Yuan’s theorem of the alternative is an important theoretical tool in optimization, which provides a checkable certificate for the infeasibility of a strict inequality system involving two homogeneous quadratic functions. In this paper, we provide a tractable extension of Yuan’s theorem of the alternative to the symmetric tensor setting. As an application, we establish that the optimal value of...

We propose a novel robust optimization technique, which is applicable to nonconvex and simulation-based problems. Robust optimization finds decisions with the best worst-case performance under uncertainty. If constraints are present, decisions should also be feasible under perturbations. In the real-world, many problems are nonconvex and involve computer-based simulations. In these applications...

In machine learning, nonconvex optimization problems with multiple local optimums are often encountered. Graduated Optimization Algorithm (GOA) is a popular heuristic method to obtain global optimums of nonconvex problems through progressively minimizing a series of convex approximations to the nonconvex problems more and more accurate. Recently, such an algorithm GradOpt based on GOA is propos...

The co-operative formulation of a nonlinear bilevel program involving nonconvex functions is considered and two equivalent reformulations to simpler programs are presented. It is shown that previous literature proposals for the global solution of such programs are not generally valid for nonconvex inner programs and several consequences of nonconvexity in the inner program are identified. In pa...

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and mantains feasibility at each iteration. Convergence to a stationary solution of the original nonconvex optimization is established. Our framework is very general...

We suggest a branch and bound algorithm for solving continuous optimization problems where a (generally nonconvex) objective function is to be minimized under nonconvex inequality constraints which satisfy some specific solvability assumptions. The assumptions hold for some special cases of nonconvex quadratic optimization problems. We show how the algorithm can be applied to the problem of min...

We describe a primal-dual application of the proximal point algorithm to nonconvex minimization problems. Motivated by the work of Spingarn and more recently by the work of Kaplan and Tichatschke about the proximal point methodology in nonconvex optimization. This paper discusses some local results in two directions. The first one concerns the application of the proximal method of multipliers t...

The paper identifies classes of nonconvex optimization problems whose convex relaxations have optimal solutions which at the same time are global optimal solutions of the original nonconvex problems. Such a hidden convexity property was so far limited to quadratically constrained quadratic problems with one or two constraints. We extend it here to problems with some partial separable structure....

In this paper, we study the stochastic gradient descent (SGD) method for the nonconvex nonsmooth optimization, and propose an accelerated SGD method by combining the variance reduction technique with Nesterov’s extrapolation technique. Moreover, based on the local error bound condition, we establish the linear convergence of our method to obtain a stationary point of the nonconvex optimization....

This paper addresses the problem of integrating in a single model operational optimization and cyclic scheduling of continuous plants. Considered are multiproduct, multistage plants with finite intermediate storage capacity (FIS). A combined optimization approach introduces synergic effects for more effective scheduling and plant operation (Alle and Pinto, 2001a,b). The representation proposed ...