Related papers: On the Effectiveness of Sequential Linear Programm…
In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…
Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…
Large Neighborhood Search (LNS) is a popular heuristic algorithm for solving combinatorial optimization problems (COP). It starts with an initial solution to the problem and iteratively improves it by searching a large neighborhood around…
Linear Programming (LP) is widely applied in industry and is a key component of various other mathematical problem-solving techniques. Recent work introduced an LP compiler translating polynomial-time, polynomial-space algorithms into…
Previous works suggested the use of Branch and Bound techniques for finding the optimal allocation in (multi-unit) combinatorial auctions. They remarked that Linear Programming could provide a good upper-bound to the optimal allocation, but…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each…
Sequential quadratic programming (SQP) methods have been remarkably successful in solving a broad range of nonlinear optimization problems. These methods iteratively construct and solve quadratic programming (QP) subproblems to compute…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…
Pooling methods are necessities for modern neural networks for increasing receptive fields and lowering down computational costs. However, commonly used hand-crafted pooling approaches, e.g., max pooling and average pooling, may not well…
Partition functions arise in a variety of settings, including conditional random fields, logistic regression, and latent gaussian models. In this paper, we consider semistochastic quadratic bound (SQB) methods for maximum likelihood…
Large Neighborhood Search (LNS) is a common heuristic in combinatorial optimization that iteratively searches over a large neighborhood of the current solution for a better one. Recently, neural network-based LNS solvers have achieved great…
Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…
We have formulated the problem of generating periodic dense paritcle packings as an optimization problem called the Adaptive Shrinking Cell (ASC) formulation [S. Torquato and Y. Jiao, Phys. Rev. E {\bf 80}, 041104 (2009)]. Because the…
Solving real-time quadratic programming (QP) is a ubiquitous task in control engineering, such as in model predictive control and control barrier function-based QP. In such real-time scenarios, certifying that the employed QP algorithm can…
In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…
Increasing the complexity of solving budgetary allocation (NP-hardness problem) has led a wide range of methods to minimize the costs. Metaheuristics and Linear Programming (LP) are the most optimization in this fields. Therefore, this…
We propose a new approach to utilize quantum computers for binary linear programming (BLP), which can be extended to general integer linear programs (ILP). Quantum optimization algorithms, hybrid or quantum-only, are currently general…