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This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

最优化与控制 · 数学 2011-08-01 Tran Dinh Quoc , Moritz Diehl

The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…

最优化与控制 · 数学 2020-03-02 Y. Gorkem Gokmen , E. Alper Yildirim

In this paper we consider a sufficiently broad class of nonlinear mathematical programs with disjunctive constraints, which, e.g., include mathematical programs with complemetarity/vanishing constraints. We present an extension of the…

最优化与控制 · 数学 2016-11-28 Matúš Benko , Helmut Gfrerer

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

信息论 · 计算机科学 2012-03-22 Amir Beck , Yonina C. Eldar

This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…

最优化与控制 · 数学 2014-06-17 C. H. Jeffrey Pang

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

系统与控制 · 计算机科学 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

The problem of separating structured information representing phenomena of differing natures is considered. A structure is assumed to be independent of the others if can be represented in a complementary subspace. When the concomitant…

数学物理 · 物理学 2015-05-13 Laura Rebollo-Neira , A. PLastino

Neural networks can emulate nonlinear physical systems with high accuracy, yet they may produce physically-inconsistent results when violating fundamental constraints. Here, we introduce a systematic way of enforcing nonlinear analytic…

计算物理 · 物理学 2021-03-10 Tom Beucler , Michael Pritchard , Stephan Rasp , Jordan Ott , Pierre Baldi , Pierre Gentine

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

最优化与控制 · 数学 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

计算工程、金融与科学 · 计算机科学 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

最优化与控制 · 数学 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…

最优化与控制 · 数学 2025-12-17 Vito Cerone , Sophie M. Fosson , Simone Pirrera , Diego Regruto

Functional constraints and bi-functional constraints are an important constraint class in Constraint Programming (CP) systems, in particular for Constraint Logic Programming (CLP) systems. CP systems with finite domain constraints usually…

人工智能 · 计算机科学 2010-06-17 Yuanlin Zhang , Roland H. C. Yap

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…

最优化与控制 · 数学 2026-03-11 Oktay Günlük , Paul Jünger , Jeff Linderoth , Andrea Lodi , James Luedtke

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

最优化与控制 · 数学 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…

最优化与控制 · 数学 2022-02-22 Zahed Shahmoradi , Taewoo Lee

Nonlinear contraction theory is a comparatively recent dynamic control system design tool based on an exact differential analysis of convergence, in essence converting a nonlinear stability problem into a linear time-varying stability…

斑图形成与孤子 · 物理学 2007-05-23 Winfried Lohmiller , Jean-Jacques E. Slotine

We introduce statistical constraints, a declarative modelling tool that links statistics and constraint programming. We discuss two statistical constraints and some associated filtering algorithms. Finally, we illustrate applications to…

人工智能 · 计算机科学 2014-09-09 Roberto Rossi , Steven Prestwich , S. Armagan Tarim

We present a new solution for fundamental problems in nonlinear dynamical systems: finding, verifying, and stabilizing cycles. The solution we propose consists of a new control method based on mixing previous states of the system (or the…

动力系统 · 数学 2017-12-19 D. Dmitrishin , I. E. Iacob , I. Skrinnik , A. Stokolos

We are faced with convex quadratic programing in many contexts related to control theory, economy and robotics. In this paper, we introduce a new active set algorithm for solving such problems and analyze its possible advantages. The…

最优化与控制 · 数学 2024-08-27 Negin Bagherpour , Nima Minayi , AmirHossein Shanaghi