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We study the universality of scaling of entanglement in Shor's factoring algorithm and in adiabatic quantum algorithms across a quantum phase transition for both the NP-complete Exact Cover problem as well as the Grover's problem. The…
A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…
We show that (i) any constrained polynomial optimization problem (POP) has an equivalent formulation on a variety contained in an Euclidean sphere and (ii) the resulting semidefinite relaxations in the moment-SOS hierarchy have the constant…
The "exact subgraph" approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational…
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
We show a new way to round vector solutions of semidefinite programming (SDP) hierarchies into integral solutions, based on a connection between these hierarchies and the spectrum of the input graph. We demonstrate the utility of our method…
The problem of computing the global minimum of a trigonometric polynomial is computationally hard. We address this problem for the case, where the polynomial is invariant under the exponential action of a finite group. The strategy is to…
This paper deals with the computation of polytopic invariant sets for polynomial dynamical systems. An invariant set of a dynamical system is a subset of the state space such that if the state of the system belongs to the set at a given…
In this paper, we study the \emph{sparse integer least squares problem} (SILS), an NP-hard variant of least squares with sparse $\{0, \pm 1\}$-vectors. We propose an $\ell_1$-based SDP relaxation, and a randomized algorithm for SILS, which…
We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…
This paper studies how to compute global minimizers of the cubic-quartic regularization (CQR) problem \[ \min_{s \in \mathbb{R}^n} \quad f_0+g^Ts+\frac{1}{2}s^THs+\frac{\beta}{6} \| s \|^3+\frac{\sigma}{4} \| s \|^4, \] where $f_0$ is a…
We consider the problem of optimizing a multivariate quadratic function where each decision variable is constrained to be a complex $m$'th root of unity. Such problems have applications in signal processing, MIMO detection, and the…
We show that the recent hierarchy of semidefinite programming relaxations based on non-commutative polynomial optimization and reduced density matrix variational methods exhibits an interesting paradox when applied to the bosonic case: even…
Graphical models with High Order Potentials (HOPs) have received considerable interest in recent years. While there are a variety of approaches to inference in these models, nearly all of them amount to solving a linear program (LP)…
In this paper, we consider the quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces. By using the Legendre property of quadratic forms or the compactness of operators in the presentations of…
We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…
Functions which are equivariant or invariant under the transformations of a compact linear group $G$ acting in an euclidean space $\real^n$, can profitably be studied as functions defined in the orbit space of the group. The orbit space is…
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…
The main purpose of this paper is to close the gap between the optimal values of an infinite convex program and that of its biconjugate relaxation. It is shown that Slater and continuity-type conditions guarantee such a zero-duality gap.…
The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.…