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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…

Optimization and Control · Mathematics 2024-12-02 Lahcen El Bourkhissi , Ion Necoara

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

Optimization and Control · Mathematics 2026-04-09 Alberto De Marchi

Constraint satisfaction or optimisation models -- even if they are formulated in high-level modelling languages -- need to be reduced into an equivalent format before they can be solved by the use of Quantum Computing. In this paper we show…

Mathematical Software · Computer Science 2024-04-22 Armin Wolf

This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated,…

Optimization and Control · Mathematics 2023-09-19 Hoa T. Bui , Sandy Spiers , Ryan Loxton

We study convex optimization problems where disjoint blocks of variables are controlled by binary indicator variables that are also subject to conditions, e.g., cardinality. Several classes of important examples can be formulated in such a…

Optimization and Control · Mathematics 2024-11-19 Daniel Bienstock , Tongtong Chen

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…

Optimization and Control · Mathematics 2021-12-07 Roman Pogodin , Mikhail Krechetov , Yury Maximov

This paper proposes a quasi-binary encoding based algorithm for solving a specific quadratic optimization models with discrete variables, in the quantum approximate optimization algorithm (QAOA) framework. The quadratic optimization model…

Quantum Physics · Physics 2024-01-25 Bingren Chen , Hanqing Wu , Haomu Yuan , Lei Wu , Xin Li

We propose a novel method for reducing the number of variables in quadratic unconstrained binary optimization problems, using a quantum annealer (or any sampler) to fix the value of a large portion of the variables to values that have a…

Quantum Physics · Physics 2017-09-26 Hamed Karimi , Gili Rosenberg

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev

This paper studies convex quadratic minimization problems in which each continuous variable is coupled with a binary indicator variable. We focus on the structured setting where the Hessian matrix of the quadratic term is positive definite…

Optimization and Control · Mathematics 2026-03-03 Aaresh Bhathena , Salar Fattahi , Andrés Gómez , Simge Küçükyavuz

The broad applicability of Quadratic Unconstrained Binary Optimization (QUBO) constitutes a general-purpose modeling framework for combinatorial optimization problems and are a required format for gate array and quantum annealing computers.…

Artificial Intelligence · Computer Science 2021-04-06 Amit Verma , Mark Lewis

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

The standard approach to encoding constraints in quantum optimization is the quadratic penalty method. Quadratic penalties introduce additional couplings and energy scales, which can be detrimental to the performance of a quantum optimizer.…

Quantum Physics · Physics 2024-12-17 Puya Mirkarimi , David C. Hoyle , Ross Williams , Nicholas Chancellor

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

Advances in artificial intelligence (AI) and deep learning have raised concerns about its increasing energy consumption, while demand for deploying AI in mobile devices and machines at the edge is growing. Binary neural networks (BNNs) have…

Optimization and Control · Mathematics 2026-01-05 Jonas Christoffer Villumsen , Yusuke Sugita

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

Optimization and Control · Mathematics 2024-10-08 Albert S. Berahas , Miaolan Xie , Baoyu Zhou

Combinatorial optimization problems are one of the target applications of current quantum technology, mainly because of their industrial relevance, the difficulty of solving large instances of them classically, and their equivalence to…

Quantum Physics · Physics 2024-06-10 J. A. Montanez-Barrera , Pim van den Heuvel , Dennis Willsch , Kristel Michielsen