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In this paper, based on a $Q$-linear convergence analysis and an estimate of the linear convergence factor of the proximal point (PP) algorithm for solving box constrained quadratic programming (BQP) problems, an accelerated proximal point…
The generalized quadratic assignment problem (GQAP) is one of the hardest problems to solve in the operations research area. The GQAP addressed in this work is defined as the task of minimizing the assignment and transportation costs of…
Convolutional Neural Networks (CNNs) are pivotal in computer vision and Big Data analytics but demand significant computational resources when trained on large-scale datasets. Conventional training via back-propagation (BP) with losses like…
We prove that a "first-order" Sequential Quadratic Programming (SQP) algorithm for equality constrained optimization has local linear convergence with rate $(1-1/\kappa_R)^k$, where $\kappa_R$ is the condition number of the Riemannian…
Multipartite entity resolution aims at integrating records from multiple datasets into one entity. We derive a mathematical formulation for a general class of record linkage problems in multipartite entity resolution across many datasets as…
Given a set of data, biclustering aims at finding simultaneous partitions in biclusters of its samples and of the features which are used for representing the samples. Consistent biclusterings allow to obtain correct classifications of the…
We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…
We present a unified quantum-classical framework for addressing NP-complete constrained combinatorial optimization problems, generalizing the recently proposed Quantum Conic Programming (QCP) approach. Accordingly, it inherits many…
A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…
This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue…
This work deals with a class of problems under interval data uncertainty, namely interval robust-hard problems, composed of interval data min-max regret generalizations of classical NP-hard combinatorial problems modeled as 0-1 integer…
In this paper, we propose a robust optimization-based heuristic algorithm for the chance-constrained binary knapsack problem (CKP). We assume that the weights of items are independent normally distributed. By utilizing the properties of the…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
The quadratic unconstrained binary optimization (QUBO) problem arises in diverse optimization applications ranging from Ising spin problems to classical problems in graph theory and binary discrete optimization. The use of preprocessing to…
Analytical and practical evidence indicates the advantage of quantum computing solutions over classical alternatives. Quantum-based heuristics relying on the variational quantum eigensolver (VQE) and the quantum approximate optimization…
The broad applicability of Quadratic Unconstrained Binary Optimization (QUBO) constitutes a general-purpose modeling framework for combinatorial optimization problems and are a required format for gate array and quantum annealing computers.…
We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…
Sequential quadratic programming (SQP) methods have been remarkably successful in solving a broad range of nonlinear optimization problems. These methods iteratively construct and solve quadratic programming (QP) subproblems to compute…
This paper deals with a robust recoverable approach to 0-1 programming problems. It is assumed that a solution constructed in the first stage can be modified to some extent in the second stage. This modification consists in choosing a…
The peptide-protein docking problem is an important problem in structural biology that facilitates rational and efficient drug design. In this work, we explore modeling and solving this problem with the quantum-amenable quadratic…