Clustering via Minimum Volume Ellipsoids

We propose minimum volume ellipsoids (MVE) clustering as an alternate clustering technique to k-means clustering for Gaussian data points and explore its value and practicality. MVE clustering allocates data points into clusters that minimizes the total volumes of each cluster’s covering ellipsoids. Motivations for this approach include its scale-invariance, its ability to handle asymmetric and … Read more

An Explicit Semidefinite Characterization of Satisfiability for Tseitin Instances

This paper is concerned with the application of semidefinite programming to the satisfiability problem, and in particular with using semidefinite liftings to efficiently obtain proofs of unsatisfiability. We focus on the Tseitin satisfiability instances which are known to be hard for many proof systems. We present an explicit semidefinite programming problem with dimension linear in … Read more

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensuring a required performance for all realizations of the data from a given bounded uncertainty set, whereas with the proposed approach, we require also a controlled deterioration in performance … Read more

Regularization Using a Parameterized Trust Region Subproblem

We present a new method for regularization of ill-conditioned problems, such as those that arise in image restoration or mathematical processing of medical data. The method extends the traditional {\em trust-region subproblem}, \TRS, approach that makes use of the {\em L-curve} maximum curvature criterion, a strategy recently proposed to find a good regularization parameter. We … Read more

A Framework for Kernel Regularization with Applications to Protein Clustering

We develop and apply a novel framework which is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent dissimilarity information between pairs of objects, obtainable in a variety of contexts. Any positive definite kernel defines a consistent set of distances, and the fitted kernel provides … Read more

Approximating K-means-type clustering via semidefinite programming

One of the fundamental clustering problems is to assign $n$ points into $k$ clusters based on the minimal sum-of-squares(MSSC), which is known to be NP-hard. In this paper, by using matrix arguments, we first model MSSC as a so-called 0-1 semidefinite programming (SDP). We show that our 0-1 SDP model provides an unified framework for … Read more

A Semidefinite Optimization Approach for the Single-Row Layout Problem with Unequal Dimensions

The facility layout problem is concerned with the arrangement of a given number of rectangular facilities so as to minimize the total cost associated with the (known or projected) interactions between them. We consider the one-dimensional space allocation problem (ODSAP), also known as the single-row facility layout problem, which consists in finding an optimal linear … Read more

Experimental Datasets from Chemical Thermodynamics

I have been working for quite awhile with the treatment of experimental results in chemical thermodynamics. I have tried to organize my archives and make them available for others. There are several experimental datasets in computer readable format and I hope that they can be used as useful benchmarks for data fitting and nonlinear optimization. … Read more

Large-scale semidefinite programs in electronic structure calculation

Employing the variational approach having the two-body reduced density matrix (RDM) as variables to compute the ground state energies of atomic-molecular systems has been a long time dream in electronic structure theory in chemical physics/physical chemistry. Realization of the RDM approach has benefited greatly from recent developments in semidefinite programming (SDP). We present the actual … Read more

Analysis of a Belgian Chocolate Stabilization Problem

We give a detailed numerical and theoretical analysis of a stabilization problem posed by V. Blondel in 1994. Our approach illustrates the effectiveness of a new gradient sampling algorithm for finding local optimizers of nonsmooth, nonconvex optimization problems arising in control, as well as the power of nonsmooth analysis for understanding variational problems involving polynomial … Read more