Concept

Optimisation SDP

Publications associées (214)

A Constant-Factor Approximation Algorithm for the Asymmetric Traveling Salesman Problem

Ola Nils Anders Svensson, Jakub Tarnawski

We give a constant-factor approximation algorithm for the asymmetric traveling salesman problem. Our approximation guarantee is analyzed with respect to the standard LP relaxation, and thus our result confirms the conjectured constant integrality gap of th ...

ASSOC COMPUTING MACHINERY2018

Faster Algorithms for Integer Programs with Block Structure

Friedrich Eisenbrand, Kim-Manuel Klein, Christoph Hunkenschröder

We consider integer programming problems max {c^Tx : A x = b, l

Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik2018

On the theory of variance reduction for stochastic gradient monte carlo

Nicolas Henri Bernard Flammarion

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for quadratic non-strongly-convex problems may be reformulated as constant parameter secondorder difference equation algorithms, where stability of the system is ...

2018

A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization

Volkan Cevher, Quoc Tran Dinh

We propose a new and low per-iteration complexity first-order primal-dual optimization framework for a convex optimization template with broad applications. Our analysis relies on a novel combination of three classic ideas applied to the primal-dual gap fu ...

SIAM2018

Stochastic Three-Composite Convex Minimization with a Linear Operator

Volkan Cevher

We develop a primal-dual convex minimization framework to solve a class of stochastic convex three-composite problem with a linear operator. We consider the cases where the problem is both convex and strongly convex and analyze the convergence of the propo ...

JMLR: W&CP2018

Optimal Load Sharing for Serial Compressors via Modifier Adaptation

Dominique Bonvin, Timm Faulwasser, René Uwe Schneider, Predrag Milosavljevic

This paper investigates the optimal load-sharing problem of serial gas compressors in the presence of plant-model mismatch. The problem is formulated as a static real-time optimization task that is solved via modifier adaptation for interconnected systems. ...

IEEE2018

A Non-Euclidean Gradient Descent Framework for Non-Convex Matrix Factorization

Volkan Cevher, Anastasios Kyrillidis, Ya-Ping Hsieh, Rabeeh Karimi Mahabadi, Yu-Chun Kao

We study convex optimization problems that feature low-rank matrix solutions. In such scenarios, non-convex methods offer significant advantages over convex methods due to their lower space complexity as well as faster convergence speed. Moreover, many of ...

2018

A Semidefinite Programming Approach to Control Synthesis for Stochastic Reach-Avoid Problems

Maryam Kamgarpour, John Lygeros

We propose a computational approach to approximate the value function and control poli- cies for a finite horizon stochastic reach-avoid problem as follows. First, we formulate an infinite dimensional linear program whose solution characterizes the optimal ...

EPiC Series in Computing2017

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

An integer programming approach to scheduling the transshipment of products at cross-docks in less-than-truckload industries

Mohammad Yousef Maknoon

This paper introduces an exact method to schedule the internal transshipment process at cross-docks in less-than-truckload industries. An integer programming formulation is presented to minimize the cost of double handling by synchronizing two types of dec ...

Pergamon-Elsevier Science Ltd2017

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