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Linear Optimization by Conical Projection
This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this...
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Efficient Use of Quantum Linear System Algorithms in Inexact Infeasible IPMs for Linear Optimization
Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems...
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Adjustability in robust linear optimization
We investigate the concept of adjustability—the difference in objective values between two types of dynamic robust optimization formulations: one...
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Understanding Badly and Well-Behaved Linear Matrix Inequalities Via Semi-infinite Optimization
In this paper, we use a linear semi-infinite optimization approach to study badly and well-behaved linear matrix inequalities. We utilize a result on...
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Optimality conditions and duality for a class of continuous-time linear optimization problems
In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with...
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Constrained Linear-Quadratic Optimization Problems with Parameter-Dependent Entries
The paper provides strong convergence of solutions to a sequence of linear-quadratic (LQ) optimization problems defined in an abstract functional...
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Individual and cooperative portfolio optimization as linear program
We derive a linear program for minimization, subject to a linear constraint, of an arbitrary positively homogeneous convex functional, whose dual set...
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Monotone Splitting SQP Algorithms for Two-block Nonconvex Optimization Problems with General Linear Constraints and Applications
This work discusses a class of two-block nonconvex optimization problems with linear equality, inequality and box constraints. Based on the ideas of...
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An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
In this paper, we investigate effective algorithms for the worst-case linear optimization (WCLO) under polyhedral uncertainty on the right-hand-side...
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A polynomial interior-point algorithm with improved iteration bounds for linear optimization
In this paper, we present a polynomial primal-dual interior-point algorithm for linear optimization based on a modified logarithmic barrier kernel...
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Linear-Quadratic Delayed Mean-Field Social Optimization
A linear quadratic (LQ) stochastic optimization problem with delay involving weakly-coupled large population is investigated in this paper. Different...
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Conditions for linear convergence of the gradient method for non-convex optimization
In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems...
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Shape optimization for composite materials in linear elasticity
This article is devoted to the optimal design of the microstructure in composite materials, which are governed by the equations of linear elasticity....
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Lipschitzian Stability in Linear Semi-infinite Optimization
This paper is intended to provide an overview of recent results by the authors, together with different collaborators, on quantitative measures of...
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Analysis of the optimization landscape of Linear Quadratic Gaussian (LQG) control
This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the...
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Topology Optimization in Linear Elasticity, Plasticity and Fracture Mechanics
This chapter presents the theoretical and the numerical study of shape and topology optimization for linear elasticity, plasticity and fracture using...
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Optimization of Sparsity-Constrained Neural Networks as a Mixed Integer Linear Program
The literature has shown how to optimize and analyze the parameters of different types of neural networks using mixed integer linear programs (MILP)....
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Nash Equilibria Strategies and Equivalent Single-Objective Optimization Problems. The Case of Linear Partial Differential Equations
In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach...
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An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation
This paper presents an efficient global optimization algorithm to solve a class of linear multiplicative problems (LMP). The algorithm first converts...
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Sequential Improvement Method in Probabilistic Criteria Optimization Problems for Linear-in-State Jump Diffusion Systems
AbstractHere we study the problems of probabilistic and quantile optimization of multidimensional controllable jump diffusion. As the main tool we...
