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We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…

Optimization and Control · Mathematics 2026-04-01 Frank de Meijer , Veronica Piccialli , Renata Sotirov , Antonio M. Sudoso

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

The problem of interest is the minimization of a nonlinear function subject to nonlinear equality constraints using a sequential quadratic programming (SQP) method. The minimization must be performed while observing only noisy evaluations…

Optimization and Control · Mathematics 2021-10-12 Figen Oztoprak , Richard Byrd , Jorge Nocedal

We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…

Quantum Physics · Physics 2016-08-15 Mario Berta , Omar Fawzi , Volkher B. Scholz

In this paper, we consider the problem of minimizing a general homogeneous quadratic function, subject to three real or four complex homogeneous quadratic inequality or equality constraints. For this problem, we present a sufficient and…

Optimization and Control · Mathematics 2023-04-11 Wenbao Ai , Wei Liang , Jianhua Yuan

This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Ramtin Madani

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties…

Optimization and Control · Mathematics 2022-04-01 Jingyi Wang , Cosmin G. Petra

We present a new flux-fixup approach for arbitrarily high-order discontinuous Galerkin discretizations of the SN transport equation. This approach is sweep-compatible: as the transport sweep is performed, a local quadratic programming (QP)…

Computational Physics · Physics 2020-08-26 Ben C. Yee , Samuel S. Olivier , Terry S. Haut , Milan Holec , Vladimir Z. Tomov , Peter G. Maginot

Finding relative pose between two calibrated images is a fundamental task in computer vision. Given five point correspondences, the classical five-point methods can be used to calculate the essential matrix efficiently. For the case of $N$…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Ji Zhao

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…

Machine Learning · Computer Science 2026-05-11 Hao Chen , Chendi Qian , Christopher Morris , Andrea Lodi , Can Li

Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…

Optimization and Control · Mathematics 2018-07-17 Wei Xia , Juan Vera , Luis F. Zuluaga

In this paper, we propose a robust optimization-based heuristic algorithm for the chance-constrained binary knapsack problem (CKP). We assume that the weights of items are independent normally distributed. By utilizing the properties of the…

Optimization and Control · Mathematics 2018-11-06 Seulgi Joung , Kyungsik Lee

We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…

Optimization and Control · Mathematics 2026-05-21 Vincent Guigues , Adriana Washington

We consider a general class of binary packing problems with a convex quadratic knapsack constraint. We prove that these problems are APX-hard to approximate and present constant-factor approximation algorithms based upon three different…

Optimization and Control · Mathematics 2019-12-19 Max Klimm , Marc E. Pfetsch , Rico Raber , Martin Skutella

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

The Densest $k$-Subgraph (D$k$S) is a fundamental combinatorial problem known for its theoretical hardness and breadth of applications. Recently, Lu et al. (AAAI 2025) introduced a penalty-based non-convex relaxation that achieves promising…

Social and Information Networks · Computer Science 2026-02-03 Qiheng Lu , Nicholas D. Sidiropoulos , Aritra Konar

In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or two-sided quadratic gradient growth (QGG)--novel conditions…

Optimization and Control · Mathematics 2025-10-15 Cody Melcher , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

Optimization and Control · Mathematics 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

We consider a new semidefinite programming (SDP) relaxation of the symmetric traveling salesman problem (TSP) that may be obtained via an SDP relaxation of the more general quadratic assignment problem (QAP). We show that the new relaxation…

Optimization and Control · Mathematics 2009-02-12 Etienne de Klerk , Dmitrii V. Pasechnik , Renata Sotirov