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A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…

Quantum Physics · Physics 2023-02-14 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Tamás Terlaky

We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…

Optimization and Control · Mathematics 2026-05-21 Vincent Guigues , Adriana Washington

Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…

Computer Vision and Pattern Recognition · Computer Science 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

We propose a novel optimization scheme designed to find optimally correctable subspace codes for a known quantum noise channel. To each candidate subspace code we first associate a universal recovery map, as if the code was perfectly…

Quantum Physics · Physics 2024-10-29 Miguel Casanova , Kentaro Ohki , Francesco Ticozzi

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

Quantum error correction (QEC) is an essential element of physical quantum information processing systems. Most QEC efforts focus on extending classical error correction schemes to the quantum regime. The input to a noisy system is embedded…

Quantum Physics · Physics 2009-11-13 Andrew S. Fletcher , Peter W. Shor , Moe Z. Win

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…

Optimization and Control · Mathematics 2014-03-24 Hongbo Dong

We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…

Optimization and Control · Mathematics 2014-08-14 Sanjay Mehrotra , David Papp

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

The unconstrained binary quadratic programming (UBQP) problem is a class of problems of significant importance in many practical applications, such as in combinatorial optimization, circuit design, and other fields. The positive…

Optimization and Control · Mathematics 2024-08-12 Xinyue Huo , Ran Gu

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…

Optimization and Control · Mathematics 2018-12-20 Mario Souto , Joaquim D. Garcia , Alvaro Veiga

We give a quantum speedup for solving the canonical semidefinite programming relaxation for binary quadratic optimization. This class of relaxations for combinatorial optimization has so far eluded quantum speedups. Our methods combine…

Data Structures and Algorithms · Computer Science 2022-01-26 Fernando G. S L. Brandão , Richard Kueng , Daniel Stilck França

In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…

Optimization and Control · Mathematics 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

In this work, we propose a new local optimization method to solve a class of nonconvex semidefinite programming (SDP) problems. The basic idea is to approximate the feasible set of the nonconvex SDP problem by inner positive semidefinite…

Optimization and Control · Mathematics 2012-02-27 Quoc Tran Dinh , Wim Michiels , Moritz Diehl

This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a…

Optimization and Control · Mathematics 2015-03-19 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

Optimization and Control · Mathematics 2023-10-17 J. Wang , I. Aravena , C. G. Petra

Recent technological developments have focused the interest of the quantum computing community on investigating how near-term devices could outperform classical computers for practical applications. A central question that remains open is…

Quantum Physics · Physics 2021-11-24 Daniel Stilck Franca , Raul Garcia-Patron