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A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…

Optimization and Control · Mathematics 2023-03-17 Albert S. Berahas , Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

Solving a large-scale system of linear equations is a key step at the heart of many algorithms in machine learning, scientific computing, and beyond. When the problem dimension is large, computational and/or memory constraints make it…

Machine Learning · Computer Science 2017-12-12 Navid Azizan-Ruhi , Farshad Lahouti , Salman Avestimehr , Babak Hassibi

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

The scalability of quantum computing is currently limited by physical, technological, and architectural constraints that hinder the integration of a large number of qubits within a single quantum processor. Distributed quantum computing…

Quantum Physics · Physics 2026-05-12 F. Javier Cardama , Jorge Vázquez-Pérez , Tomás F. Pena , Andrés Gómez

We introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many well-studied problems like online…

Machine Learning · Computer Science 2014-10-29 Shipra Agrawal , Nikhil R. Devanur

With the advantages of high-speed parallel processing, quantum computers can efficiently solve large-scale complex optimization problems in future networks. However, due to the uncertain qubit fidelity and quantum channel noise, distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-07 Napat Ngoenriang , Minrui Xu , Jiawen Kang , Dusit Niyato , Han Yu , Xuemin , Shen

We introduce a fast and scalable method for solving quadratic programs with conditional value-at-risk (CVaR) constraints. While these problems can be formulated as standard quadratic programs, the number of variables and constraints grows…

Optimization and Control · Mathematics 2026-04-14 Eric Luxenberg , David Pérez-Piñeiro , Steven Diamond , Stephen Boyd

We investigate the possibility of solving continuous non-convex optimization problems using a network of interacting quantum optical oscillators. We propose a native encoding of continuous variables in analog signals associated with the…

Quantum Physics · Physics 2023-03-10 Farhad Khosravi , Ugur Yildiz , Artur Scherer , Pooya Ronagh

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

Although the field of distributed optimization is well-developed, relevant literature focused on the application of distributed optimization to multi-robot problems is limited. This survey constitutes the second part of a two-part series on…

Robotics · Computer Science 2024-12-02 Ola Shorinwa , Trevor Halsted , Javier Yu , Mac Schwager

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

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 machine learning is emerging as a promising application of quantum computing due to its distinct way of encoding and processing data. It is believed that large-scale quantum machine learning demonstrates substantial advantages over…

Quantum Physics · Physics 2025-01-15 Kiwmann Hwang , Hyang-Tag Lim , Yong-Su Kim , Daniel K. Park , Yosep Kim

This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…

Optimization and Control · Mathematics 2025-11-18 Asimina Marousi , Vassilis M. Charitopoulos

We develop a decomposition algorithm for distributionally-robust two-stage stochastic mixed-integer convex cone programs, and its important special case of distributionally-robust two-stage stochastic mixed-integer second order cone…

Optimization and Control · Mathematics 2019-11-21 Fengqiao Luo , Sanjay Mehrotra

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

Optimization and Control · Mathematics 2015-08-06 Shu Wang , Yong Xia

Distributed quantum information processing seeks to overcome the scalability limitations of monolithic quantum devices by interconnecting multiple quantum processing nodes via classical and quantum communication. This approach extends the…

Quantum Physics · Physics 2025-10-20 Johannes Knörzer , Xiaoyu Liu , Benjamin F. Schiffer , Jordi Tura

This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…

Systems and Control · Electrical Eng. & Systems 2019-11-26 Kooktae Lee

In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP can be represented as dc programming problem. Then we…

Optimization and Control · Mathematics 2019-02-14 Yi-Shuai Niu , Joaquim Judice , Hoai An Le thi , Dinh Tao Pham

This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…

Optimization and Control · Mathematics 2019-11-20 Alexander Murray , Timm Faulwasser , Veit Hagenmeyer , Mario E. Villanueva , Boris Houska