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Starting from a classic financial optimization problem, we first propose a cutting plane algorithm for this problem. Then we use spectral decomposition to tranform the problem into an equivalent D.C. programming problem, and the…
We introduce ProjectQ, an open source software effort for quantum computing. The first release features a compiler framework capable of targeting various types of hardware, a high-performance simulator with emulation capabilities, and…
This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and constraint functions. The algorithm is constructed by…
Optimization on the Stiefel manifold or with orthogonality constraints is an important problem in many signal processing and data analysis applications such as Sparse Principal Component Analysis (SPCA). Algorithms such as the Riemannian…
The combining of a General-Purpose Particle Swarm Optimizer (GP-PSO) with Sequential Quadratic Programming (SQP) algorithm for constrained optimization problems has been shown to be highly beneficial to the refinement, and in some cases,…
Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…
A massive gap exists between current quantum computing (QC) prototypes, and the size and scale required for many proposed QC algorithms. Current QC implementations are prone to noise and variability which affect their reliability, and yet…
The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…
Quantum Relative Entropy (QRE) programming is a recently popular and challenging class of convex optimization problems with significant applications in quantum computing and quantum information theory. We are interested in modern interior…
We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
We propose a data-driven framework for efficiently solving quadratic programming (QP) problems by reducing the number of variables in high-dimensional QPs using instance-specific projection. A graph neural network-based model is designed to…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
In this paper, we aim to solve high dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality and inequality constraints. In order to solve the targeted {\bf QP} problems to a desired…
Particle swarm optimization is used in several combinatorial optimization problems. In this work, particle swarms are used to solve quadratic programming problems with quadratic constraints. The approach of particle swarms is an example for…
Nonlinear model predictive control~(NMPC) generally requires the solution of a non-convex optimization problem at each sampling instant under strict timing constraints, based on a set of differential equations that can often be stiff and/or…
In this paper, we mainly study one class of convex mixed-integer nonlinear programming problems (MINLPs) with non-differentiable data. By dropping the differentiability assumption, we substitute gradients with subgradients obtained from KKT…
This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…
Due to the limited connectivity of gate model quantum devices, logical quantum circuits must be compiled to target hardware before they can be executed. Often, this process involves the insertion of SWAP gates into the logical circuit,…