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In many recent applications, sparse solutions of the optimization problems are favoured over non-sparse solutions with comparable objective values. A standard method to induce the sparsity of the solution is based on the use of the $ \ell _0 $ ℓ 0 norm in the objective. However, if the underlying optimization problem is nonlinear, the solution of the nonlinear (sparse) $ \ell _0 $ ℓ 0 -optimization problem is difficult. Therefore, it is often approximated using the convex $ \ell _1 $ ℓ 1 -norm although this can lead to suboptimal solutions for the sparsity of the solution. In this paper, we follow another direction. We present exact reformulations (with respect to the $ \ell _0 $ ℓ 0 norm) and their relaxations leading to standard nonlinear but nonconvex programmes. We discuss and relate the relations between the different reformulations with repect to the original problem. We accompany our theoretical results by some numerical tests using randomly generated datasets. [ABSTRACT FROM AUTHOR]

On the basis of predecessors' coordination optimization of active and reactive power in distribution network, For the necessity of the optimal operation in the distribution network, part of power generated from photovoltaic (PV) cannot be sold to users, and cannot enjoy subsidies. Similarly, the network loss in the power transmission will also bring a certain economic loss. This paper comprehensively considers the economic loss caused by the network loss and PV abandon of the distribution system, and establishes a model to minimize the economic loss. To solve this problem efficiently, the method of DistFlow equation and mixed integer second order cone programming (MISOCP) is used to solve the problem, in this method, the original mixed integer nonlinear programming non-convex problem is transformed into a convex problem, which makes the optimization problem easy to solve. The modified IEEE 33 and IEEE 69 distribution networks are tested by the above method. The optimized results are able to meet the target and have very small relaxation gaps, and the voltage level is also optimized. This coordinated optimization approach helps to optimize the economic operation for active distribution networks with PVs. [ABSTRACT FROM AUTHOR]

In this paper, we perform optimality conditions and sensitivity analysis for parametric nonconvex minimax programming problems. Our aim is to study the necessary optimality conditions by using the Mordukhovich (limiting) subdifferential and to give upper estimations for the Mordukhovich subdifferential of the optimal value function in the problem under consideration. The optimality conditions and sensitivity analysis are obtained by using upper estimates for Mordukhovich subdifferentials of the maximum function. The results on optimality conditions are then applied to parametric multiobjective optimization problems. An example is given to illustrate our results. [ABSTRACT FROM AUTHOR]

Nonconvex minimax problems have attracted significant attention in machine learning, wireless communication and many other fields. In this paper, we propose an efficient approximation proximal gradient algorithm for solving a class of nonsmooth nonconvex-linear minimax problems with a nonconvex nonsmooth term, and the number of iteration to find an ε -stationary point is upper bounded by O (ε - 3) . Some numerical results on one-bit precoding problem in massive MIMO system and a distributed non-convex optimization problem demonstrate the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]

In this paper, we propose a method for solving constrained nonsmooth multiobjective optimization problems which is based on a Sequential Quadratic Programming (SQP) type approach and the Gradient Sampling (GS) technique. We consider the multiobjective problems with noncovex and nonsmooth objective and constraint functions. The problem functions are assumed to be locally Lipschitz. Such problems arise in important applications, many having (weak) Pareto solutions at points of nondifferentiability of the problem functions. In our algorithm, a penalty function is applied to regularize the constraints, GS is employed to overcome the subdifferential calculation burden and make the search direction computation effective in nonsmooth regions, and SQP is used for getting a local linearization. We prove the global convergence properties of our algorithm to the stationary points which approximate (weak) Pareto front. Furthermore, we illustrate the ability and efficiency of the proposed method via a MATLAB implementation on several tests problems and compare it with some existing algorithms. [ABSTRACT FROM AUTHOR]

Semidefinite programming (SDP) problems typically utilize a constraint of the form X ⪰ x x T to obtain a convex relaxation of the condition X = x x T , where x ∈ R n . In this paper, we consider a new hyperplane branching method for SDP based on using an eigenvector of X - x x T . This branching technique is related to previous work of Saxeena et al. (Math Prog Ser B 124:383–411, 2010, https://doi.org/10.1007/s10107-010-0371-9) who used such an eigenvector to derive a disjunctive cut. We obtain excellent computational results applying the new branching technique to difficult instances of the two-trust-region subproblem. [ABSTRACT FROM AUTHOR]

In this paper, we provide a straightforward proof of a conjecture proposed in [P. Duxbury, C. Lavor and L.L. de Salles-Neto, RAIRO:RO 55 (2021) 2241–2246.] regarding the optimal solutions of a non-convex mathematical programming model of the Golomb ruler problem. Subsequently, we investigate the computational efficiency of four new binary mixed-integer linear programming models to compute optimal Golomb rulers. These models are derived from a well-known nonlinear integer model proposed in [B. Kocuk and W.-J. van Hoeve, A Computational Comparison of Optimization Methods for the Golomb Ruler Problem. (2019) 409–425.], utilizing the reformulation-linearization technique. Finally, we provide the correct outputs of the greedy heuristic proposed in [P. Duxbury, C. Lavor and L.L. de Salles-Neto, RAIRO:RO 55 (2021) 2241–2246.] and correct false conclusions stated or implied therein. [ABSTRACT FROM AUTHOR]

This paper studies a statistical learning model where the model coefficients have a pre-determined non-overlapping group sparsity structure. We consider a combination of a loss function and a regularizer to recover the desired group sparsity patterns, which can embrace many existing works. We analyze directional stationary solutions of the proposed formulation, obtaining a sufficient condition for a directional stationary solution to achieve optimality and establishing a bound of the distance from the solution to a reference point. We develop an efficient algorithm that adopts an alternating direction method of multiplier (ADMM), showing that the iterates converge to a directional stationary solution under certain conditions. In the numerical experiment, we implement the algorithm for generalized linear models with convex and nonconvex group regularizers to evaluate the model performance on various data types, noise levels, and sparsity settings. [ABSTRACT FROM AUTHOR]

We study a novel inertial proximal-gradient method for composite optimization. The proposed method alternates between a variable metric proximal-gradient iteration with momentum and an Armijo-like linesearch based on the sufficient decrease of a suitable merit function. The linesearch procedure allows for a major flexibility on the choice of the algorithm parameters. We prove the convergence of the iterates sequence towards a stationary point of the problem, in a Kurdyka–Łojasiewicz framework. Numerical experiments on a variety of convex and nonconvex problems highlight the superiority of our proposal with respect to several standard methods, especially when the inertial parameter is selected by mimicking the Conjugate Gradient updating rule. [ABSTRACT FROM AUTHOR]

Recently, the ever-increasing demands including higher rate and connection stability have bottlenecked the user experience of the traditional cellular networks. To this end, the Cell-Free (CF) network, which is characterized as a user-centric architecture, is viewed as a promising paradigm to enhance the user experience. Aimed at this point, this paper investigates the joint optimization problem including user matching, sub-channel allocation and power controlling for the mmWave CF network to maximize the revenue of the operators. Firstly, the revenue maximization oriented joint optimization problem of the mmWave CF network is formulated as mixed integer non-convex and non-linear programming, which is NP-hard problem and is intractable to search an optimal solution in within polynomial time. Secondly, the original problem is decomposed into three sub-problems, i.e., user association sub-problem, the sub-channel allocation sub-problem and the power controlling sub-problem under the consideration of the matching quotas, rate demand and transmission power, etc. Thirdly, a many-to-many matching based user association algorithm and an alternating iterative joint resource management algorithm, which is composed of the harmony search based sub-channel allocation sub-algorithm and the interior-point method based power controlling sub-algorithm, are proposed to obtain a sub-optimal solution, and the computational complexity of the proposed algorithms are also analyzed. Finally, the performance superiorities of the proposed algorithms are demonstrated through extensive simulations, and it is demonstrated that the proposed algorithms can outperform the proposed algorithm outperforms the PUAA algorithm by 5.73% and the SRAA algorithm by 11.25% in terms of operator revenue. [ABSTRACT FROM AUTHOR]

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach under mild assumptions. Specifically, the objective function may not satisfy the convexity condition. Unlike descent line-search algorithms, it does not need a known Lipschitz constant to figure out how big the first step should be. The crucial feature of this process is the steady reduction of the step size until a certain condition is fulfilled. In particular, it can provide a new gradient projection approach to optimization problems with an unbounded constrained set. To demonstrate the effectiveness of the proposed technique for large-scale problems, we apply it to some experiments on machine learning, such as supervised feature selection, multi-variable logistic regressions and neural networks for classification. [ABSTRACT FROM AUTHOR]

This paper explores the nonconvex second-order cone as a nonconvex conic extension of the known convex second-order cone in optimization, as well as a higher-dimensional conic extension of the known causality cone in relativity. The nonconvex second-order cone can be used to reformulate nonconvex quadratic programming and nonconvex quadratically constrained quadratic program in conic format. The cone can also arise in real-world applications, such as facility location problems in optimization when some existing facilities are more likely to be closer to new facilities than other existing facilities. We define notions of the algebraic structure of the nonconvex second-order cone and show that its ambient space is commutative and power-associative, wherein elements always have real eigenvalues; this is remarkable because it is not the case for arbitrary Jordan algebras. We will also find that the ambient space of this nonconvex cone is rank-independent of its dimension; this is also notable because it is not the case for algebras of arbitrary convex cones. What is more noteworthy is that we prove that the nonconvex second-order cone equals the cone of squares of its ambient space; this is not the case for all non-Euclidean Jordan algebras. Finally, numerous algebraic properties that already exist in the framework of the convex second-order cone are generalized to the framework of the nonconvex second-order cone. [ABSTRACT FROM AUTHOR]

The acquisition time of magnetic resonance imaging (MRI) is relatively long. To achieve high-quality and fast reconstruction of magnetic resonance (MR) images, we proposed a non-convex regularization model for MR image reconstruction with the modified transformed l 1 total variation (MTL1TV) regularization term. We addressed this new model using the alternating direction method of multipliers (ADMM). To evaluate the proposed MTL1TV model, we performed numerical experiments on several MR images. The numerical results showed that the proposed model gives reconstructed images of improved quality compared with those obtained from state of the art models. The results indicated that the proposed model can effectively reconstruct MR images. [ABSTRACT FROM AUTHOR]

We consider the problem of designing lightweight, load-bearing planar frame structures for additive manufacturing, which can be formulated as a nonlinear, non-convex mathematical programming problems. Even using state-of-the-art commercial solvers, exact methods are only capable of solving small unrealistic instances (with very few variables). In this paper, we develop a heuristic method which is fast and capable of solving the design problem for larger-scale, weight-optimized, planar frame structures for additive manufacturing. The approach explicitly considers manufacturability constraints stemming from the use of additive manufacturing technology and leverages the problem structure imposed by these constraints. The proposed heuristic method is based on iteratively resolving a relaxed master problem on a reduced ground structure. The approach differs from the existing methods in two important aspects. First, we consider planar frame optimization master problem directly (instead of simpler but less relevant truss optimization). Secondly, we employ both element and node addition, which allows us to enforce additive manufacturability constraints without using binary variables (and hence, avoiding the need for computationally expensive integer programming). [ABSTRACT FROM AUTHOR]

In this paper, we study some characterizations of the class of weakly subdifferentiable functions and formulate optimality conditions for nonconvex mathematical programming problems described by the class of weakly subdifferentiable functions in real normed spaces. The necessary and sufficient optimality conditions for a nonconvex scalar function with a global minimum/or a global maximum at a given vector via the weak subdifferentials and augmented normal cones are established. Additionally, the necessary and sufficient optimality conditions for a nonconvex vector function with a weakly efficient solution/or an efficient solution at a given vector via the augmented weak subdifferentials and normal cones are presented too. Finally, our optimality conditions are used to derive the necessary optimality conditions for nonsmooth nonconvex mathematical programming problems with set, inequality, and equality constraints. [ABSTRACT FROM AUTHOR]

In this paper, we propose a parameterized three-operator splitting algorithm to solve nonconvex minimization problems with the sum of three non-convex functions, where two of them have Lipschitz continuous gradients. We establish the convergence of the proposed algorithm under the KurdykaŁojasiewicz assumption by constructing a suitable energy function with a non-increasing property. As applications, we employ the proposed algorithm to solve low-rank matrix recovery and image inpainting problems. Numerical results demonstrate the efficiency and effectiveness of the proposed algorithm compared to other algorithms. [ABSTRACT FROM AUTHOR]

—Using hydrogen production as energy storage can realize large-scale storage and transportation of energy, which is conducive to flexible scheduling of offshore wind power resources. However, compared with the battery energy storage system, the energy management strategy (EMS) of the dual-storage offshore wind power system with hydrogen production is more complex and nonlinear due to the large number of state variables and control variables. In order to realize the EMS of the system to maximize the benefits and minimize the aging cost, a nonlinear convex model is first established, and then an iterative solution method combining convex programming (CP) and dynamic programming (DP) is proposed. Among them, CP solves the global optimization problem of power distribution, and DP determines the start and stop of the electrolyzer. Finally, the feasibility of the proposed method is verified by simulation analysis. [Display omitted] • Conversion among different working states of the electrolyzer is considered, including cold start and warm start. • Degradation models of the electrolyzer and battery storage are considered for their state of health preservation. • An iterative algorithm combing dynamic programming and convex programming is proposed to search the optimal power splits and the electrolyzer state. [ABSTRACT FROM AUTHOR]

We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish its local superlinear and quadratic convergence under the standard assumptions. Moreover, we show its global convergence when it is combined with a classical line search. Our method is a generalization of the classical framework of primal-dual interior point methods for nonlinear nonconvex programming. Numerical experiments show the stability and efficiency of our method. [ABSTRACT FROM AUTHOR]

We establish some properties of the Proximal Difference-of-Convex functions decomposition algorithm in indefinite quadratic programming under linear constraints. The first property states that any iterative sequence generated by the algorithm is root linearly convergent to a Karush–Kuhn–Tucker point, provided that the problem has a solution. The second property says that iterative sequences generated by the algorithm converge to a locally unique solution of the problem if the initial points are taken from a suitably chosen neighbourhood of it. Through a series of numerical tests, we analyse the influence of the decomposition parameter on the rate of convergence of the iterative sequences and compare the performance of the Proximal Difference-of-Convex functions decomposition algorithm with that of the Projection Difference-of-Convex functions decomposition algorithm. In addition, the performances of the above algorithms and the Gurobi software in solving some randomly generated nonconvex quadratic programs are compared. [ABSTRACT FROM AUTHOR]

