Related papers: Quantum algorithms for Second-Order Cone Programmi…
We study quantum algorithms for approximating Lasserre's hierarchy values for polynomial optimization. Let $f,g_1,\ldots,g_m$ be real polynomials in $n$ variables and $f^\star$ the infimum of $f$ over the semialgebraic set $S(g)=\{x:…
Elfving's Theorem is a major result in the theory of optimal experimental design, which gives a geometrical characterization of $c-$optimality. In this paper, we extend this theorem to the case of multiresponse experiments, and we show that…
A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…
We introduce a conic embedding condition that gives a hierarchy of cones and cone programs. This condition is satisfied by a large number of convex cones including the cone of copositive matrices, the cone of completely positive matrices,…
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…
In this paper we construct quantum algorithms for matrix products over several algebraic structures called semirings, including the (max,min)-matrix product, the distance matrix product and the Boolean matrix product. In particular, we…
We propose two quantum algorithms for a problem in bioinformatics, position weight matrix (PWM) matching, which aims to find segments (sequence motifs) in a biological sequence such as DNA and protein that have high scores defined by the…
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…
Quantum Supremacy is a demonstration of a computation by a quantum computer that can not be performed by the best classical computer in a reasonable time. A well-studied approach to demonstrating this on near-term quantum computers is to…
Iterative Refinement (IR) is a classical computing technique for obtaining highly precise solutions to linear systems of equations, as well as linear optimization problems. In this paper, motivated by the limited precision of quantum…
We study high dimensional integration in the quantum model of computation. We develop quantum algorithms for integration of functions from Sobolev classes $W^r_p([0,1]^d)$ and analyze their convergence rates. We also prove lower bounds…
Finding an approximate second-order stationary point (SOSP) is a well-studied and fundamental problem in stochastic nonconvex optimization with many applications in machine learning. However, this problem is poorly understood in the…
The Magnus expansion has long been a celebrated subject in numerical analysis, leading to the development of many useful classical integrators. More recently, it has been discovered to be a powerful tool for designing quantum algorithms for…
This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…
We point out that Chubanov's oracle-based algorithm for linear programming [5] can be applied almost as it is to linear semi-infinite programming (LSIP). In this note, we describe the details and prove the polynomial complexity of the…
Given a set $S$ of $n$ disjoint line segments in $\mathbb{R}^{2}$, the visibility counting problem (VCP) is to preprocess $S$ such that the number of segments in $S$ visible from any query point $p$ can be computed quickly. This problem can…
Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…
Integer programming (IP), as the name suggests is an integer-variable-based approach commonly used to formulate real-world optimization problems with constraints. Currently, quantum algorithms reformulate the IP into an unconstrained form…
The Integer Programming Problem (IP) for a polytope P \subseteq R^n is to find an integer point in P or decide that P is integer free. We give an algorithm for an approximate version of this problem, which correctly decides whether P…
In this work, we propose an outer approximation algorithm for solving bounded convex vector optimization problems (CVOPs). The scalarization model solved iteratively within the algorithm is a modification of the norm-minimizing…