21 citations · 67 across the 10 of their papers we have counts for
7 papers · 1 filter
Solution Path of Time-varying Markov Random Fields with Discrete Regularization
Salar Fattahi, Andres Gomez
We study the problem of inferring sparse time-varying Markov random fields (MRFs) with different discrete and temporal regularizations on the parameters. Due to the intractability…
A note on quadratic constraints with indicator variables: Convex hull description and perspective relaxation
Andres Gomez, Weijun Xie
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 additi…
Supermodularity and valid inequalities for quadratic optimization with indicators
Alper Atamturk, Andres Gomez
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. Alt…
Fractional 0-1 programming and submodularity
Shaoning Han, Andres Gomez, Oleg A Prokopyev
In this note we study multiple-ratio fractional 0--1 programs, a broad class of NP-hard combinatorial optimization problems. In particular, under some relatively mild assumptions w…
Ideal formulations for constrained convex optimization problems with indicator variables
Linchuan Wei, Andres Gomez, Simge Kucukyavuz
Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial const…
Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
Alper Atamturk, Andres Gomez
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization…
Submodularity in conic quadratic mixed 0-1 optimization
Alper Atamturk, Andres Gomez
We describe strong convex valid inequalities for conic quadratic mixed 0-1 optimization. These inequalities can be utilized for solving numerous practical nonlinear discrete optimi…