A General Framework for Optimal Control of Fractional Nonlinear Delay Systems by Wavelets

An iterative procedure to find the optimal solutions of general fractional nonlinear delay systems with quadraticperformance indices is introduced. The derivatives of state equations are understood in the Caputo sense. By presenting and applying a general framework, we use the Chebyshev wavelet method developed for fractional linear optimal control to convert fractional nonlinear optimal control … Read more

A Comparative Study of Stability Representations for Solving Many-to-One Matching Problems with Utility-Weighted Objectives, Ties, and Incomplete Lists via Integer Optimization

We consider integer optimization models for finding stable solutions to many-to-one, utility-weighted matching problems with incomplete preference lists and ties. While traditional algorithmic approaches for the stable many-to-one matching problem, such as the Deferred Acceptance algorithm, offer efficient performance for the strict problem setting, adaptation to alternative settings often requires careful customization. Optimization-based approaches are … Read more

Path Planning and Network Optimization for UAV Swarms for Multi-Target Tracking

This paper focuses on the development of decentralized collaborative sensing and sensor resource allocation algorithms where the sensors are located on-board autonomous unmanned aerial vehicles. We develop these algorithms in the context of single-target and multi-target tracking applications, where the objective is to maximize the tracking performance as measured by the mean-squared error between the … Read more

Beyond local optimality conditions: the case of maximizing a convex function

In this paper, we design an algorithm for maximizing a convex function over a convex feasible set. The algorithm consists of two phases: in phase 1 a feasible solution is obtained that is used as an initial starting point in phase 2. In the latter, a biconvex problem equivalent to the original problem is solved … Read more

On the Numerical Performance of Derivative-Free Optimization Methods Based on Finite-Difference Approximations

The goal of this paper is to investigate an approach for derivative-free optimization that has not received sufficient attention in the literature and is yet one of the simplest to implement and parallelize. It consists of computing gradients of a smoothed approximation of the objective function (and constraints), and employing them within established codes. These … Read more

Direct-Search for a Class of Stochastic Min-Max Problems

Recent applications in machine learning have renewed the interest of the community in min-max optimization problems. While gradient-based optimization methods are widely used to solve such problems, there are however many scenarios where these techniques are not well-suited, or even not applicable when the gradient is not accessible. We investigate the use of direct-search methods … Read more

An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems

In this paper, we propose a new method for a class of difference-of-convex (DC) optimization problems, whose objective is the sum of a smooth function and a possibly non-prox-friendly DC function. The method sequentially solves subproblems constructed from a quadratic approximation of the smooth function and a linear majorization of the concave part of the … Read more

Decomposition Methods for Global Solutions of Mixed-Integer Linear Programs

This paper introduces two decomposition-based methods for two-block mixed-integer linear programs (MILPs), which break the original problem into a sequence of smaller MILP subproblems. The first method is based on the l1-augmented Lagrangian. The second method is based on the alternating direction method of multipliers. When the original problem has a block-angular structure, the subproblems … Read more

Scalable Subspace Methods for Derivative-Free Nonlinear Least-Squares Optimization

We introduce a general framework for large-scale model-based derivative-free optimization based on iterative minimization within random subspaces. We present a probabilistic worst-case complexity analysis for our method, where in particular we prove high-probability bounds on the number of iterations before a given optimality is achieved. This framework is specialized to nonlinear least-squares problems, with a … Read more

How do exponential size solutions arise in semidefinite programming?

Semidefinite programs (SDPs) are some of the most popular and broadly applicable optimization problems to emerge in the last thirty years. A curious pathology of SDPs, illustrated by a classical example of Khachiyan, is that their solutions may need exponential space to even write down. Exponential size solutions are the main obstacle to solve a … Read more