Overview

The field studies how to optimize an objective over a feasible set, from convex programs and combinatorial problems to nonconvex models with complex or conflicting constraints. Classical approaches include projection and Frank–Wolfe methods, interior-point and augmented-Lagrangian algorithms, and evolutionary search; newer work also learns feasible solutions or uses neural projections and solver warm starts. Applications range from robotic trajectory planning and power-grid operation to fair machine learning, resource allocation, and scheduling. A central challenge is balancing scalable computation with reliable feasibility and convergence guarantees, especially for nonconvex or infeasible problems and settings without standard regularity conditions.

Latest papers

337 papers40 papers in the last four weeks, up 29% on the four weeks before. 0.2% of all new papers.

Jan 30, 2025

Double-Bounded Nonlinear Optimal Transport for Size Constrained Min Cut Clusterin

Min cut is an important graph partitioning method. However, current solutions to the min cut problem suffer from slow speeds, difficulty in solving, and often converge to simple solutions. To address these issues, we relax the min cut problem into a double-bounded constraint and, for the first time, treat the min cut problem as a double-bounded nonlinear optimal transport problem. Additionally, we develop a method for solving double bounded nonlinear optimal transport based on the Frank-Wolfe method (abbreviated as DNF). We prove that for convex problems satisfying Lipschitz smoothness, the DNF method can achieve a convergence rate of O(1t)\mathcal{O}(\frac{1}{t}). We apply DNF to size-constrained min-cut clustering and evaluate it on eight benchmark datasets. DNF achieves competitive clustering performance and matches or outperforms the compared baselines on several datasets and metrics.
Dec 11, 2024

MeshCone: Second-Order Cone Programming for Geometrically-Constrained Mesh Enhancement

Modern mesh generation pipelines whether learning-based or classical often produce outputs requiring post-processing to achieve production-quality geometry. This work introduces MeshCone, a convex optimization framework for guided mesh refinement that leverages reference geometry to correct deformed or degraded meshes. We formulate the problem as a second-order cone program where vertex positions are optimized to align with target geometry while enforcing smoothness through convex edge-length regularization. MeshCone performs geometry-aware optimization that preserves fine details while correcting structural defects. We demonstrate robust performance across 56 diverse object categories from ShapeNet and ThreeDScans, achieving superior refinement quality compared to Laplacian smoothing and unoptimized baselines while maintaining sub-second inference times. MeshCone is particularly suited for applications where reference geometry is available, such as mesh-from-template workflows, scan-to-CAD alignment, and quality assurance in asset production pipelines.
Jun 9, 2024

GFPack++: Attention-Driven Gradient Fields for Optimizing 2D Irregular Packing

2D irregular packing is a classic combinatorial optimization problem with various applications, such as material utilization and texture atlas generation. Due to its NP-hard nature, conventional numerical approaches typically encounter slow convergence and high computational costs. Previous research (GFPack) introduced a generative method for gradient-based packing, providing early evidence of its feasibility but faced limitations such as insufficient rotation support, poor boundary adaptability, and high overlap ratios. In this paper, we propose GFPack++, a deeply investigated framework that adopts attention-based geometry and relation encoding, enabling more comprehensive modeling of complex packing relationships. We further design a constrained gradient and a weighting function to enhance both the feasibility of the produced solutions and the learning effectiveness. Experimental results on multiple datasets demonstrate that GFPack++ achieves higher space utilization, supports continuous rotation, generalizes well to arbitrary boundaries, and infers orders of magnitude faster than previous approaches. Codes for this paper are at https://github.com/TimHsue/GFPack-pp.
Mar 28, 2024

Fisher-Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients

Kakade's natural policy gradient method has been studied extensively in recent years, showing linear convergence with and without regularization. We study another natural gradient method based on the Fisher information matrix of the state-action distributions which has received little attention from the theoretical side. Here, the state-action distributions follow the Fisher-Rao gradient flow inside the state-action polytope with respect to a linear potential. Therefore, we study Fisher-Rao gradient flows of linear programs more generally and show linear convergence with a rate that depends on the geometry of the linear program. Equivalently, this yields an estimate on the error induced by entropic regularization of the linear program which improves existing results. We extend these results and show sublinear convergence for perturbed Fisher-Rao gradient flows and natural gradient flows up to an approximation error. In particular, these general results cover the case of state-action natural policy gradients.
Feb 12, 2024

Conformal Predictive Programming for Chance Constrained Optimization

We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random variables along with the quantile lemma - central to conformal prediction - to transform the chance constrained optimization problem into a deterministic problem with a quantile reformulation. CPP's main strength is an independent calibration step that provides a posteriori guarantees for the solution of this problem that are of conditional and marginal nature otherwise. These guarantees even apply in settings when assumptions required for obtaining standard a priori guarantees (e.g., in scenario optimization or sample average approximation) are unavailable, difficult to compute, or conservative. Another strength of CPP is that it can easily support different variants of conformal prediction which have been (or will be) proposed within the conformal prediction community. To illustrate this, we present robust CPP to deal with distribution shifts in the random variables and Mondrian CPP to deal with class conditional chance constraints. In a series of case studies, we show the validity of the aforementioned approaches, and illustrate the advantage of CPP as compared to scenario approach.
Dec 8, 2021

Equity Promotion in Online Resource Allocation

We consider online resource allocation under a typical non-profit setting, where limited or even scarce resources are administered by a not-for-profit organization like a government. We focus on the internal-equity by assuming that arriving requesters are homogeneous in terms of their external factors like demands but heterogeneous for their internal attributes like demographics. Specifically, we associate each arriving requester with one or several groups based on their demographics (i.e., race, gender, and age), and we aim to design an equitable distributing strategy such that every group of requesters can receive a fair share of resources proportional to a preset target ratio. We present two LP-based sampling algorithms and investigate them both theoretically (in terms of competitive-ratio analysis) and experimentally based on real COVID-19 vaccination data maintained by the Minnesota Department of Health. Both theoretical and numerical results show that our LP-based sampling strategies can effectively promote equity, especially when the arrival population is disproportionately represented, as observed in the early stage of the COVID-19 vaccine rollout.
Sep 1, 2020

PyCSP3: Modeling Combinatorial Constrained Problems in Python

In this document, we introduce PyCSP33, a Python library that allows us to write models of combinatorial constrained problems in a declarative manner. Currently, with PyCSP33, you can write models of constraint satisfaction and optimization problems. More specifically, you can build CSP (Constraint Satisfaction Problem) and COP (Constraint Optimization Problem) models. Importantly, there is a complete separation between the modeling and solving phases: you write a model, you compile it (while providing some data) in order to generate an XCSP33 instance (file), and you solve that problem instance by means of a constraint solver. You can also directly pilot the solving procedure in PyCSP33, possibly conducting an incremental solving strategy. In this document, you will find all that you need to know about PyCSP33, with more than 50 illustrative models.