To address the problem of low accuracy and efficiency in trajectory planning algorithms for interceptors facing multiple constraints during the midcourse guidance phase, an improved trajectory convex programming method based on the lateral distance domain is proposed. This algorithm can achieve fast trajectory planning, reduce the approximation error of the planned trajectory, and improve the accuracy of trajectory guidance. First, the concept of lateral distance domain is proposed, and the motion model of the midcourse guidance segment in the interceptor is converted from the time domain to the lateral distance domain. Second, the motion model and multiple constraints are convexly and discretely transformed, and the discrete trajectory convex model is established in the lateral distance domain. Third, the deep reinforcement learning algorithm is used to learn and train the initial solution of trajectory convex programming, and a high-quality initial solution trajectory is obtained. Finally, a dynamic adjustment method based on the distribution of approximate solution errors is designed to achieve efficient dynamic adjustment of grid points in iterative solving. The simulation experiments show that the improved trajectory convex programming algorithm proposed in this paper not only improves the accuracy and efficiency of the algorithm but also has good optimization performance. [ABSTRACT FROM AUTHOR]

The multiple-unmanned-aerial-vehicle (multi-UAV) mobile edge network is a promising networking paradigm that uses multiple resource-limited and trajectory-planned unmanned aerial vehicles (UAVs) as edge servers, upon which on-demand virtual network functions (VNFs) are deployed to provide low-delay virtualized network services for the requests of ground users (GUs), who often move randomly and have difficulty accessing the Internet. However, VNF deployment and UAV trajectory planning are both typical NP-complete problems, and the two operations have a strong coupling effect: they affect each other. Achieving optimal virtualized service provision (i.e., maximizing the number of accepted GU requests under a given period T while minimizing the energy consumption and the cost of accepting the requests in all UAVs) is a challenging issue. In this paper, we propose an improved online deep reinforcement learning (DRL) scheme to tackle this issue. First, we formulate the joint optimization of the two operations as a nonconvex mixed-integer nonlinear programming problem, which can be viewed as a sequence of one-frame joint VNF deployment and UAV-trajectory-planning optimization subproblems. Second, we propose an online DRL based on jointly optimizing discrete (VNF deployment) and continuous (UAV trajectory planning) actions to solve each subproblem, whose key idea is establishing and achieving the coupled influence of discrete and continuous actions. Finally, we evaluate the proposed scheme through extensive simulations, and the results demonstrate its effectiveness. [ABSTRACT FROM AUTHOR]

Hyperspectral image (HSI) and multispectral image (MSI) fusion aims at producing a super-resolution image (SRI). In this paper, we establish a nonconvex optimization model for image fusion problem through low rank tensor triple decomposition. Using the limited memory BFGS (L-BFGS) approach, we develop a first-order optimization algorithm for obtaining the desired super-resolution image (TTDSR). Furthermore, two detailed methods are provided for calculating the gradient of the objective function. With the aid of the Kurdyka-Łojasiewicz property, the iterative sequence is proved to converge to a stationary point. Finally, experimental results on different datasets show the effectiveness of our proposed approach. [ABSTRACT FROM AUTHOR]

Methods for finding pure Nash equilibria have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the players' decision problems, they only apply as heuristic methods when the players are modeled by nonconvex optimization problems. In contrast, this work approaches Nash equilibrium using theory and methods for the global optimization of nonconvex bilevel programs. Through this perspective, we draw precise connections between Nash equilibria, feasibility for bilevel programming, the Nikaido–Isoda function, and classic arguments involving Lagrangian duality and spatial price equilibrium. Significantly, this is all in a general setting without the assumption of convexity. Along the way, we introduce the idea of minimum disequilibrium as a solution concept that reduces to traditional equilibrium when an equilibrium exists. The connections with bilevel programming and related semi-infinite programming permit us to adapt global optimization methods for those classes of problems, such as constraint generation or cutting plane methods, to the problem of finding a minimum disequilibrium solution. We propose a specific algorithm and show that this method can find a pure Nash equilibrium even when the players are modeled by mixed-integer programs. Our computational examples include practical applications like unit commitment in electricity markets. [ABSTRACT FROM AUTHOR]

DC (difference of convex functions) programming and DC algorithm (DCA) are powerful tools for nonsmooth nonconvex optimization. This field was created in 1985 by Pham Dinh Tao in its preliminary state, then the intensive research of the authors of this paper has led to decisive developments since 1993, and has now become classic and increasingly popular worldwide. For 35 years from their birthday, these theoretical and algorithmic tools have been greatly enriched, thanks to a lot of their applications, by researchers and practitioners in the world, to model and solve nonconvex programs from many fields of applied sciences. This paper is devoted to key open issues, recent advances and trends in the development of these tools to meet the growing need for nonconvex programming and global optimization. We first give an outline in foundations of DC programming and DCA which permits us to highlight the philosophy of these tools, discuss key issues, formulate open problems, and bring relevant answers. After outlining key open issues that require deeper and more appropriate investigations, we will present recent advances and ongoing works in these issues. They turn around novel solution techniques in order to improve DCA's efficiency and scalability, a new generation of algorithms beyond the standard framework of DC programming and DCA for large-dimensional DC programs and DC learning with Big data, as well as for broader classes of nonconvex problems beyond DC programs. [ABSTRACT FROM AUTHOR]

