Related papers: A QCQP Approach to Triangulation
A quadratically constrained quadratic programming problem is considered in a Hilbert space setting, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are provided to guarantee that the…
We propose a new method for evaluating NISQ devices. This paper has three distinct parts. First, we present a new quantum algorithm that solves a two hundred year old problem of finding quadratic nonresidues (QNR) in polynomial time. We…
We devise a polynomial-time approximation scheme for the classical geometric problem of finding an approximate short path amid weighted regions. In this problem, a triangulated region P comprising of n vertices, a positive weight associated…
We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…
Geometric programming (GP) is a well-known optimization tool for dealing with a wide range of nonlinear optimization and engineering problems. In general, it is assumed that the parameters of a GP problem are deterministic and accurate.…
We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…
The problem of object restoration in the case of spatially incoherent illumination is considered. A regularized solution to the inverse problem is obtained through a probabilistic approach, and a numerical algorithm based on the statistical…
Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural convex relaxation via the standard (Shor) semidefinite program…
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
I propose a new approach to solving standard screening problems when the monotonicity constraint binds. A simple geometric argument shows that when virtual values are quasi-concave, the optimal allocation can be found by appropriately…
This study presents a novel algorithm for identifying the set of extreme points that constitute the exact convex hull of a point set in high-dimensional Euclidean space. The proposed method iteratively solves a sequence of dynamically…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…
Given a finite metric space $(X\cup Y, \mathbf{d})$ the $k$-median problem is to find a set of $k$ centers $C\subseteq Y$ that minimizes $\sum_{p\in X} \min_{c\in C} \mathbf{d}(p,c)$. In general metrics, the best polynomial time algorithm…
A subset of Q^n is called semilinear (or piecewise linear) if it is Boolean combination of linear half-spaces. We study the computational complexity of the constraint satisfaction problem (CSP) over the rationals when all the constraints…
In this paper, we extend the idea of using controlled perturbations to enhance the capabilities of active-set prediction for interior point methods for convex Quadratic Programming (QP) problems. Namely, we consider perturbing the…
We consider the problem of computing a triangulation of the real projective plane P2, given a finite point set S={p1, p2,..., pn} as input. We prove that a triangulation of P2 always exists if at least six points in S are in general…
Quantum adiabatic evolution is perceived as useful for binary quadratic programming problems that are a priori unconstrained. For constrained problems, it is a common practice to relax linear equality constraints as penalty terms in the…