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We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…
Quantum signal processing (QSP) provides a systematic framework for implementing a polynomial transformation of a linear operator, and unifies nearly all known quantum algorithms. In parallel, recent works have developed randomized…
A worst-case complexity bound is proved for a sequential quadratic optimization (commonly known as SQP) algorithm that has been designed for solving optimization problems involving a stochastic objective function and deterministic nonlinear…
In this study we introduce a new method to solve the Dynamics Facility Layout Problems (DFLPs). To represent each layout, we use the slicing tree method integrated with our proposed heuristic to obtain promising initial solutions. Then, we…
Computational guidance is an emerging and accelerating trend in aerospace guidance and control. Combining machine learning and convex optimization, this paper presents a real-time computational guidance method for the 6-degrees-of-freedom…
This paper provides an overview, analysis, and comparison of second-order dynamic optimization algorithms, i.e., constrained Differential Dynamic Programming (DDP) and Sequential Quadratic Programming (SQP). Although a variety of these…
Numerous interesting properties in nonlinear systems analysis can be written as polynomial optimization problems with nonconvex sum-of-squares problems. To solve those problems efficiently, we propose a sequential approach of local…
We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…
Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…
Among many approaches to increase the computational efficiency of semidefinite programming (SDP) relaxation for quadratic constrained quadratic programming problems (QCQPs), exploiting the aggregate sparsity of the data matrices in the SDP…
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…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
The aim of this paper is to compare the performance of a local solution technique -- namely Sequential Linear Programming (SLP) employing random starting points -- with state-of-the-art global solvers such as Baron and more sophisticated…
Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…
Bilevel optimization involves a hierarchical structure where one problem is nested within another, leading to complex interdependencies between levels. We propose a single-loop, tuning-free algorithm that guarantees anytime feasibility,…
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…
This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…
Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…
We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems arising from partial differential equations, but we have…