The inherent sparse structure of impact forces has garnered considerable attention in the field of impact force identification. However, conventional convex sparse regularization methods, including the widely used ℓ 1 regularization, often encounter challenges such as underestimation of impact amplitudes and biased estimations. To address these limitations, we propose a robust nonconvex sparse regularization method for impact force identification. The key advantage of our method is the simultaneous retention of robustness and unbiasedness. The robustness of our method is primarily achieved through an efficient solver developed within the alternating direction method of multipliers (ADMM) framework. By combining convex and nonconvex strategies, the ADMM solver separates the intractable nonconvex problem into more manageable convex sub-problems. Additionally, the ADMM solver incorporates the firm-thresholding operator, which ensures an unbiased amplitude distribution and preserves the impact amplitudes. With a sparse and under-determined sensor configuration, our proposed method enables simultaneous impact localization and time-history reconstruction. We comprehensively demonstrate the algorithmic performance through a series of numerical simulations and laboratory experiments on typical composite structures. The comparative results clearly indicate that our proposed approach achieves significant improvements in identification accuracy compared to classical sparse regularization methods, such as ℓ 1 and ℓ 0 regularization. [ABSTRACT FROM AUTHOR]

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable. Each iteration of DP.ADMM consists of (i) a sequence of partial proximal augmented Lagrangian (AL) updates, (ii) an under-relaxed Lagrange multiplier update, and (iii) a novel test to check whether the penalty parameter of the AL function should be updated. Under a basic Slater point condition and some requirements on the dampening factor and under-relaxation parameter, it is shown that DP.ADMM obtains an approximate first-order stationary point of the constrained problem in O(ε-3) iterations for a given numerical tolerance ε > O. One of the main novelties of the paper is that convergence of the method is obtained without requiring any rank assumptions on the constraint matrices. [ABSTRACT FROM AUTHOR]

Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult than for linear regression because LME models are nonlinear. In this article we propose a novel optimization strategy that enables a wide range of variable selection methods for LMEs using both convex and nonconvex regularizers, including l 1 , Adaptive- l 1 , SCAD, and l 0 . The computational framework only requires the proximal operator for each regularizer to be readily computable, and the implementation is available in an open source python package pysr3, consistent with the sklearn standard. The numerical results on simulated data sets indicate that the proposed strategy improves on the state of the art for both accuracy and compute time. The variable selection techniques are also validated on a real example using a data set on bullying victimization. for this article are available online. [ABSTRACT FROM AUTHOR]

This paper presents a piecewise convexification method with a box classification strategy to approximate the entire globally optimal solution set of non-convex optimization problems with box constraints. First, the box classification strategy is proposed based on the convexity of the objective function on the sub-boxes, which helps to reduce the number of box divisions and improve the computational efficiency. At the same time, we construct the piecewise convexification problem of the original non-convex optimization problem by applying the α-based Branch-and-Bound (a BB) method, and we define the (approximate) solution set of the piecewise convexification problem based on the result of classifying the sub-boxes. Then, it is deduced that the globally optimal solution set can be approximated by the (approximate) solution set of the piecewise convexification problem. Finally, a piecewise convexification algorithm is proposed that includes a new subset selection technique for division and two new termination tests. The results of our experiments demonstrate the effectiveness and general superiority of our approach over the competition. [ABSTRACT FROM AUTHOR]

The growing prevalence of fake images on the Internet and social media makes image integrity verification a crucial research topic. One of the most popular methods for manipulating digital images is image splicing, which involves copying a specific area from one image and pasting it into another. Attempts were made to mitigate the effects of image splicing, which continues to be a significant research challenge. This study proposes a new splicing detectionmodel, combining Sonine functions-derived convex-based features and deep features. Two stages make up the proposed method. The first step entails feature extraction, then classification using the "support vector machine" (SVM) to differentiate authentic and spliced images. The proposed Sonine functions-based feature extraction model reveals the spliced texture details by extracting some clues about the probability of image pixels. The proposed model achieved an accuracy of 98.93% when tested with the CASIA V2.0 dataset "Chinese Academy of Sciences, Institute of Automation" which is a publicly available dataset for forgery classification. The experimental results show that, for image splicing forgery detection, the proposed Sonine functions-derived convex-based features and deep features outperform state-of-the-art techniques in terms of accuracy, precision, and recall. Overall, the obtained detection accuracy attests to the benefit of using the Sonine functions alongside deep feature representations. Finding the regions or locations where image tampering has taken place is limited by the study. Future research will need to look into advanced image analysis techniques that can offer a higher degree of accuracy in identifying and localizing tampering regions. [ABSTRACT FROM AUTHOR]

