Optimization

MOCA Venn-Diagram Optimization

Whether a mathematical model exists or one is inferred from data, it is often of critical interest to determine a set of problem parameters that optimize solution properties.  A goal of research in the area of optimization, and a second pillar of the MOCA center, is the design and analysis of algorithms that can find local or global optimizers to problems from models or data.

Associated Projects

Optimization problems with complementarity constraints

A complementarity constraint requires that one of a pair of variables should be zero. Optimization problems with complementarity constraints are widespread, arising for example in transportation problems, energy optimization, and sparse optimization.

Rank minimization algorithms

We investigate the use of nonconvex approaches to rank minimization problems, an alternative to widely-used convex approaches such as nuclear norm minimization.