Reducing conservatism in robust optimization
E Roos, D den Hertog - INFORMS Journal on Computing, 2020 - pubsonline.informs.org
Although robust optimization is a powerful technique in dealing with uncertainty in
optimization, its solutions can be too conservative. More specifically, it can lead to an …
optimization, its solutions can be too conservative. More specifically, it can lead to an …
A Lagrangian–DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
We propose an efficient computational method for linearly constrained quadratic
optimization problems (QOPs) with complementarity constraints based on their Lagrangian …
optimization problems (QOPs) with complementarity constraints based on their Lagrangian …
A conditional gradient framework for composite convex minimization with applications to semidefinite programming
We propose a conditional gradient framework for a composite convex minimization template
with broad applications. Our approach combines smoothing and homotopy techniques …
with broad applications. Our approach combines smoothing and homotopy techniques …
Copositive tensor detection and its applications in physics and hypergraphs
Copositivity of tensors plays an important role in vacuum stability of a general scalar
potential, polynomial optimization, tensor complementarity problem and tensor generalized …
potential, polynomial optimization, tensor complementarity problem and tensor generalized …
Amenable cones: error bounds without constraint qualifications
BF Lourenço - Mathematical Programming, 2021 - Springer
We provide a framework for obtaining error bounds for linear conic problems without
assuming constraint qualifications or regularity conditions. The key aspects of our approach …
assuming constraint qualifications or regularity conditions. The key aspects of our approach …
Completely positive tensors: properties, easily checkable subclasses, and tractable relaxations
Z Luo, L Qi - SIAM Journal on Matrix Analysis and Applications, 2016 - SIAM
The completely positive (CP) tensor verification and decomposition are essential in tensor
analysis and computation due to the wide applications in statistics, computer vision …
analysis and computation due to the wide applications in statistics, computer vision …
Facial reduction and partial polyhedrality
BF Lourenço, M Muramatsu, T Tsuchiya - SIAM Journal on Optimization, 2018 - SIAM
We present FRA-Poly, a facial reduction algorithm (FRA) for conic linear programs that is
sensitive to the presence of polyhedral faces in the cone. The main goals of FRA and FRA …
sensitive to the presence of polyhedral faces in the cone. The main goals of FRA and FRA …
[PDF][PDF] B-475 Lagrangian-Conic Relaxations, Part I: A Unified Framework and Its Applications to Quadratic Optimization Problems
In Part I of a series of study on Lagrangian-conic relaxations, we introduce a unified
framework for conic and Lagrangian-conic relaxations of quadratic optimization problems …
framework for conic and Lagrangian-conic relaxations of quadratic optimization problems …
Momentum based projection free stochastic optimization under affine constraints
This paper considers stochastic convex optimization problems with affine constraints, in
addition to other deterministic convex constraints on the domain of the variables. Usually, to …
addition to other deterministic convex constraints on the domain of the variables. Usually, to …
Strong duality of a conic optimization problem with a single hyperplane and two cone constraints
Strong (Lagrangian) duality of general conic optimization problems (COPs) has long been
studied and its profound and complicated results appear in different forms in a wide range of …
studied and its profound and complicated results appear in different forms in a wide range of …