Efficient Computation of the Approximation Quality in Sandwiching Algorithms

Computing the approximation quality is a crucial step in every iteration of Sandwiching algorithms (also called Benson-type algorithms) used for the approximation of convex Pareto fronts, sets or functions. Two quality indicators often used in these algorithms are polyhedral gauge and epsilon indicator. In this article, we develop an algorithm to compute the polyhedral gauge … Read more

A Voronoi-Based Mixed-Integer Gauss-Newton Algorithm for MINLP Arising in Optimal Control

We present a new algorithm for addressing nonconvex Mixed-Integer Nonlinear Programs (MINLPs) where the cost function is of nonlinear least squares form. We exploit this structure by leveraging a Gauss-Newton quadratic approximation of the original MINLP, leading to the formulation of a Mixed-Integer Quadratic Program (MIQP), which can be solved efficiently. The integer solution of the … Read more

Global Convergence of Algorithms Under Constant Rank Conditions for Nonlinear Second-Order Cone Programming

In [R. Andreani, G. Haeser, L. M. Mito, H. Ramírez C., Weak notions of nondegeneracy in nonlinear semidefinite programming, arXiv:2012.14810, 2020] the classical notion of nondegeneracy (or transversality) and Robinson’s constraint qualification have been revisited in the context of nonlinear semidefinite programming exploiting the structure of the problem, namely, its eigendecomposition. This allows formulating the … Read more