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 …

A Lagrangian–DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems

S Kim, M Kojima, KC Toh - Mathematical Programming, 2016 - Springer
We propose an efficient computational method for linearly constrained quadratic
optimization problems (QOPs) with complementarity constraints based on their Lagrangian …

A conditional gradient framework for composite convex minimization with applications to semidefinite programming

A Yurtsever, O Fercoq, F Locatello… - … on Machine Learning, 2018 - proceedings.mlr.press
We propose a conditional gradient framework for a composite convex minimization template
with broad applications. Our approach combines smoothing and homotopy techniques …

Copositive tensor detection and its applications in physics and hypergraphs

H Chen, ZH Huang, L Qi - Computational Optimization and Applications, 2018 - Springer
Copositivity of tensors plays an important role in vacuum stability of a general scalar
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 …

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 …

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 …

[PDF][PDF] B-475 Lagrangian-Conic Relaxations, Part I: A Unified Framework and Its Applications to Quadratic Optimization Problems

N Arima, S Kim, M Kojima, KC Toh - 2014 - optimization-online.org
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 …

Momentum based projection free stochastic optimization under affine constraints

Z Akhtar, K Rajawat - 2021 American Control Conference …, 2021 - ieeexplore.ieee.org
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 …

Strong duality of a conic optimization problem with a single hyperplane and two cone constraints

S Kim, M Kojima - Optimization, 2023 - Taylor & Francis
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 …