Publications related to An inexact proximal path-following algorithm for constrained convex minimization

Decentralized Nonlinear Model Predictive Control for 3D Formation of Multirotor Micro Aerial Vehicles with Relative Sensing and Estimation

Alcherio Martinoli, Izzet Kagan Erünsal, Rodrigo Martins de Matos Ventura

In recent years, extensive research is conducted on the coordination and cooperation strategies of multirotor Micro Aerial Vehicles (MAVs) to perform high-level missions such as scientific exploration, search and rescue, intelligence gathering etc. [1], [2 ...

2019

Scalable Convex Optimization Methods for Semidefinite Programming

Alp Yurtsever

With the ever-growing data sizes along with the increasing complexity of the modern problem formulations, contemporary applications in science and engineering impose heavy computational and storage burdens on the optimization algorithms. As a result, there ...

EPFL2019

Stochastic Frank-Wolfe for Composite Convex Minimization

Volkan Cevher, Alp Yurtsever

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers are designed fo ...

2019

New Algorithmic Paradigms for Discrete Problems using Dynamical Systems and Polynomials

Damian Mateusz Straszak

Optimization is a fundamental tool in modern science. Numerous important tasks in biology, economy, physics and computer science can be cast as optimization problems. Consider the example of machine learning: recent advances have shown that even the most s ...

EPFL2018

Proximity Operators of Discrete Information Divergences

Mireille El Gheche, Giovanni Chierchia

While phi-divergences have been extensively studied in convex analysis, their use in optimization problems often remains challenging. In this regard, one of the main shortcomings of existing methods is that the minimization of phi-divergences is usually pe ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2018

Distributed Rate Allocation in Switch-Based Multiparty Videoconferencing System

Pascal Frossard, Sergio Mena, Stefano D'Aronco

Multiparty videoconferences, or more generally multiparty video calls, are gaining a lot of popularity as they offer a rich communication experience. These applications have, however, large requirements in terms of both network and computational resources ...

2017

Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage

Volkan Cevher, Alp Yurtsever

This paper considers a fundamental class of convex matrix optimization problems with low-rank solutions. We show it is possible to solve these problem using far less memory than the natural size of the decision variable when the problem data has a concise ...

2017

The Linear Programming Approach to Reach-Avoid Problems for Markov Decision Processes

Maryam Kamgarpour, John Lygeros, Tyler Summers

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a control policy to max ...

2017

On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming

Colin Neil Jones, Altug Bitlislioglu

This technical note discusses convergence conditions of a generalized variant of primal-dual interior point methods. The generalization arises due to the permitted case of having a non-uniform complementarity perturbation vector, which is equivalent to hav ...

2017

Exact Algorithms for $ L ^{ 1 } $ -TV Regularization of Real-Valued or Circle-Valued Signals

Michaël Unser, Martin Kurt Storath

We consider

L ^{ 1 }

-TV regularization of univariate signals with values on the real line or on the unit circle. While the real data space leads to a convex optimization problem, the problem is nonconvex for circle-valued data. In this paper, we deriv ...

SIAM2016

An inexact proximal path-following algorithm for constrained convex minimization

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Decentralized Nonlinear Model Predictive Control for 3D Formation of Multirotor Micro Aerial Vehicles with Relative Sensing and Estimation

Scalable Convex Optimization Methods for Semidefinite Programming

Stochastic Frank-Wolfe for Composite Convex Minimization

New Algorithmic Paradigms for Discrete Problems using Dynamical Systems and Polynomials

Proximity Operators of Discrete Information Divergences

Distributed Rate Allocation in Switch-Based Multiparty Videoconferencing System

Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage

The Linear Programming Approach to Reach-Avoid Problems for Markov Decision Processes

On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming

Exact Algorithms for $ L ^{ 1 } $ -TV Regularization of Real-Valued or Circle-Valued Signals

Scalable Convex Optimization Methods for Semidefinite Programming

New Algorithmic Paradigms for Discrete Problems using Dynamical Systems and Polynomials

Stochastic Frank-Wolfe for Composite Convex Minimization

The Linear Programming Approach to Reach-Avoid Problems for Markov Decision Processes

Exact Algorithms for $ L ^{ 1 } $ -TV Regularization of Real-Valued or Circle-Valued Signals

Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage

On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming

Decentralized Nonlinear Model Predictive Control for 3D Formation of Multirotor Micro Aerial Vehicles with Relative Sensing and Estimation

Distributed Rate Allocation in Switch-Based Multiparty Videoconferencing System

Proximity Operators of Discrete Information Divergences