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This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…

Optimization and Control · Mathematics 2025-05-08 Liam MacDonald , Rua Murray , Rachael Tappenden

In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by…

Optimization and Control · Mathematics 2017-03-24 Dávid Papp

We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…

Optimization and Control · Mathematics 2022-01-14 Christian Kirches , Jeffrey Larson , Sven Leyffer , Paul Manns

We study the properties of the constructive linear programing problems. The parameters of linear functions in such problems are constructive real numbers. To solve such a problem is to find the optimal plan with the constructive real number…

Optimization and Control · Mathematics 2024-04-24 Viktor Chernov , Vladimir Chernov

This article presents a discussion of optimization problems where the objective function f(x) has parameters that are constrained by some scaling, so that q(x) = constant, where this function q() involves a sum of the parameters, their…

Optimization and Control · Mathematics 2025-01-07 John C. Nash , Ravi Varadhan

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

A quantum-mechanical system comes naturally equipped with a convex space: each (Hermitian) operator has a (real) expectation value, and the expectation value of the square any Hermitian operator must be non-negative. This space is of…

High Energy Physics - Lattice · Physics 2025-02-05 Scott Lawrence

Semidefinite programs are convex optimisation problems involving a linear objective function and a domain of positive semidefinite matrices. Over the last two decades, they have become an indispensable tool in quantum information science.…

Quantum Physics · Physics 2024-12-17 Armin Tavakoli , Alejandro Pozas-Kerstjens , Peter Brown , Mateus Araújo

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

Let a polyhedral convex set be given by a finite number of linear inequalities and consider the problem to project this set onto a subspace. This problem, called polyhedral projection problem, is shown to be equivalent to multiple objective…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne , Benjamin Weißing

Computational methods are proposed for solving a convex quadratic program (QP). Active-set methods are defined for a particular primal and dual formulation of a QP with general equality constraints and simple lower bounds on the variables.…

Optimization and Control · Mathematics 2018-09-28 Anders Forsgren , Philip E. Gill , Elizabeth Wong

The convex feasibility problem (CFP) is to find a feasible point in the intersection of finitely many convex and closed sets. If the intersection is empty then the CFP is inconsistent and a feasible point does not exist. However,…

Optimization and Control · Mathematics 2018-04-27 Yair Censor , Maroun Zaknoon

Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…

Optimization and Control · Mathematics 2019-01-08 Hong-Kun Xu , Vera Roshchina

This paper presents a general coding method where data in a Hilbert space are represented by finite dimensional coding vectors. The method is based on empirical risk minimization within a certain class of linear operators, which map the set…

Machine Learning · Statistics 2011-09-05 Andreas Maurer Massimiliano Pontil

A complex Hilbert space of dimension six supports at least three but not more than seven mutually unbiased bases. Two computer-aided analytical methods to tighten these bounds are reviewed, based on a discretization of parameter space and…

Quantum Physics · Physics 2011-02-10 Stephen Brierley , Stefan Weigert

A classic result by Cook, Gerards, Schrijver, and Tardos provides an upper bound of $n \Delta$ on the proximity of optimal solutions of an Integer Linear Programming problem and its standard linear relaxation. In this bound, $n$ is the…

Optimization and Control · Mathematics 2021-04-16 Alberto Del Pia , Mingchen Ma

Due to their flexibility, frames of Hilbert spaces are attractive alternatives to bases in approximation schemes for problems where identifying a basis is not straightforward or even feasible. Computing a best approximation using frames,…

Numerical Analysis · Mathematics 2020-07-08 Ben Adcock , Mohsen Seifi

The broad applicability of Quadratic Unconstrained Binary Optimization (QUBO) constitutes a general-purpose modeling framework for combinatorial optimization problems and are a required format for gate array and quantum annealing computers.…

Artificial Intelligence · Computer Science 2021-04-06 Amit Verma , Mark Lewis

Projection methods are popular algorithms for iteratively solving feasibility problems in Euclidean or even Hilbert spaces. They employ (selections of) nearest point mappings to generate sequences that are designed to approximate a point in…

Optimization and Control · Mathematics 2019-01-25 Heinz H. Bauschke , Sylvain Gretchko , Walaa M. Moursi

Determining the physical Hilbert space is often considered the most difficult but crucial part of completing the quantization of a constrained system. In such a situation it can be more economical to use effective constraint methods, which…

Mathematical Physics · Physics 2009-12-04 Martin Bojowald , Artur Tsobanjan