University of Washington










Abstracts of Invited Talks

  • Dimitri Bertsekas
    Massachusetts Institute of Technology

    Extended Monotropic Programming and Polyhedral Approximations

    We propose a unifying framework for polyhedral approximation in convex optimization. It subsumes classical methods, such as cutting plane and simplicial decomposition, but also includes new methods, and new versions/extensions of old methods, such as a simplicial decomposition method for nondifferentiable optimization, and a new piecewise linear approximation method for convex single commodity network flow problems. Our framework is based on an extended form of monotropic programming, a broadly applicable model, which includes as special cases Fenchel duality and Rockafellar's monotropic programming, and is characterized by an elegant and symmetric duality theory. Our algorithm combines flexibly outer and inner linearization of the cost function. The linearization is progressively refined by using primal and dual differentiation, and the roles of outer and inner linearization are reversed in a mathematically equivalent dual algorithm.

  • Samuel Burer
    The University of Iowa

    Nonconvex Quadratic Programming: Models and Algorithms

    We show that any NP-hard nonconvex quadratic program with binary and continuous variables can be modeled as a linear program over a particular convex cone (the cone of so-called completely positive matrices). Although this cone is in general intractable, it is known that it can be approximated to any accuracy by a hierarchy of explicit polyhedral-semidefinite cones. Hence, our result can be viewed as a unified approach for a large class of difficult problems, which includes, for example, all 0-1 integer programs.

    We also examine a specific polyhedral-semidefinite approximation of our model. This gives rise to a theoretically tractable relaxation, which is nevertheless expensive for off-the-shelf software. So we propose a decomposition technique to solve the relaxation, which also readily produces lower bounds on the NP-hard objective value.

  • Jonathan Eckstein

    A Practical Relative Error Criterion for the Classic Augmented Lagrangian

    This talk begins by summarizing some recent computational work on implementing augmented Lagrangian methods using a box-constrained conjugate-gradient-like method to (approximately) solve the subproblems. The combination of features that worked best in practice, namely the classic quadratic penalty, no proximal regularizing term, and a relative error criterion to allow highly approximate solution of the subproblems, lacks a satisfying convergence theory, even in the convex case. Inspired by these results, we attempted to prove global convergence in the convex case for a method of this type, using some form of relative error criterion that can be applied directly to the augmented Lagrangian gradient. Eventually we succeeded, but the resulting method involves a novel auxiliary sequence that undergoes an extragradient-like update and is Fejer monotone to the primal solution set without having to converge to it.

    Joint work with Paulo J.S. Silva -- University of Sao Paulo.

  • Michael Friedlander

    The University of British Columbia

    Exact Regularization of Convex Programs

    An optimization problem is ill-posed if its solution is not unique or is acutely sensitive to data perturbations. A common approach to such problems is to construct a related problem with a well-behaved solution that deviates only slightly from the original solution set. The strategy is often used in data fitting applications, and also within optimization algorithms as a means for stabilizing the solution process.

    This approach is known as regularization, and deviations from solutions of the original problem are generally accepted as a trade-off for obtaining solutions with other desirable properties.

    In fact, however, there exist necessary and sufficient conditions such that solutions of the regularized problem continue to be exact solutions of the original problem. We present these conditions for general convex programs, and give some applications of exact regularization.

    This is joint work with Paul Tseng.

  • Jiawang Nie
    University of California, San Diego

    Discriminants and Nonnegative Polynomials

    For a semialgebraic set K in R^n, let P_d(K) be the cone of polynomials in R^n of degree at most d that are nonnegative on K. In this talk we discuss the geometry of the boundary of P_d(K). When K=R^n and d is even, we show that its boundary lies on the irreducible hypersurface defined by the discriminant of a single polynomial. When K is a real algebraic variety, we show that P_d(K) lies on the hypersurface defined by the discriminant of several polynomials. When K is a general semialgebraic set, we show that P_d(K) lies on a union of hypersurfaces defined by the discriminantal equations. Explicit formulae for the degrees of these hypersurfaces and discriminants are given. We also prove that typically P_d(K) does not have a log-polynomial type barrier, but a log-semialgebraic type barrier exits. Some illustrating examples are shown.

  • Jiming Peng
    University of Illinois, Urbana-Champaign

    Finding the Densest k-Subgraph via Clustering and Spectral Methods

    Finding the densest k-subgraph (DKS) is a classical discrete optimization problem with various applications from domains such as machine learning and social networks. Mathematically, it can be represented as a 0-1 binary quadratic maximization problem with a fixed number (k) of nonzero elements. In spite of its simple presentation, such a problem has been proved to be NP-hard and admits no PTAS unless P=NP.

    In this talk, we first reformulate the DKS as a specific clustering problem to find a single cluster of size k. Several effective approximation algorithms are proposed based on the reformulated clustering model. Experimental results illustrate that the proposed algorithms can locate suboptimal solutions with quality guarantee very quickly.

    This work is joint with M. Heath, P. Jiang and R. Yang.

  • Ting Kei Pong
    Uinversity of Washington

    ESDP Relaxation of Sensor Network Localization: Analysis, Extensions and Algorithms

    Recently Wang, Zheng, Boyd, and Ye proposed an edge-based SDP (ESDP) as a further relaxation of the SDP relaxation of the sensor network localization problem. We show that zero individual trace necessarily certifies position accuracy in ESDP interior solutions, provided that the measured distances are noiseless. We then propose a robust version of ESDP to handle noise and a fast, distributed algorithm for its solution.

    This is a joint work with Paul Tseng.

  • Warren Hare
    (The University of British Columbia, Okanagan)

    Identifying Active Manifolds in Regularization Problems

    In 2009, Tseng and Yun, showed that the l1-regularization of a C2 function can be approximated by the l1-regularization of a quadratic approximation to the function. We consider a generalization of this problem, in which the l1-norm is replaced by a more general nonsmooth function that is prox-regular and partly smooth with respect to an underlying active manifold M (the l1-norm satisfies these conditions). We reexamine Tseng and Yun's algorithm in terms of active set identification, showing that their method will correctly identify the active manifold in a finite number of iterations. That is, after a finite number of iterations, all future iterates will lie in M. Furthermore, we confirm a conjecture of Tseng that a given class of local approximations correctly identifies the active manifold from any point in the neighborhood of a solution.

  • Yinyu Ye
    Stanford University

    Rigidity and Localization: An Optimization Perspective

    A fundamental problem in wireless ad-hoc and sensor networks is that of determining the positions of sensor nodes. Often, such a problem is complicated by the presence of nodes whose positions cannot be uniquely determined. Most existing work uses the notion of global rigidity from rigidity theory to address the non-uniqueness issue. However, such a notion is not entirely satisfactory, as it has been shown that even if a network localization instance is known to be globally rigid, the problem of determining the node positions is still intractable in general. In this talk, we propose to use the notion of universal rigidity to bridge such disconnect. Although the notion of universal rigidity is more restrictive than that of global rigidity, it captures a large class of networks and is much more relevant to the efficient solvability of the network localization problem. Specifically, we show that both the problem of deciding whether a given network localization instance is universally rigid and the problem of determining the node positions of a universally rigid instance can be solved efficiently using semidefinite programming (SDP). Then, we give various constructions of universally rigid instances. In particular, we show that d-lateration graphs are generically universally rigid, thus demonstrating not only the richness of the class of universally rigid instances, but also the fact that d-lateration graphs possess much stronger geometric properties than previously known. Based on the theory, we introduce an edge sparsification procedure that can provably preserve the localizability of the original input, but the SDP problem size is greatly reduced.

    For a print friendly version of the abstracts click HERE.

This page was last modified on April 24, 2005