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Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…

Neural and Evolutionary Computing · Computer Science 2020-10-28 Jayanta Mandi , Tias Guns

The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…

Quantum Physics · Physics 2023-02-14 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Tamás Terlaky

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…

Quantum Physics · Physics 2023-09-13 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis F. Zuluaga

Quantum relative entropy optimization refers to a class of convex problems in which a linear functional is minimized over an affine section of the epigraph of the quantum relative entropy function. Recently, the self-concordance of a…

Quantum Physics · Physics 2025-04-22 Kerry He , James Saunderson , Hamza Fawzi

Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…

Optimization and Control · Mathematics 2024-10-22 Xi Gao , Jinxin Xiong , Akang Wang , Qihong Duan , Jiang Xue , Qingjiang Shi

A problem in quantum information theory is to find the experimental setup that maximizes the nonlocality of correlations with respect to some suitable measure such as the violation of Bell inequalities. The latter has however some…

Quantum Physics · Physics 2016-08-30 Sacha Schwarz , Andre Stefanov , Stefan Wolf , Alberto Montina

We propose a novel quantum algorithm for solving linear optimization problems by quantum-mechanical simulation of the central path. While interior point methods follow the central path with an iterative algorithm that works with successive…

Quantum Physics · Physics 2024-10-17 Brandon Augustino , Jiaqi Leng , Giacomo Nannicini , Tamás Terlaky , Xiaodi Wu

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as artificial intelligence and machine learning, has highlighted the limitations of classical interior…

Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use…

Optimization and Control · Mathematics 2024-12-17 Zeguan Wu , Xiu Yang , Tamás Terlaky

The use of quantum computing to accelerate complex optimization problems is a burgeoning research field. This paper applies Quantum Linear System Algorithms (QLSAs) to Newton systems within Interior Point Methods (IPMs) to take advantage of…

Optimization and Control · Mathematics 2025-07-08 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Zeguan Wu , Tamás Terlaky

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

Variational quantum algorithms constitute one of the most widespread methods for using current noisy quantum computers. However, it is unknown if these heuristic algorithms provide any quantum-computational speedup, although we cannot…

We provide a condition-based analysis of two interior-point methods for unconstrained geometric programs, a class of convex programs that arise naturally in applications including matrix scaling, matrix balancing, and entropy maximization.…

Optimization and Control · Mathematics 2020-08-28 Peter Bürgisser , Yinan Li , Harold Nieuwboer , Michael Walter

Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…

Optimization and Control · Mathematics 2026-05-19 Jon Arrizabalaga , Kevin Tracy , Zachary Manchester

Quantum linear system algorithms (QLSA) have the potential to speed up Interior Point Methods (IPM). However, a major challenge is that QLSAs are inexact and sensitive to the condition number of the coefficient matrices of linear systems.…

Optimization and Control · Mathematics 2023-10-12 Mohammadhossein Mohammadisiahroudi , Zeguan Wu , Brandon Augustino , Arriele Carr , Tamás Terlaky

Increasing the complexity of solving budgetary allocation (NP-hardness problem) has led a wide range of methods to minimize the costs. Metaheuristics and Linear Programming (LP) are the most optimization in this fields. Therefore, this…

Dynamical Systems · Mathematics 2024-12-18 Ali Kadhim Yaqoob , Ahmad Kadri Junoh

Factor Analysis is an effective way of dimensionality reduction achieved by revealing the low-rank plus sparse structure of the data covariance matrix. The corresponding model identification task is often formulated as an optimization…

Optimization and Control · Mathematics 2025-04-03 Linyang Wang , Wanquan Liu , Bin Zhu
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