Optimization problems with tensor variables are widely used in statistics, machine learning, pattern recognition, signal processing, computer vision, etc. Among these applications, the low-rankness of tensors is an intrinsic property that can help unearth potential but important structure or feature in the corresponding high-dimensional multi-way datasets, leading to the study on low-rank tensor optimization (LRTO for short). For the general framework of LRTO, little has been addressed in optimization theory. This motivates us to study the optimality conditions, with special emphasis on the Tucker low-rank constrained problems and the Tucker low-rank decomposition-based reformulations. It is noteworthy that all the involved optimization problems are nonconvex, and even discontinuous, due to the complexity of the tensor Tucker rank function or the multi-linear decomposition with the orthogonality or even group sparsity constraints imposed on factor matrices. By employing the tools in variational analysis, especially the normal cones to low-rank matrices and the properties of matrix manifolds, we propose necessary and/or sufficient optimality conditions for Tucker low-rank tensor optimization problems, which will enrich the context of the nonconvex and nonsmooth optimization. [ABSTRACT FROM AUTHOR]

Recently, unmanned aerial vehicle (UAV)-assisted maritime communication systems have drawn considerable attention due to their potential for broadband maritime communication applications. However, their limited energy resources remains a critical issue in providing long-term data transmission support for maritime applications. In this study, an integrated sea–air–terrestrial communication system was constructed for marine data collection, where several unmanned surface vessels (USVs) are deployed to collect marine data from underwater sensors (UWSs), and a UAV hovers above these USVs as a relay node, transmitting marine data from USVs to an onshore base station (BS). To prolong the lifetime of the UAV relay, mobile edge computing technology is applied in USVs for partial data computing, which reduces the to-be-relayed data volume from UAVs to USVs to onshore BS as well as the relay energy consumption of UAV. A parallel data computing and transmission scheme was developed for simultaneous local data computing and relaying in the proposed system. Accordingly, a UAV energy consumption minimization problem was formulated with constraints on the USV's computational ability, the USV's transmission power budget, the UAV transmission power budget, and the maximum system latency. To effectively solve this nonconvex optimal problem, an energy optimal partial data computing and relaying strategy was constructed by successively optimizing the data partial computational offloading ratio, USV transmit power allocation, and UAV transmit power. Numerical simulations were used to verify the effectiveness of the proposed strategy. [ABSTRACT FROM AUTHOR]

The inverse kinematics problem plays a crucial role in robotic manipulator planning, autonomous control, and object grasping. This problem can be solved in simple environments based on existing studies. However, it is still challenging to quickly find a feasible inverse kinematic solution when obstacle avoidance is required. In this paper, we present a nonconvex composite programming method to solve the inverse kinematics problem with overhead obstacle-avoidance requirements. Our method enables efficient obstacle avoidance by directly calculating the minimum distance between the manipulator and the overhead environment. We construct end-effector error functions based on the Product of Exponentials model and explicitly provide their gradient formula. We derive the minimum distance based on the geometry parametric equation and directly utilize it to construct the obstacle avoidance function. We propose an enhanced version of adaptive moment estimation based on short-time gradient information to improve optimization performance. Finally, we conduct simulations and experiments in overhead line environments. Comparative results with other optimization methods demonstrate that our proposed method achieves a high success rate with a low solution time.

We investigate a class of challenging general semidefinite programming problems with extra nonconvex constraints such as matrix rank constraints. This problem has extensive applications, including combinatorial graph problems, such as MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints. A customized approach based on the alternating direction method of multipliers (ADMM) is proposed to solve the general large-scale nonconvex semidefinite programming efficiently. We propose two reformulations: one using vector variables and constraints, and the other further reformulating the Burer–Monteiro form. Both formulations admit simple subproblems and can lead to significant improvement in scalability. Despite the nonconvex constraint, we prove that the ADMM iterates converge to a stationary point in both formulations, under mild assumptions. Additionally, recent work suggests that in this matrix form, when the matrix factors are wide enough, the local optimum with high probability is also the global optimum. To demonstrate the scalability of our algorithm, we include results for MAX-CUT, community detection, and image segmentation. [ABSTRACT FROM AUTHOR]

In this paper, we study the convex quadratic optimization problem with indicator variables. For the 2 × 2 case, we describe the convex hull of the epigraph in the original space of variables, and also give a conic quadratic extended formulation. Then, using the convex hull description for the 2 × 2 case as a building block, we derive an extended SDP relaxation for the general case. This new formulation is stronger than other SDP relaxations proposed in the literature for the problem, including the optimal perspective relaxation and the optimal rank-one relaxation. Computational experiments indicate that the proposed formulations are quite effective in reducing the integrality gap of the optimization problems. [ABSTRACT FROM AUTHOR]

