Related papers: Solving Quadratic Programs to High Precision using…
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…
We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…
Particle swarm optimization is used in several combinatorial optimization problems. In this work, particle swarms are used to solve quadratic programming problems with quadratic constraints. The approach of particle swarms is an example for…
Quantum optimization holds promise for addressing classically intractable combinatorial problems, yet a standardized framework for benchmarking its performance, particularly in terms of solution quality, computational speed, and scalability…
We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…
We present a mixed-precision benchmark called HPL-MxP that uses both a lower-precision LU factorization with a non-stationary iterative refinement based on GMRES. We evaluate the numerical stability of one of the methods of generating the…
An enhanced framework of quantum approximate optimization algorithm (QAOA) is introduced and the parameter setting strategies are analyzed. The enhanced QAOA is as effective as the QAOA but exhibits greater computing power and flexibility,…
Quadratically constrained quadratic programming (QCQP) has long been recognized as a computationally challenging problem, particularly in large-scale or high-dimensional settings where solving it directly becomes intractable. The complexity…
In this paper, we consider solving nonconvex quadratic programming problems using modern solvers such as Gurobi and SCIP. It is well-known that the classical techniques of quadratic convex reformulation can improve the computational…
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…
Graph analytics techniques based on spectral methods process extremely large sparse matrices with millions or even billions of non-zero values. Behind these algorithms lies the Top-K sparse eigenproblem, the computation of the largest…
In this paper,we propose a Multi-Objective Sequential Quadratic Programming (MOSQP) algorithm for constrained multi-objective optimization problems,basd on a low-order smooth penalty function as the merit function for line search. The…
Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…
Recent works on quantum algorithms for solving semidefinite optimization (SDO) problems have leveraged a quantum-mechanical interpretation of positive semidefinite matrices to develop methods that obtain quantum speedups with respect to the…
We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight…
Quadratic programming (QP) underpins real-time robotics by enabling efficient, constrained optimization in state estimation, motion planning, and control. In legged locomotion and manipulation, essential modules like inverse dynamics, Model…
We introduce a new iterative rounding technique to round a point in a matroid polytope subject to further matroid constraints. This technique returns an independent set in one matroid with limited violations of the other ones. On top of the…
Sum-of-squares (SOS) optimization provides a computationally tractable framework for certifying polynomial nonnegativity. If the considered problem is convex, the SOS problem can be transcribed into and solved by semi-definite programs.…
Performing experiments on small-scale quantum computers is certainly a challenging endeavor. Many parameters need to be optimized to achieve high-fidelity operations. This can be done efficiently for operations acting on single qubits as…
The Quantum Approximate Optimisation Algorithm is a $p$ layer, time-variable split operator method executed on a quantum processor and driven to convergence by classical outer loop optimisation. The classical co-processor varies individual…