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Quantum linear system algorithms (QLSAs) have the potential to speed up algorithms that rely on solving linear systems. Interior Point Methods (IPMs) yield a fundamental family of polynomial-time algorithms for solving optimization…
Motion planning in high-dimensional space is a challenging task. In order to perform dexterous manipulation in an unstructured environment, a robot with many degrees of freedom is usually necessary, which also complicates its motion…
In this paper, we introduce HPR-QP, a dual Halpern Peaceman-Rachford (HPR) method designed for solving large-scale convex composite quadratic programming. One distinctive feature of HPR-QP is that, instead of working with the primal…
This paper presents a new fast active-set quadratic programming (QP) solver based on inverse matrix updates, which is suitable for real-time model predictive control (MPC). This QP solver, called imuQP (inverse matrix update QP), is based…
High-Performance Computing (HPC) systems are the most powerful tools that we currently have to solve complex scientific simulations. Quantum computing (QC) has the potential to enhance HPC systems by accelerating the execution of specific…
Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use…
In this paper, we study the generalized problem that minimizes or maximizes a multi-order complex quadratic form with constant-modulus constraints on all elements of its optimization variable. Such a mathematical problem is commonly…
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…
In recent years, the quantum computing community has seen an explosion of novel methods to implement non-trivial quantum computations on near-term hardware. An important direction of research has been to decompose an arbitrary entangled…
The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…
We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with the…
Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the…
QMKPy provides a Python framework for modeling and solving the quadratic multiple knapsack problem (QMKP). It is primarily aimed at researchers who develop new solution algorithms for the QMKP. QMKPy therefore mostly functions as a testbed…
In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…
Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…
Mathematical programs with complementarity constraints (MPCCs) are a challenging class of nonlinear optimization problems, because their nonlinear programming reformulations violate standard constraint qualifications at every feasible…
Symmetry is the essential element of lifted inference that has recently demon- strated the possibility to perform very efficient inference in highly-connected, but symmetric probabilistic models models. This raises the question, whether…
When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is…
A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…
Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints -- of which QP is a special case -- and consumer…