Related papers: A Faster Quantum Algorithm for Semidefinite Progra…
This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…
We study and extend the semidefinite programming (SDP) hierarchies introduced in [Phys. Rev. Lett. 115, 020501] for the characterization of the statistical correlations arising from finite dimensional quantum systems. First, we introduce…
We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorithms and they match the current best iteration complexity…
A moment body is a linear projection of the spectraplex, the convex set of trace-one positive semidefinite matrices. Determining whether a given point lies within a given moment body is a problem with numerous applications in quantum state…
Quantum state discrimination is a fundamental primitive in quantum information processing, underpinning tasks in quantum communication, sensing, and learning. We consider the general Bayes framework, as introduced by Helstrom, for state…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…
Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…
The central object of this PhD thesis is known under different names in the fields of computer science and statistical mechanics. In computer science, it is called the Maximum Cut problem, one of the famous twenty-one Karp's original…
Understanding and approximating extremal energy states of local Hamiltonians is a central problem in quantum physics and complexity theory. Recent work has focused on developing approximation algorithms for local Hamiltonians, and in…
In this paper, we propose an exact general algorithm for solving non-convex optimization problems, where the non-convexity arises due to the presence of an inverse S-shaped function. The proposed method involves iteratively approximating…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
Following the first paper on quantum algorithms for SDP-solving by Brand\~ao and Svore in 2016, rapid developments has been made on quantum optimization algorithms. Recently Brand\~ao et al. improved the quantum SDP-solver in the so-called…
Semidefinite programming is an important optimization task, often used in time-sensitive applications. Though they are solvable in polynomial time, in practice they can be too slow to be used in online, i.e. real-time applications. Here we…
We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…
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…
This paper presents a Successive Convexification ($ \texttt{SCvx} $) algorithm to solve a class of non-convex optimal control problems with certain types of state constraints. Sources of non-convexity may include nonlinear dynamics and…
In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…
Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…