In this paper an application of constraint logic programming (CLP) to the resolution of nesting problems is presented. Nesting problems are a special case of the cutting and packing problems, in which the pieces generally have non-convex shapes. Due to their combinatorial optimization nature, nesting problems have traditionally been tackled by heuristics and in the recent past by meta-heuristic...

We propose a feasible active set method for convex quadratic programming problems with non-negativity constraints. This method is specifically designed to be embedded into a branch-and-bound algorithm for convex quadratic mixed integer programming problems. The branch-and-bound algorithm generalizes the approach for unconstrained convex quadratic integer programming proposed by Buchheim, Caprar...

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an algebraic certificate of convexity and that can be efficiently found via semidefinite programming. We prove that sos-convex Lyapunov functions are universal (i.e., ...

 We consider generalized semi-infinite programming problems in which the index set of the inequality constraints depends on the decision vector and all emerging functions are assumed to be convex. Considering a lower level constraint qualification, we derive a formula for estimating the subdifferential of the value function. Finally, we establish the Fritz-John necessary optimality con...

In this paper, we study the sequential convex programming method with monotone line search (SCP$_{ls}$) in [Z. Lu, Sequential Convex Programming Methods for a Class of Structured Nonlinear Programm...

In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they lift the original n×n-dimensional variable to an n2×n2-dimensional variable, which limits their practical applicability. In contrast, here we present a lifti...

A novel linear feature selection algorithm is presented based on the global minimization of a data-dependent generalization error bound. Feature selection and scaling algorithms often lead to non-convex optimization problems, which in many previous approaches were addressed through gradient descent procedures that can only guarantee convergence to a local minimum. We propose an alternative appr...

We propose new interior projection type methods for solving monotone variational inequalities. The methods can be viewed as a natural extension of the extragradient and hyperplane projection algorithms, and are based on using non Euclidean projection-like maps. We prove global convergence results and establish rate of convergence estimates. The projection-like maps are given by analytical formu...