相关论文: Convex Separation from Optimization via Heuristics

In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those…

The TREX is a recently introduced method for performing sparse high-dimensional regression. Despite its statistical promise as an alternative to the lasso, square-root lasso, and scaled lasso, the TREX is computationally challenging in that…

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

This paper considers the one-dimensional cutting stock problem with divisible items, which is a new problem in the cutting stock literature. The problem exists in steel industries. In the new problem, each item can be divided into smaller…

A novel approach is introduced to a very widely occurring problem, providing a complete, explicit resolution of it: minimisation of a convex quadratic under a general quadratic, equality or inequality, constraint. Completeness comes via…

We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and…

We study an optimization problem in which the objective is given as a sum of logarithmic-polynomial functions. This formulation is motivated by statistical estimation principles such as maximum likelihood estimation, and by loss functions…

In this paper we deal with the restricted Block Relocation Problem. We present a new lower bound and a heuristic approach for the problem. The proposed lower bound can be computed in polynomial time and it is provably better than some…

Weight optimization of frame structures with continuous cross-section parametrization is a challenging non-convex problem that has traditionally been solved by local optimization techniques. Here, we exploit its inherent semi-algebraic…

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Piecewise linear vector optimization problems in a locally convex Hausdorff topological vector spaces setting are considered in this paper. The efficient solution set of these problems are shown to be the unions of finitely many semi-closed…

The algorithmic differentiation (AD) of mathematical functions can be interpreted as a sequence of vertex eliminations in an underlying directed acyclic graph. The problem of determining a minimum-cost elimination ordering, which we call…

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little…

Mathematical programs with complementarity constraints are notoriously difficult to solve due to their nonconvexity and lack of constraint qualifications in every feasible point. This work focuses on the subclass of quadratic programs with…

Recent advances in the efficiency and robustness of algorithms solving convex quadratically constrained quadratic programming (QCQP) problems motivate developing techniques for creating convex quadratic relaxations that, although more…

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…