Related papers: Potential Theory and Quadratic Programming
Quadratically constrained quadratic programs (QCQPs) are an expressive family of optimization problems that occur naturally in many applications. It is often of interest to seek out sparse solutions, where many of the entries of the…
Historically, scalability has been a major challenge to the successful application of semidefinite programming in fields such as machine learning, control, and robotics. In this paper, we survey recent approaches for addressing this…
The notion of potential output purity of a completely positive map is introduced as a generalization of the regularized output purity. An upper bound is derived for this quantity, and for several classes of maps (including CQ, QC and…
Using supersymmetric quantum mechanics we construct the quasi-exactly solvable (QES) potentials with arbitrary two known eigenstates. The QES potential and the wave functions of the two energy levels are expressed by some generating…
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…
We extend the notion of Dirac oscillator in two dimensions, to construct a set of potentials. These potentials becomes exactly and quasi-exactly solvable potentials of non-relativistic quantum mechanics when they are transformed into a…
We have developed a new simple method to build the exact analytical expression of the eigenenergy as a function of the potential. The idea of our method is mainly based on the partitioning of the potential curve, solving the Schr\"odinger…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
Motivated by the grid search method and Bayesian optimization, we introduce the concept of contractibility and its applications in model-based optimization. First, a basic framework of contraction methods is established to construct a…
We give a brief overview of a simple and unified way, called the prepotential approach, to treat both exact and quasi-exact solvabilities of the one-dimensional Schr\"odinger equation. It is based on the prepotential together with Bethe…
The recently introduced scheme [20,21] is extended to propose an algebraic non-perturbative approach for the analytical treatment of Schr\"odinger equations with non-solvable potentials involving an exactly solvable potential form together…
Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…
We solve the infinite potential well problem using the methods of Heisenberg's matrix mechanics. In addition to being of educational value, the matrix mechanics allows us to deal with various unphysical issues caused by this potential in a…
Traditionally, there are several polynomial algorithms for linear programming including the ellipsoid method, the interior point method and other variants. Recently, Chubanov [Chubanov, 2015] proposed a projection and rescaling algorithm,…
A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…
We establish a systematic solution method for optimal stopping problems of spectrally negative L\'evy processes. Our approach relies essentially on the potential theory, in particular the Riesz decomposition and the maximum principle. Using…
It is known that the Schroedinger equation may be derived from a hydrodynamic model in which the Lagrangian position coordinates of a continuum of particles represent the quantum state. Using Routh\s method of ignorable coordinates it is…
We develop potential theory including a Bernstein-Walsh type estimate for functions of the form $p(z)q(f(z))$ where $p,q$ are polynomials and $f$ is holomorphic. Such functions arise in the study of certain ensembles of probability measures…
Triangulation of a three-dimensional point from at least two noisy 2-D images can be formulated as a quadratically constrained quadratic program. We propose an algorithm to extract candidate solutions to this problem from its semidefinite…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…