5 papers
Calculating Radius of Robust Feasibility of Uncertain Linear Conic Programs via Semidefinite Programs
Miguel A. Goberna, Vaithilingam Jeyakumar, Guoyin Li
The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees robust feasibility of an uncertain linear conic program. This d…
Exact Conic Programming Reformulations of Two-Stage Adjustable Robust Linear Programs with New Quadratic Decision Rules
D. Woolnough, V. Jeyakumar, G. Li
In this paper we introduce a new parameterized Quadratic Decision Rule (QDR), a generalisation of the commonly employed Affine Decision Rule (ADR), for two-stage linear adjustable…
Efficiently Maximizing a Homogeneous Polynomial over Unit Sphere without Convex Relaxation
Yuning Yang, Guoyin Li
This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenva…
Kurdyka-Łojasiewicz exponent via inf-projection
Peiran Yu, Guoyin Li, Ting Kei Pong
Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of for…
SOS-convex Semi-algebraic Programs and its Applications to Robust Optimization: A Tractable Class of Nonsmooth Convex Optimization
N. H. Chieu, J. W. Feng, W. Gao +2
In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. Th…