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This study systematically benchmarks several non-fault-tolerant quantum computing algorithms across four distinct optimization problems: max-cut, number partitioning, knapsack, and quantum spin glass. Our benchmark includes noisy…

Quantum Physics · Physics 2024-10-31 Santaro Kikuura , Ryoya Igata , Yuta Shingu , Shohei Watabe

We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to…

Optimization and Control · Mathematics 2017-05-18 Jaehyun Park , Stephen Boyd

We introduce a fast and scalable method for solving quadratic programs with conditional value-at-risk (CVaR) constraints. While these problems can be formulated as standard quadratic programs, the number of variables and constraints grows…

Optimization and Control · Mathematics 2026-04-14 Eric Luxenberg , David Pérez-Piñeiro , Steven Diamond , Stephen Boyd

We introduce BayeSQP, a novel algorithm for general black-box optimization that merges the structure of sequential quadratic programming with concepts from Bayesian optimization. BayeSQP employs second-order Gaussian process surrogates for…

Machine Learning · Computer Science 2026-02-04 Paul Brunzema , Sebastian Trimpe

We propose a new method for solving binary optimization problems under inequality constraints using a quantum annealer. To deal with inequality constraints, we often use slack variables, as in previous approaches. When we use slack…

Quantum Physics · Physics 2020-12-14 Kouki Yonaga , Masamichi J. Miyama , Masayuki Ohzeki

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

Analytical and practical evidence indicates the advantage of quantum computing solutions over classical alternatives. Quantum-based heuristics relying on the variational quantum eigensolver (VQE) and the quantum approximate optimization…

Quantum Physics · Physics 2023-01-05 Sarthak Gupta , Vassilis Kekatos

Quantum computing is among the most promising emerging techniques to solve problems that are computationally intractable on classical hardware. A large body of existing works focus on using variational quantum algorithms on the gate level…

We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…

Optimization and Control · Mathematics 2025-02-19 Sen Na , Michael W. Mahoney

This paper begins with a class of convex quadratic programs (QPs) with bounded variables solvable by the parametric principal pivoting algorithm with $\mathcal{O}(n^3)$ strongly polynomial complexity, where $n$ is the number of variables of…

Optimization and Control · Mathematics 2022-09-28 Jong-Shi Pang , Shaoning Han

In this paper we discuss analogue computers based on quantum optical systems accelerating dynamic programming for some computational problems. These computers, at least in principle, can be realized by actually existing devices. We estimate…

Quantum Physics · Physics 2010-11-24 D. Grigoriev , A. Kazakov , S. Vakulenko

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

We propose a new methodology, called numerical canonical quantization, to solve quantum Maxwell's equations useful for mathematical modeling of quantum optics physics, and numerical experiments on arbitrary passive and lossless…

Quantum Physics · Physics 2020-08-26 Dong-Yeop Na , Jie Zhu , Fernando L. Teixeira , Weng C. Chew

We consider the quantum processor based on a chain of trapped ions to propose an architecture wherein the motional degrees of freedom of trapped ions (position and momentum) could be exploited as the computational Hilbert space. We adopt a…

Modern quantum optical systems such as photonic quantum computers and quantum imaging devices require great precision in their designs and implementations in the hope to realistically exploit entanglement and reach a real quantum advantage.…

Quantum Physics · Physics 2024-06-05 Nicolas Allegra

We present experimental and theoretical results on a method that applies a numerical solver iteratively to solve several non-negative quadratic programming problems in geometric optimization. The method gains efficiency by exploiting the…

Computational Geometry · Computer Science 2023-11-21 Siu-Wing Cheng , Man Ting Wong

We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…

Optimization and Control · Mathematics 2020-05-07 Amélie Lambert

While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…

Information Theory · Computer Science 2020-07-03 Bho Matthiesen , Christoph Hellings , Eduard A. Jorswieck , Wolfgang Utschick

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin