…

We analyze variational inference for highly symmetric graphical models such as those arising from first-order probabilistic models. We first show that for these graphical models, the tree-reweighted variational objective lends itself to a…

Nonconvex optimization refers to the process of solving problems whose objective or constraints are nonconvex. Historically, this type of problems have been very difficult to solve to global optimality, with traditional solvers often…

Topology optimization has emerged as a powerful and increasingly relevant strategy for enhancing the flexibility and efficiency of power system operations. However, solving these problems is computationally demanding due to their…

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…

This paper describes an approximate method for global optimization of polynomial programming problems with bounded variables. The method uses a reformulation and linearization technique to transform the original polynomial optimization…

In distributed optimization, the communication of model updates can be a performance bottleneck. Consequently, gradient compression has been proposed as a means of increasing optimization throughput. In general, due to information loss,…

The ubiquity of deep learning algorithms in various applications has amplified the need for assuring their robustness against small input perturbations such as those occurring in adversarial attacks. Existing complete verification…

We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization problems involving minimization of a rank-one convex function over constraints modeling restrictions on the support of the decision variables emerge in various machine learning applications. These problems are often modeled…

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…