6 papers · 1 filter
Discrete eigenvalue optimization from entropic smoothing and first-order methods
Deborah Hendrych, Mathieu Besançon, Sebastian Pokutta
We study the maximization of the minimum eigenvalue under combinatorial and integrality constraints. We propose a new approach based on branch-and-bound combines entropic smoothing…
Boscia.jl: A review and tutorial
Wenjie Xiao, Deborah Hendrych, Mathieu Besançon +1
Mixed-integer nonlinear optimization (MINLP) comprises a large class of problems that are challenging to solve and exhibit a wide range of structures. The Boscia framework (Hendryc…
Efficient Quadratic Corrections for Frank-Wolfe Algorithms
Jannis Halbey, Seta Rakotomandimby, Mathieu Besançon +2
We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and full…
Mixed-Integer Optimization for Loopless Flux Distributions in Metabolic Networks
Hannah Troppens, Mathieu Besançon, St. Elmo Wilken +1
Constraint-based metabolic models can be used to investigate the intracellular physiology of microorganisms. These models couple genes to reactions, and typically seek to predict m…
Secant Line Search for Frank-Wolfe Algorithms
Deborah Hendrych, Mathieu Besançon, David Martínez-Rubio +1
We present a new step-size strategy based on the secant method for Frank-Wolfe algorithms. This strategy, which requires mild assumptions about the function under consideration, ca…
The Pivoting Framework: Frank-Wolfe Algorithms with Active Set Size Control
Elias Wirth, Mathieu Besançon, Sebastian Pokutta
We propose the pivoting meta algorithm (PM) to enhance optimization algorithms that generate iterates as convex combinations of vertices of a feasible region $C\subseteq \mathbb{R}…