Related papers: Strong Partitioning and a Machine Learning Approxi…
This paper is concerned with a class of zero-norm regularized piecewise linear-quadratic (PLQ) composite minimization problems, which covers the zero-norm regularized $\ell_1$-loss minimization problem as a special case. For this class of…
We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…
The thesis deals with Quantum Algorithms for solving Hard Constrained Optimization Problems. It shows how quantum computers can solve difficult everyday problems such as finding the best schedule for social workers or the path of a robot…
We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…
Orthogonality constraints are ubiquitous in robust and probabilistic machine learning. Unfortunately, current optimizers are computationally expensive and do not scale to problems with hundreds or thousands of constraints. One notable…
In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of…
The quantum circuit layout (QCL) problem is to map a quantum circuit such that the constraints of the device are satisfied. We introduce a quantum circuit mapping heuristic, QXX, and its machine learning version, QXX-MLP. The latter infers…
This material provides thorough tutorials on some optimization techniques frequently used in various engineering disciplines, including convex optimization, linearization techniques and mixed-integer linear programming, robust optimization,…
We present a globally convergent SQP-type method with the least constraint violation for nonlinear semidefinite programming. The proposed algorithm employs a two-phase strategy coupled with a line search technique. In the first phase, a…
Quantum machine learning (QML) is emerging as an application of quantum computing with the potential to deliver quantum advantage, but its realisation for practical applications remains impeded by challenges. Amongst those, a key barrier is…
Quadratically Constrained Quadratic Programs (QCQPs) are an important class of optimization problems with diverse real-world applications. In this work, we propose a variational quantum algorithm for general QCQPs. By encoding the variables…
The Partitioning Min-Max Weighted Matching (PMMWM) problem is an NP-hard problem that combines the problem of partitioning a group of vertices of a bipartite graph into disjoint subsets with limited size and the classical Min-Max Weighted…
First-order methods have been studied for nonlinear constrained optimization within the framework of the augmented Lagrangian method (ALM) or penalty method. We propose an improved inexact ALM (iALM) and conduct a unified analysis for…
The Maximum Minimal Cut Problem (MMCP), a NP-hard combinatorial optimization (CO) problem, has not received much attention due to the demanding and challenging bi-connectivity constraint. Moreover, as a CO problem, it is also a daunting…
Practical Quantum Machine Learning (QML) is challenged by noise, limited scalability, and poor trainability in Variational Quantum Circuits (VQCs) on current hardware. We propose a multi-chip ensemble VQC framework that systematically…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…
Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelihood of mixture…
This work studies low-rank approximation of a positive semidefinite matrix from partial entries via nonconvex optimization. We characterized how well local-minimum based low-rank factorization approximates a fixed positive semidefinite…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…