Related papers: Continuous iterative algorithms for anti-Cheeger c…
This paper proposes an arc-search interior-point algorithm for the nonlinear constrained optimization problem. The proposed algorithm uses the second-order derivatives to construct a search arc that approaches the optimizer. Because the arc…
We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…
In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search, since they compute a next iterate on a…
This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…
This paper gives a straightforward implementation of simulated annealing for solving maximum cut problems and compares its performance to that of some existing heuristic solvers. The formulation used is classical, dating to a 1989 paper of…
Quantum Approximate Optimization Algorithm (QAOA) is a promising hybrid quantum-classical algorithm for solving combinatorial optimization problems. However, it cannot overcome qubit limitation for large-scale problems. Furthermore, the…
Iterative image reconstruction (IIR) algorithms in Computed Tomography (CT) are based on algorithms for solving a particular optimization problem. Design of the IIR algorithm, therefore, is aided by knowledge of the solution to the…
Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…
By introducing a quadratic perturbation to the canonical dual of the maxcut problem, we transform the integer programming problem into a concave maximization problem over a convex positive domain under some circumstances, which can be…
We propose a successive generation of cutting inequalities for binary quadratic optimization problems. Multiple cutting inequalities are successively generated for the convex hull of the set of the optimal solutions $\subset \{0, 1\}^n$,…
Spectral partitioning is a simple, nearly-linear time, algorithm to find sparse cuts, and the Cheeger inequalities provide a worst-case guarantee for the quality of the approximation found by the algorithm. Local graph partitioning…
Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…
This paper studies the effective convergence of iterative methods for solving convex minimization problems using block Gauss--Seidel algorithms. It investigates whether it is always possible to algorithmically terminate the iteration in…
Two-stage stochastic mixed-integer linear programs with mixed-integer recourse arise in many practical applications but are computationally challenging due to their large size and the presence of integer decisions in both stages. The…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
Variational quantum algorithms, such as the Recursive Quantum Approximate Optimization Algorithm (RQAOA), have become increasingly popular, offering promising avenues for employing Noisy Intermediate-Scale Quantum devices to address…
Optimization over the set of matrices $X$ that satisfy $X^\top B X = I_p$, referred to as the generalized Stiefel manifold, appears in many applications involving sampled covariance matrices such as the canonical correlation analysis (CCA),…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data…
We propose a novel exact algorithm for the transportation problem, one of the paradigmatic network optimization problems. The algorithm, denoted Iterated Inside Out, requires in input a basic feasible solution and is composed by two main…