In this paper, we discuss semidefinite relaxation techniques for computing minimal size ellipsoids that bound the solution set of a system of uncertain linear equations. The propo...
We introduce an efficient algorithm for the problem of online linear optimization in the bandit setting which achieves the optimal O ( T) regret. The setting is a natural general...
This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints o...
In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations w...
Primal-dual Interior-Point Methods (IPMs) have shown their ability in solving large classes of optimization problems efficiently. Feasible IPMs require a strictly feasible startin...