Related papers: Compact Linearization for Binary Quadratic Problem…
In this work a linearly constrained minimization of a positive semidefinite quadratic functional is examined. Our results are concerning infinite dimensional real Hilbert spaces, with a singular positive operator related to the functional,…
Binary tomography is concerned with the recovery of binary images from a few of their projections (i.e., sums of the pixel values along various directions). To reconstruct an image from noisy projection data, one can pose it as a…
We study linear equations in combinatorial Laplacians of $k$-dimensional simplicial complexes ($k$-complexes), a natural generalization of graph Laplacians. Combinatorial Laplacians play a crucial role in homology and are a central tool in…
MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation.…
Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…
We present a method for solving the general mixed constrained convex quadratic programming problem using an active set method on the dual problem. The approach is similar to existing active set methods, but we present a new way of solving…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
The concept of representing a polytope that is associated with some combinatorial optimization problem as a linear projection of a higher-dimensional polyhedron has recently received increasing attention. In this paper (written for the…
Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability…
Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…
A novel approach is introduced to a very widely occurring problem, providing a complete, explicit resolution of it: minimisation of a convex quadratic under a general quadratic, equality or inequality, constraint. Completeness comes via…
Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of…
Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not…
The literature on pessimistic linear bilevel optimization with coupling constraints is rather scarce and it has been common sense that these problems are harder to tackle than pessimistic bilevel problems without coupling constraints. In…
Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend…
We survey recent progress on efficient algorithms for approximately diagonalizing a square complex matrix in the models of rational (variable precision) and finite (floating point) arithmetic. This question has been studied across several…
We introduce parity quantum optimization with the aim of solving optimization problems consisting of arbitrary $k$-body interactions and side conditions using planar quantum chip architectures. The method introduces a decomposition of the…