In this study, a robust adaptive beamformer based on constant modulus (CM) criteria is developed to improve the robustness of the array beamforming, which is a reconstructing minimal optimization for solving the mismatch problem of weight vector caused by steering vector mismatch. In the global positioning system (GPS) L1 band, firstly, a GPS array signal is modelled by designing a dual-polarized antenna array. Secondly, the distortion problem of beamforming is formulated in the traditional minimum variance distortionless response (MVDR) beamformer. For repairing the weight vector mismatch problem, a novel beamformer based on the CM envelope response is proposed to reconstruct MVDR beamforming in the array processing. Besides, min-max penalty criteria are used to enable the beamformer to allocate more degrees of freedom (DOFs) when penalizing the MVDR beamformer responses. Finally, an auxiliary two-element real variable is designed to plan the proposed beamformer. But it is still a nonconvex quadratic programming problem, so an alternating direction method of multipliers (ADMM) is employed to transform the objective function into several subproblems. Illustrative numerical simulation results are provided for validating the effectiveness of the proposed beamformer by comparing it with other existing approaches. [ABSTRACT FROM AUTHOR]

A new multiobjective evolutionary optimisation algorithm (MOEA) to solve multimodal, multidimensional, nonconvex, nonlinear, dynamic multiobjective optimisation problems (MOPs) is the need of the hour. The quality of an MOEA lies in a good balance between the exploration and exploitation stages of the MOEA. Utopia constrained MOEA (U-MOEA) is proposed in this paper that improves the exploitation in the replacement step to achieve a perfect balance between exploration and exploitation. The proposed U-MOEA is tested on benchmark MOPs and a multivariable controller design problem. The performance of the proposed algorithm is also compared with other MOEAs such as NSGA-II and ICMDRA concerning hyper volume, nondomination count, combined Pareto set metric, and Cmetric. The performance metrics show better hyper volume and spread metric values for the proposed algorithm, indicating the ability in attaining trade-off region closeness along with diversified Pareto front for U-MOEA when compared to the other two algorithms. Results clearly show that the proposed U-MOEA produces good convergence, diversity characteristics with many numbers of trade-off solutions in a Pareto front. [ABSTRACT FROM AUTHOR]

This manuscript deals with the energy storage technology with renewable energy design can directly reduce the overall constraint of electrical micro grid in upcoming power grids. The original energy monitoring arrangement can lower the typical price of micro grids and increase the utilization of renewable assets by targeting the entire site for essential energy storage systems to predefined functions. The limited progress of solar PV and wind turbines with nickel-cadmium battery storage integrates with the sum of increasing renewable systems, for this concept the hybrid integrated micro grids can be fundamentally modeled and calculated. The proposed hybrid micro grid system gives a photovoltaic output power of 37 kW, the developed output voltage is 80 V and the power of the wind module is 900 watts, the output power of the PV panel is 420 watts. The developed output voltage is 80 V. The convex coding system is used for schema planning and optimization route. The nominal time-optimal controller and receiver locations are simply well known by this planned convex programming method. An optimization algorithm was functional to define the optimal sizing of the PV/wind/battery hybrid system for power continuity in rural areas for continuity of electricity consumption. [ABSTRACT FROM AUTHOR]

We consider solving high-order and tight semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new algorithmic framework that blends local search using the nonconvex POP into global descent using the convex SDP. In particular, we first design a globally convergent inexact projected gradient method (iPGM) for solving the SDP that serves as the backbone of our framework. We then accelerate iPGM by taking long, but safeguarded, rank-one steps generated by fast nonlinear programming algorithms. We prove that the new framework is still globally convergent for solving the SDP. To solve the iPGM subproblem of projecting a given point onto the feasible set of the SDP, we design a two-phase algorithm with phase one using a symmetric Gauss–Seidel based accelerated proximal gradient method (sGS-APG) to generate a good initial point, and phase two using a modified limited-memory BFGS (L-BFGS) method to obtain an accurate solution. We analyze the convergence for both phases and establish a novel global convergence result for the modified L-BFGS that does not require the objective function to be twice continuously differentiable. We conduct numerical experiments for solving second-order SDP relaxations arising from a diverse set of POPs. Our framework demonstrates state-of-the-art efficiency, scalability, and robustness in solving degenerate SDPs to high accuracy, even in the presence of millions of equality constraints. [ABSTRACT FROM AUTHOR]

We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Although supermodular minimization is, in general, difficult, the specific set function for the rank-one quadratic can be minimized in linear time. We show that the convex hull of the epigraph of the quadratic can be obtained from inequalities for the underlying supermodular set function by lifting them into nonlinear inequalities in the original space of variables. Explicit forms of the convex-hull description are given, both in the original space of variables and in an extended formulation via conic quadratic-representable inequalities, along with a polynomial separation algorithm. Computational experiments indicate that the lifted supermodular inequalities in conic quadratic form are quite effective in reducing the integrality gap for quadratic optimization with indicators. [ABSTRACT FROM AUTHOR]

