Lipschitz behavior of the robust regularization

To minimize or upper-bound the value of a function “robustly”, we might instead minimize or upper-bound the “epsilon-robust regularization”, defined as the map from a point to the maximum value of the function within an epsilon-radius. This regularization may be easy to compute: convex quadratics lead to semidefinite-representable regularizations, for example, and the spectral radius … Read more

A Linear Programming Approach for the Least-Squares Protein Morphing Problem

This work addresses the computation of free-energy di fferences between protein conformations by using morphing (i.e., transformation) of a source conformation into a target conformation. To enhance the morph- ing procedure, we employ permutations of atoms; we transform atom n in the source conformation into atom \sigma(n) in the target conformation rather than directly transforming atom … Read more

PSwarm: A Hybrid Solver for Linearly Constrained Global Derivative-Free Optimization

PSwarm was developed originally for the global optimization of functions without derivatives and where the variables are within upper and lower bounds. The underlying algorithm used is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the (optional) search step of coordinate search, … Read more

Locating Restricted Facilities on Binary Maps

In this paper we consider several facility location problems with applications to cost and social welfare optimization, when the area map is encoded as a binary (0,1) mxn matrix. We present algorithmic solutions for all the problems. Some cases are too particular to be used in practical situations, but they are at least a starting … Read more

Primal-dual interior-point methods with asymmetric barrier

In this paper we develop several polynomial-time interior-point methods (IPM) for solving nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal and the dual cone are not conjugate. This broken symmetry does not allow to apply the standard primal-dual IPM. However, we show that in this situation it is also possible … Read more

On Verifiable Sufficient Conditions for Sparse Signal Recovery via L1 Minimization

We propose novel necessary and sufficient conditions for a sensing matrix to be “s-good” — to allow for exact L1-recovery of sparse signals with s nonzero entries when no measurement noise is present. Then we express the error bounds for imperfect L1-recovery (nonzero measurement noise, nearly s-sparse signal, near-optimal solution of the optimization problem yielding … Read more

Impulsive Optimal Control of Hybrid Finite-Dimensional Lagrangian Systems

The scope of this dissertation addresses numerical and theoretical issues in the impulsive control of hybrid finite-dimensional Lagrangian systems. In order to treat these aspects, a modeling framework is presented based on the measure-differential inclusion representation of the Lagrangian dynamics. The main advantage of this representation is that it enables the incorporation of set-valued force … Read more

Gradient based method for cone programming with application to large-scale compressed sensing

In this paper, we study a gradient based method for general cone programming (CP) problems. In particular, we first consider four natural primal-dual convex smooth minimization reformulations for them, and then discuss a variant of Nesterov’s smooth (VNS) method recently proposed by Tseng [30] for solving these reformulations. The associated worst-case major arithmetic operations costs … Read more

Dantzig-Wolfe and block coordinate-descent decomposition in large-scale integrated refinery-planning

The integrated refinery-planning (IRP), an instrumental problem in the petroleum industry, is made of several subsystems, each of them involving a large number of decisions. Despite the complexity of the overall planning problem, this work presents a mathematical model of the refinery operations char acterized by complete horizontal integration of subsystems from crude oil purchase … Read more

An SDP-based divide-and-conquer algorithm for large scale noisy anchor-free graph realization

We propose the DISCO algorithm for graph realization in $\real^d$, given sparse and noisy short-range inter-vertex distances as inputs. Our divide-and-conquer algorithm works as follows. When a group has a sufficiently small number of vertices, the basis step is to form a graph realization by solving a semidefinite program. The recursive step is to break … Read more