On integrality in semidefinite programming for discrete optimization
F De Meijer, R Sotirov - SIAM Journal on Optimization, 2024 - SIAM
It is well known that by adding integrality constraints to the semidefinite programming (SDP)
relaxation of the max-cut problem, the resulting integer semidefinite program is an exact …
relaxation of the max-cut problem, the resulting integer semidefinite program is an exact …
Optimal low-rank matrix completion: Semidefinite relaxations and eigenvector disjunctions
Low-rank matrix completion consists of computing a matrix of minimal complexity that
recovers a given set of observations as accurately as possible. Unfortunately, existing …
recovers a given set of observations as accurately as possible. Unfortunately, existing …
Non-contact measurement of conveyor belt speed based on fast point cloud registration of feature block
C Hou, W Qiao, X Gao, H Dong… - … Science and Technology, 2024 - iopscience.iop.org
Non-contact, real-time measurement of conveyor belt speed is critical for energy-saving
speed regulation and efficient development of coal mine conveyor systems. Existing speed …
speed regulation and efficient development of coal mine conveyor systems. Existing speed …
Consistent second-order conic integer programming for learning Bayesian networks
Bayesian Networks (BNs) represent conditional probability relations among a set of random
variables (nodes) in the form of a directed acyclic graph (DAG), and have found diverse …
variables (nodes) in the form of a directed acyclic graph (DAG), and have found diverse …
A Parametric Approach for Solving Convex Quadratic Optimization with Indicators Over Trees
This paper investigates convex quadratic optimization problems involving $ n $ indicator
variables, each associated with a continuous variable, particularly focusing on scenarios …
variables, each associated with a continuous variable, particularly focusing on scenarios …
Outlier detection in regression: conic quadratic formulations
In many applications, when building linear regression models, it is important to account for
the presence of outliers, ie, corrupted input data points. Such problems can be formulated as …
the presence of outliers, ie, corrupted input data points. Such problems can be formulated as …
Constrained optimization of rank-one functions with indicator variables
Optimization problems involving minimization of a rank-one convex function over constraints
modeling restrictions on the support of the decision variables emerge in various machine …
modeling restrictions on the support of the decision variables emerge in various machine …
Explicit convex hull description of bivariate quadratic sets with indicator variables
We consider the nonconvex set S n={(x, X, z): X= xx T, x (1-z)= 0, x≥ 0, z∈{0, 1} n}, which is
closely related to the feasible region of several difficult nonconvex optimization problems …
closely related to the feasible region of several difficult nonconvex optimization problems …
Convexification of Multi-period Quadratic Programs with Indicators
We study a multi-period convex quadratic optimization problem, where the state evolves
dynamically as an affine function of the state, control, and indicator variables in each period …
dynamically as an affine function of the state, control, and indicator variables in each period …
A note on quadratic constraints with indicator variables: Convex hull description and perspective relaxation
In this paper, we study the mixed-integer nonlinear set given by a separable quadratic
constraint on continuous variables, where each continuous variable is controlled by an …
constraint on continuous variables, where each continuous variable is controlled by an …