Gibbs point processes (GPPs) constitute a large and flexible class of spatial point processes with explicit dependence between the points. They can model attractive as well as repulsive point patterns. Feature selection procedures are an important topic in high‐dimensional statistical modeling. In this paper, a composite likelihood (in particular pseudo‐likelihood) approach regularized with convex and nonconvex penalty functions is proposed to handle statistical inference for possibly high‐dimensional inhomogeneous GPPs. We particularly investigate the setting where the number of covariates diverges as the domain of observation increases. Under some conditions provided on the spatial GPP and on penalty functions, we show that the oracle property, consistency and asymptotic normality hold. Our results also cover the low‐dimensional case which fills a large gap in the literature. Through simulation experiments, we validate our theoretical results and finally, an application to a tropical forestry dataset illustrates the use of the proposed approach. [ABSTRACT FROM AUTHOR]

The dislocation hyperbolic augmented Lagrangian algorithm (DHALA) solves the nonconvex programming problem considering an update rule for its penalty parameter and considering a condition to ensure the complementarity condition. in this work, we ensure that the sequence generated by DHALA converges to a Karush-Kuhn-Tucker (KKT) point, and we present computational experiments to demonstrate the performance of our proposed algorithm. [ABSTRACT FROM AUTHOR]

We address a large class of Mathematical Programs with Linear Complementarity Constraints which minimizes a continuously differentiable DC function (Difference of Convex functions) on a set defined by linear constraints and linear complementarity constraints, named Difference of Convex functions programs with Linear Complementarity Constraints. Using exact penalty techniques, we reformulate it, via four penalty functions, as standard Difference of Convex functions programs. The difference of convex functions algorithm (DCA), an efficient approach in nonconvex programming framework, is then developed to solve the resulting problems. Two particular cases are considered: quadratic problems with linear complementarity constraints and asymmetric eigenvalue complementarity problems. Numerical experiments are performed on several benchmark data, and the results show the effectiveness and the superiority of the proposed approaches comparing with some standard methods. [ABSTRACT FROM AUTHOR]

We consider in this paper a separable and nonconvex quadratic program (QP) with a quadratic constraint and a box constraint that arises from application in optimal portfolio deleveraging (OPD) in finance and is known to be NP-hard. We first propose an improved Lagrangian breakpoint search algorithm based on the secant approach (called ILBSSA) for this nonconvex QP, and show that it converges to either a suboptimal solution or a global solution of the problem. We then develop a successive convex optimization (SCO) algorithm to improve the quality of suboptimal solutions derived from ILBSSA, and show that it converges to a KKT point of the problem. Second, we develop a new global algorithm (called ILBSSA-SCO-BB), which integrates the ILBSSA and SCO methods, convex relaxation and branch-and-bound framework, to find a globally optimal solution to the underlying QP within a pre-specified ϵ -tolerance. We establish the convergence of the ILBSSA-SCO-BB algorithm and its complexity. Preliminary numerical results are reported to demonstrate the effectiveness of the ILBSSA-SCO-BB algorithm in finding a globally optimal solution to large-scale OPD instances. [ABSTRACT FROM AUTHOR]

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the matrix variables in the lifted space, we derive some enhanced semidefinite relaxations of the complex quadratic programming problems. Then, we compare the proposed semidefinite relaxations with existing ones, and show that the newly proposed semidefinite relaxations could be strictly tighter than the previous ones. Moreover, the proposed semidefinite relaxations can be applied to more general cases of complex quadratic programming problems, whereas the previous ones are only designed for special cases. Numerical results indicate that the proposed semidefinite relaxations not only provide tighter relaxation bounds, but also improve some existing approximation algorithms by finding better sub-optimal solutions. [ABSTRACT FROM AUTHOR]

It is undoubtedly that mathematical modelling and optimisation play a key role in the supply chain and the production management (SCPM). In this paper, we provide a survey on DC (Difference of Convex function) programming and DCA (DC Algorithm), a state-of-the-art optimisation approach for challenging problems in SCPM. DC programming and DCA constitute the backbone of non-convex programming and global optimisation. Whilst DC programming and DCA were widely and successfully investigated in many areas, it seems that they were not so much popular in the community of SCPM. There is therefore a need to further develop this efficient and scalable approach for SCPM applications, especially for large-scale problems in the context of Big data. For such purpose, this paper aims to present benchmark models and state-of-the-art DCA-based methods for solving challenging problems in SCPM systems. We prove that all the benchmark classes of optimisation models appeared in SCPM systems can be formulated/reformulated as a DC program and show how to solve these classes of problems by DCA-based algorithms. We offer the community of researchers in SCPM efficient algorithms in a unified DC programming framework to tackle various applications such as supply chain design, scheduling, multi-stage production/inventory system, vehicle routing, ... [ABSTRACT FROM AUTHOR]