18 citations · 22 across the 9 of their papers we have counts for
9 papers
Convexification of mixed-integer quadratic optimization via decision diagrams
Soobin Choi, Salar Fattahi, Andres Gomez +2
We study mixed-integer quadratic optimization (MIQO) problems with indicator variables. We propose a unified framework, based on decision diagrams, that serves both to solve the as…
Improving the Solution of Indefinite Quadratic Programs and Linear Programs with Complementarity Constraints by a Progressive MIP Method
Xinyao Zhang, Shaoning Han, Jong-Shi Pang
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the f…
Real-time solution of quadratic optimization problems with banded matrices and indicator variables
Andres Gomez, Shaoning Han, Leonardo Lozano
We consider mixed-integer quadratic optimization problems with banded matrices and indicator variables. These problems arise pervasively in statistical inference problems with time…
Convex Submodular Minimization with Indicator Variables
Shaoning Han, Andrés Gómez
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a…
The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables
Shaoning Han, Andrés Gómez, Alper Atamtürk
In this paper, we compare the strength of the optimal perspective reformulation and Shor's SDP relaxation. We prove these two formulations are equivalent for quadratic optimization…
Some Strongly Polynomially Solvable Convex Quadratic Programs with Bounded Variables
Jong-Shi Pang, Shaoning Han
This paper begins with a class of convex quadratic programs (QPs) with bounded variables solvable by the parametric principal pivoting algorithm with strongly po…
Compact extended formulations for low-rank functions with indicator variables
Shaoning Han, Andrés Gómez
We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support…
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…
Sparse and Smooth Signal Estimation: Convexification of L0 Formulations
Alper Atamturk, Andres Gomez, Shaoning Han
Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with -"norm" constraints. Since such problems are non-conv…