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Quantum computers can solve semidefinite programs (SDPs) using resources that scale better than state-of-the-art classical methods as a function of the problem dimension. At the same time, the known quantum algorithms scale very unfavorably…
We study the quadratic $k$-vertex-disjoint paths problem (Q-$k$-VDP), which seeks $k$ vertex-disjoint paths in a directed graph that minimize a nonconvex quadratic objective function. We formulate the problem as a binary quadratic program…
Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…
This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…
Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…
The decomposition of tensors into simple rank-1 terms is key in a variety of applications in signal processing, data analysis and machine learning. While this canonical polyadic decomposition (CPD) is unique under mild conditions, including…
The iteration complexity of the block-coordinate descent (BCD) type algorithm has been under extensive investigation. It was recently shown that for convex problems the classical cyclic BCGD (block coordinate gradient descent) achieves an…
Recently, Krukier et al. [Generalized skew-Hermitian triangular splitting iteration methods for saddle-point linear systems, Numer. Linear Algebra Appl. 21 (2014) 152-170] proposed an efficient generalized skew-Hermitian triangular…
Feasible path algorithms have been widely used for process optimisation due to its good convergence. The sequential quadratic programming (SQP) algorithm is usually used to drive the feasible path algorithms towards optimality. However,…
A novel approach to exploiting the log-convex structure present in many design problems is developed by modifying the classical Sequential Quadratic Programming (SQP) algorithm. The modified algorithm, Logspace Sequential Quadratic…
We introduce and study conic geometric programs (CGPs), which are convex optimization problems that unify geometric programs (GPs) and conic optimization problems such as semidefinite programs (SDPs). A CGP consists of a linear objective…
Given a graph $G$, we define ${\bf bcg}(G)$ as the minimum $k$ for which $G$ can be contracted to the uniformly triangulated grid $\Gamma_{k}$. A graph class ${\cal G}$ has the SQG${\bf C}$ property if every graph $G\in{\cal G}$ has…
Nonlinear model predictive control~(NMPC) generally requires the solution of a non-convex optimization problem at each sampling instant under strict timing constraints, based on a set of differential equations that can often be stiff and/or…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
Motivated by applications in optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving stochastic optimization problems. In the literature, the convergence analysis of these algorithms relies on strong…
We introduce two new methods for deterministic convex optimization problems: QCC (Quadratic Cuts for Convex optimization) and QB (Quadratic Bundle method). We prove the complexity of these methods for composite optimization problems which…
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…
An optimization problem considering AC power flow constraints and integer decision variables can usually be posed as a mixed-integer quadratically constrained quadratic program (MIQCQP) problem. In this paper, first, a set of valid linear…
We set up the bootstrap procedure for supersymmetric Galilean Conformal (SGC) field theories in two dimensions by constructing the SGC blocks in the $\mathcal{N}=1$ and two possible $\mathcal{N} =2$ extensions of the Galilean conformal…