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We model the cardinality-constrained portfolio problem using semidefinite matrices and investigate a relaxation using semidefinite programming. Experimental results show that this relaxation generates tight lower bounds and even achieves…

Optimization and Control · Mathematics 2024-02-08 Angelika Wiegele , Shudian Zhao

Wideband communication receivers often deal with the problems of detecting weak signals from distant sources received together with strong nearby interferers. When the techniques of random modulation are used in communication system…

Information Theory · Computer Science 2018-11-15 Dian Mo , Marco F. Duarte

Combinatorial problems are formulated to find optimal designs within a fixed set of constraints. They are commonly found across diverse engineering and scientific domains. Understanding how to best use quantum computers for combinatorial…

There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…

Quantum Physics · Physics 2025-09-16 Jakub Marecek , Albert Akhriev

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…

Quantum Physics · Physics 2023-09-13 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis F. Zuluaga

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study…

Optimization and Control · Mathematics 2023-10-03 Diego Cifuentes , Sameer Agarwal , Pablo A. Parrilo , Rekha R. Thomas

The problem of reconstructing a quantum channel from a sample of classical data is considered. When the total fidelity can be represented as a ratio of two quadratic forms (e.g., in the case of mapping a mixed state to a pure state,…

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

We consider the global optimization of nonconvex quadratic programs and mixed-integer quadratic programs. We present a family of convex quadratic relaxations which are derived by convexifying nonconvex quadratic functions through…

Optimization and Control · Mathematics 2020-10-13 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

In the last years many results in the area of semidefinite programming were obtained for invariant (finite dimensional, or infinite dimensional) semidefinite programs - SDPs which have symmetry. This was done for a variety of problems and…

Optimization and Control · Mathematics 2019-11-07 Christine Bachoc , Dion C. Gijswijt , Alexander Schrijver , Frank Vallentin

Quantum information leverages properties of quantum behaviors in order to perform useful tasks such as secure communication and randomness certification. Nevertheless, not much is known about the intricate geometric features of the set…

Quantum Physics · Physics 2019-05-15 Le Phuc Thinh , Antonios Varvitsiotis , Yu Cai

We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…

Optimization and Control · Mathematics 2018-08-21 Alp Yurtsever , Olivier Fercoq , Francesco Locatello , Volkan Cevher

In many applications, solutions of convex optimization problems are updated on-line, as functions of time. In this paper, we consider parametric semidefinite programs, which are linear optimization problems in the semidefinite cone whose…

Optimization and Control · Mathematics 2024-03-26 Antonio Bellon , Didier Henrion , Vyacheslav Kungurtsev , Jakub Marecek

In this thesis, we investigate whether quantum algorithms can be used in the field of machine learning for both long and near term quantum computers. We will first recall the fundamentals of machine learning and quantum computing and then…

Quantum Physics · Physics 2021-11-08 Jonas Landman

We present a coordinate ascent method for a class of semidefinite programming problems that arise in non-convex quadratic integer optimization. These semidefinite programs are characterized by a small total number of active constraints and…

Optimization and Control · Mathematics 2020-07-13 Christoph Buchheim , Maribel Montenegro , Angelika Wiegele

We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…

Data Structures and Algorithms · Computer Science 2018-12-11 Kevin L. Chang , Alantha Newman

We survey recent generalizations and improvements of the linear programming method that involve semidefinite programming. A general framework using group representations and tools from graph theory is provided.

Information Theory · Computer Science 2010-09-09 Christine Bachoc
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