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 …

Optimal low-rank matrix completion: Semidefinite relaxations and eigenvector disjunctions

D Bertsimas, R Cory-Wright, S Lo… - arxiv preprint arxiv …, 2023 - arxiv.org
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 …

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 …

Consistent second-order conic integer programming for learning Bayesian networks

S Kucukyavuz, A Shojaie, H Manzour, L Wei… - Journal of Machine …, 2023 - jmlr.org
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 …

A Parametric Approach for Solving Convex Quadratic Optimization with Indicators Over Trees

A Bhathena, S Fattahi, A Gómez… - arxiv preprint arxiv …, 2024 - arxiv.org
This paper investigates convex quadratic optimization problems involving $ n $ indicator
variables, each associated with a continuous variable, particularly focusing on scenarios …

Outlier detection in regression: conic quadratic formulations

A Gómez, J Neto - arxiv preprint arxiv:2307.05975, 2023 - arxiv.org
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 …

Constrained optimization of rank-one functions with indicator variables

S Shafiee, F Kılınç-Karzan - Mathematical Programming, 2024 - Springer
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 …

Explicit convex hull description of bivariate quadratic sets with indicator variables

A De Rosa, A Khajavirad - Mathematical Programming, 2024 - Springer
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 …

Convexification of Multi-period Quadratic Programs with Indicators

J Lee, A Gómez, A Atamtürk - arxiv preprint arxiv:2412.17178, 2024 - arxiv.org
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 …

A note on quadratic constraints with indicator variables: Convex hull description and perspective relaxation

A Gómez, W **e - Operations Research Letters, 2024 - Elsevier
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 …