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math.OC2025
Rank-one convexification for quadratic optimization problems with step function penalties
Soobin Choi, Valentina Cepeda, Andres Gomez +1
We investigate convexification for convex quadratic optimization with step function penalties. Such problems can be cast as mixed-integer quadratic optimization problems, where bin…
math.OC2024
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…
math.OC2018
Strong Formulations for Quadratic Optimization with M-matrices and Indicator Variables
Alper Atamturk, Andres Gomez
We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and…