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The use of quantum computing to accelerate complex optimization problems is a burgeoning research field. This paper applies Quantum Linear System Algorithms (QLSAs) to Newton systems within Interior Point Methods (IPMs) to take advantage of…
Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…
We study a class of generalized linear programs (GLP) in a large-scale setting, which includes simple, possibly nonsmooth convex regularizer and simple convex set constraints. By reformulating (GLP) as an equivalent convex-concave min-max…
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer…
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…
Integer programming (IP) has proven to be highly effective in solving many path-based optimization problems in robotics. However, the applications of IP are generally done in an ad-hoc, problem specific manner. In this work, after examined…
We present a heuristic algorithm designed to solve Quadratic Unconstrained Binary Optimization (QUBO) problems efficiently. The algorithm, referred to as IC-D2S, leverages a hybrid approach using Ising and classical machines to address very…
We propose two coded schemes for the distributed computing problem of multiplying a matrix by a set of vectors. The first scheme is based on partitioning the matrix into submatrices and applying maximum distance separable (MDS) codes to…
Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…
We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are…
Traditional lock-free parallel algorithms for combinatorial optimization problems, such as shortest paths, stable matching, and job scheduling require programmers to write problem-specific routines and synchronization code. We propose a…
We introduce an iterative scheme for discrete convex minimization problems of $p$-Laplace type such as variational graph $p$-Laplace problems and $\ell^p$ regression. In each iteration, the scheme solves only a weighted least-squares…
This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…
Assigning jobs onto identical machines with the objective to minimize the maximal load is one of the most basic problems in combinatorial optimization. Motivated by product planing and data placement, we study a natural extension called…
We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
Ising machines are next-generation computers expected to efficiently sample near-optimal solutions of combinatorial optimization problems. Combinatorial optimization problems are modeled as quadratic unconstrained binary optimization (QUBO)…
We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian…
We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…
We present an algorithm for a class of $n$-fold ILPs: whose existing algorithms in literature typically (1) are based on the \textit{augmentation framework} where one starts with an arbitrary solution and then iteratively moves towards an…