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Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…

Optimization and Control · Mathematics 2018-06-12 Shiqian Ma , Necdet Serhat Aybat

Recent advances in the development of commercial quantum annealers such as the D-Wave 2X allow solving NP-hard optimization problems that can be expressed as quadratic unconstrained binary programs. However, the relatively small number of…

Quantum Physics · Physics 2018-02-01 Georg Hahn , Hristo N. Djidjev

Quadratic unconstrained binary optimization (QUBO) provides problem formulations for various computational problems that can be solved with dedicated QUBO solvers, which can be based on classical or quantum computation. A common approach to…

Recent advancements in quantum annealing hardware and numerous studies in this area suggests that quantum annealers have the potential to be effective in solving unconstrained binary quadratic programming problems. Naturally, one may desire…

Quantum Physics · Physics 2019-03-01 Sahar Karimi , Pooya Ronagh

Engineering system design, viewed as a decision-making process, faces challenges due to complexity and uncertainty. In this paper, we present a framework proposing the use of the Deep Q-learning algorithm to optimize the design of…

Machine Learning · Computer Science 2024-01-01 Ramin Giahi , Cameron A. MacKenzie , Reyhaneh Bijari

This paper proposes a differentiable robust LQR layer for reinforcement learning and imitation learning under model uncertainty and stochastic dynamics. The robust LQR layer can exploit the advantages of robust optimal control and…

Robotics · Computer Science 2021-06-11 Ngo Anh Vien , Gerhard Neumann

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…

Optimization and Control · Mathematics 2021-10-05 Xiangyi Fan , Grani A. Hanasusanto

Quantum optimization is the most mature quantum computing technology to date, providing a promising approach towards efficiently solving complex combinatorial problems. Methods such as adiabatic quantum computing (AQC) have been employed in…

In this paper, we propose an improved numerical algorithm for solving minimax problems based on nonsmooth optimization, quadratic programming and iterative process. We also provide a rigorous proof of convergence for our algorithm under…

Artificial Intelligence · Computer Science 2025-07-02 Qing Xu , Xiaohua Xuan

We propose a novel method for reducing the number of variables in quadratic unconstrained binary optimization problems, using a quantum annealer (or any sampler) to fix the value of a large portion of the variables to values that have a…

Quantum Physics · Physics 2017-09-26 Hamed Karimi , Gili Rosenberg

We propose an approach to solving constrained combinatorial optimization problems based on embedding the concept of Lagrangian duality into the framework of adiabatic quantum computation. Within the setting of circuit-model fault-tolerant…

Optimization and Control · Mathematics 2024-04-30 Einar Gabbassov , Gili Rosenberg , Artur Scherer

Optimizing parameterized quantum circuits promises efficient use of near-term quantum computers to achieve the potential quantum advantage. However, there is a notorious tradeoff between the expressibility and trainability of the parameter…

Quantum Physics · Physics 2021-10-22 Xin Wang

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function…

Data Structures and Algorithms · Computer Science 2020-10-15 Alfredo Torrico , Mohit Singh , Sebastian Pokutta , Nika Haghtalab , Joseph , Naor , Nima Anari

In this note, we describe an experiment on portfolio optimization using the Quadratic Unconstrained Binary Optimization (QUBO) formulation. The dataset we use is taken from a real-world problem for which a classical solution is currently…

In this paper two formulations for the robust optimization of the size of the permanent magnet in a synchronous machine are discussed. The optimization is constrained by a partial differential equation to describe the electromagnetic…

Optimization and Control · Mathematics 2018-08-07 Zeger Bontinck , Oliver Lass , Sebastian Schöps , Stefan Ulbrich , Oliver Rain

This paper proposes risk-averse and risk-agnostic formulations to robust design in which solutions that satisfy the system requirements for a set of scenarios are pursued. These scenarios, which correspond to realizations of uncertain…

Optimization and Control · Mathematics 2025-11-07 Luis G. Crespo , Bret Stanford , Natalia Alexandrov

Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant…

Quantum Physics · Physics 2024-06-05 Zichang He , Bo Peng , Yuri Alexeev , Zheng Zhang

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

We introduce a novel hybrid quantum-classical variational optimization method for unconstrained binary combinatorial optimization problems on gate-model quantum computers, integrating a custom variational ansatz, staged feedback-based dual…