Related papers: Worst-Case Complexity of an SQP Method for Nonline…
Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex…
A popular approach to minimize a finite-sum of convex functions is stochastic gradient descent (SGD) and its variants. Fundamental research questions associated with SGD include: (i) To find a lower bound on the number of times that the…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…
Benchmark instances for the unbounded knapsack problem are typically generated according to specific criteria within a given constant range $R$, and these instances can be referred to as the unbounded knapsack problem with bounded…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…
We consider a step search method for continuous optimization under a stochastic setting where the function values and gradients are available only through inexact probabilistic zeroth- and first-order oracles. Unlike the stochastic gradient…
Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic…
Constraint satisfaction problems (CSPs) consist of a set of variables taking values from some finite domain and a set of local constraints on these variables. The objective is to find an assignment to the variables that maximizes the…
We study a class of constrained nonconvex-nonconcave minimax optimization problems in which the inner maximization involves potentially complex constraints. Under the assumption that the inner problem of a novel lifted minimax reformulation…
We consider the hardness of approximation of optimization problems from the point of view of definability. For many NP-hard optimization problems it is known that, unless P = NP, no polynomial-time algorithm can give an approximate solution…
Aaronson, Bouland, Fitzsimons and Lee introduced the complexity class PDQP (which was original labeled naCQP), an alteration of BQP enhanced with the ability to obtain non-collapsing measurements, samples of quantum states without…
In recent years, parameterized quantum circuits have become a major tool to design quantum algorithms for optimization problems. The challenge in fully taking advantage of a given family of parameterized circuits lies in finding a good set…
Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…
This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…
The combining of a General-Purpose Particle Swarm Optimizer (GP-PSO) with Sequential Quadratic Programming (SQP) algorithm for constrained optimization problems has been shown to be highly beneficial to the refinement, and in some cases,…
Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…
We consider three known bounds for the quadratic assignment problem (QAP): an eigenvalue, a convex quadratic programming (CQP), and a semidefinite programming (SDP) bound. Since the last two bounds were not compared directly before, we…
We establish essentially optimal bounds on the complexity of initial-value problems in the randomized and quantum settings. For this purpose we define a sequence of new algorithms whose error/cost properties improve from step to step. These…
The worst-case robust adaptive beamforming problem for general-rank signal model is considered. Its formulation is to maximize the worst-case signal-to-interference-plus-noise ratio (SINR), incorporating a positive semidefinite constraint…