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In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…
We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…
We develop polynomial-time heuristic methods to solve unimodular quadratic programs (UQPs) approximately, which are known to be NP-hard. In the UQP framework, we maximize a quadratic function of a vector of complex variables with unit…
We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…
For approximate inference in the generalized quadratic equations model, many state-of-the-art algorithms lack any prior knowledge of the target signal structure, exhibits slow convergence, and can not handle any analytic prior knowledge of…
Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study conditions under which the standard semidefinite program (SDP) relaxation of a…
We show NP-hardness of a generalized quadratic programming problem, which we called Unconstrained N-ary Quadratic Programming (UNQP). This problem has recently become practically relevant in the context of novel memristor-based neuromorphic…
We consider optimization problems with a disjunctive structure of the constraints. Prominent examples of such problems are mathematical programs with equilibrium constraints or vanishing constraints. Based on the concepts of directional…
Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…
We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…
In this paper, we propose a framework based on the Retrospective Approximation (RA) paradigm to solve optimization problems with a stochastic objective function and general nonlinear deterministic constraints. This framework sequentially…
We study nonlinear optimization problems with a stochastic objective and deterministic equality and inequality constraints, which emerge in numerous applications including finance, manufacturing, power systems and, recently, deep neural…
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…
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…
This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…
Semidefinite programs (SDPs) play a crucial role in control theory, traditionally as a computational tool. Beyond computation, the duality theory in convex optimization also provides valuable analytical insights and new proofs of classical…
We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to…
We introduce a cutting-plane framework for nonconvex quadratic programs (QPs) that progressively tightens convex relaxations. Our approach leverages the doubly nonnegative (DNN) relaxation to compute strong lower bounds and generate…
Quantum signal processing (QSP) provides a systematic framework for implementing a polynomial transformation of a linear operator, and unifies nearly all known quantum algorithms. In parallel, recent works have developed randomized…
The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…