相关论文: Quasiconvex Programming

In this paper, we present a new approach to linearizing zero-one quadratic minimization problem which has many applications in computer science and communications. Our algorithm is based on the observation that the quadratic term of…

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the…

We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite…

We consider estimating a compact set from finite data by approximating the support function of that set via sublinear regression. Support functions uniquely characterize a compact set up to closure of convexification, and are sublinear…

In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Our aim is to explain mathematical programs with equilibrium constraints (MPECs), motivate them through applications, present the main equivalent formulations of equilibrium constraints, and summarize the basic existence theory for optimal…

Fourier-Motzkin elimination is a projection algorithm for solving finite linear programs. We extend Fourier-Motzkin elimination to semi-infinite linear programs which are linear programs with finitely many variables and infinitely many…

In many applications, solutions of convex optimization problems are updated on-line, as functions of time. In this paper, we consider parametric semidefinite programs, which are linear optimization problems in the semidefinite cone whose…

Nonlinear programming targets nonlinear optimization with constraints, which is a generic yet complex methodology involving humans for problem modeling and algorithms for problem solving. We address the particularly hard challenge of…

Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…

We consider so-called squaring the square-puzzles where a given square (or rectangle) should be dissected into smaller squares. For a specific instance of such problems we demonstrate that a mathematically rigorous solution can be quite…

A convex relaxation of a quadratically constrained quadratic program (QCQP) is called exact if it has a rank-$1$ optimal solution that corresponds to an optimal solution of the QCQP. Given a QCQP whose convex relaxation is exact, this paper…

We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…

A framework is presented whereby a general convex conic optimization problem is transformed into an equivalent convex optimization problem whose only constraints are linear equations and whose objective function is Lipschitz continuous.…

We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic…

We survey recent generalizations and improvements of the linear programming method that involve semidefinite programming. A general framework using group representations and tools from graph theory is provided.

Quasiperiodicity is a generalization of periodicity that was introduced in the early 1990s. Since then, dozens of algorithms for computing various types of quasiperiodicity were proposed. Our work is a step towards answering the question:…

The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…

Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…