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Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…

Optimization and Control · Mathematics 2019-10-01 Anastasiya Ivanova , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kamzolov

In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…

Optimization and Control · Mathematics 2017-02-01 Ashkan Jasour , Constantino Lagoa

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

Optimization and Control · Mathematics 2019-05-27 Emilie Chouzenoux , Henri Gérard , Jean-Christophe Pesquet

Network Utility Maximisation (NUM) addresses the problem of allocating resources fairly within a network and explores the ways to achieve optimal allocation in real-world networks. Although extensively studied in classical networks, NUM is…

Networking and Internet Architecture · Computer Science 2024-07-25 Sounak Kar , Stephanie Wehner

The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk averse optimization problems. Despite its theoretical appeal, the implementation of a…

Optimization and Control · Mathematics 2022-07-20 Jonathan Yu-Meng Li

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

Quantum Physics · Physics 2023-07-10 Yifeng Rocky Zhu , David Joseph , Cong Ling , Florian Mintert

Quantum information theory, particularly its entropic formulations, has made remarkable strides in characterizing quantum systems and tasks. However, a critical dimension remains underexplored: computational efficiency. While classical…

Quantum Physics · Physics 2026-05-05 Noam Avidan , Thomas A. Hahn , Joseph M. Renes , Rotem Arnon

Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(\Omega)$, or some problems in economics. In…

Numerical Analysis · Mathematics 2008-04-11 Néstor Aguilera , Pedro Morin

In this paper, a new optimization framework is defined that includes the optimization framework recently proposed in [1]-[2] as a special case. The convex optimization in [1]-[2] includes centralized optimization and distributed…

Systems and Control · Electrical Eng. & Systems 2019-11-26 S. Sh. Alaviani

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

Finite-sum optimization has wide applications in machine learning, covering important problems such as support vector machines, regression, etc. In this paper, we initiate the study of solving finite-sum optimization problems by quantum…

Quantum Physics · Physics 2024-06-06 Yexin Zhang , Chenyi Zhang , Cong Fang , Liwei Wang , Tongyang Li

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…

While recent work suggests that quantum computers can speed up the solution of semidefinite programs, little is known about the quantum complexity of more general convex optimization. We present a quantum algorithm that can optimize a…

Quantum Physics · Physics 2020-01-15 Shouvanik Chakrabarti , Andrew M. Childs , Tongyang Li , Xiaodi Wu

An universal approximation technique for analysis of different characteristics of states of composite infinite-dimensional quantum systems is proposed and used to prove general results concerning the properties of correlation and…

Quantum Physics · Physics 2024-11-01 M. E. Shirokov

We review the properties of the quantum relative entropy function and discuss its application to problems of classical and quantum information transfer and to quantum data compression. We then outline further uses of relative entropy to…

Quantum Physics · Physics 2007-05-23 Benjamin Schumacher , Michael D. Westmoreland

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…

Optimization and Control · Mathematics 2025-11-10 Liding Xu , Ye-Chao Liu , Sebastian Pokutta