Fine Metrizable Convex Relaxations of Parabolic Optimal Control Problems

Convex Relaxations for Permutation Problems

Seriation seeks to reconstruct a linear order between variables using unsorted, pairwise similarity information. It has direct applications in archeology and shotgun gene sequencing, for example. We write seriation as an optimization problem by proving the equivalence between the seriation and combinatorial 2-SUM problems on similarity matrices (2-SUM is a quadratic minimization problem over pe...

Convex relaxations of chance constrained optimization problems

In this paper we develop convex relaxations of chance constrained optimization problems in order to obtain lower bounds on the optimal value. Unlike existing statistical lower bounding techniques, our approach is designed to provide deterministic lower bounds. We show that a version of the proposed scheme leads to a tractable convex relaxation when the chance constraint function is affine with ...

Convex relaxations for cubic polynomial problems

Convex Optimal Control Problems with Smooth Hamiltonians

Optimal control problems with convex costs, for which Hamiltonians have Lipschitz continuous gradients, are considered. Examples of such problems, including extensions of the linear-quadratic regulator with hard and possibly state-dependent control constraints, and piecewise linear-quadratic penalties are given. Lipschitz continuous differentiability and strong convexity of the terminal cost ar...

New Convex Relaxations for Quadratic Assignment Problems

Quadratic assignment problems (QAPs) are known to be among the hardest discrete optimization problems. Recent study shows that even obtaining a strong lower bound for QAPs is a computational challenge. In this paper, we first discuss how to construct new simple convex relaxations of QAPs based on various matrix splitting schemes. Then we introduce the so-called symmetric mappings that can be us...