Related papers: An algorithm for optimization with disjoint linear…
This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…
We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…
The Quantum Approximate Optimization Algorithm (QAOA) has emerged as a promising variational quantum algorithm for addressing NP hard combinatorial optimization problems. However, a significant limitation lies in optimizing its classical…
The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Several combinatorial optimization problems can be solved with NISQ devices once that a corresponding quadratic unconstrained binary optimization (QUBO) form is derived. The aim of this work is to drastically reduce the variables needed for…
Abstraction layers are of paramount importance in software architecture, as they shield the higher-level formulation of payload computations from lower-level details. Since quantum computing (QC) introduces many such details that are often…
A range of quantum algorithms, especially those leveraging variational parameterization and circuit-based optimization, are being studied as alternatives for solving classically intractable combinatorial optimization problems (COPs).…
We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…
Quadratic Unconstrained Binary Optimization (QUBO) is a general-purpose modeling framework for combinatorial optimization problems and is a requirement for quantum annealers. This paper utilizes the eigenvalue decomposition of the…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…
We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…
Scientists conduct large-scale simulations to compute derived quantities-of-interest (QoI) from primary data. Often, QoI are linked to specific features, regions, or time intervals, such that data can be adaptively reduced without…
We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…
The compatibility constant plays an important role in evaluating the prediction error of the lasso in high-dimensional settings. However, the computation of the compatibility constant is generally difficult because it is a complicated…
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life…
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…