Related papers: Efficient Algorithm for QCQP problem with Multiple…
We present an efficient algorithm for solving fractional programming problems whose objective functions are the ratio of a low-rank quadratic to a positive definite quadratic with convex constraints. The proposed algorithm for these…
The purpose of this paper is to solve the 0-1 $k$-item quadratic knapsack problem $(kQKP)$, a problem of maximizing a quadratic function subject to two linear constraints. We propose an exact method based on semidefinite optimization. The…
We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight…
We consider the problem of partitioning the node set of a graph into $k$ sets of given sizes in order to \emph{minimize the cut} obtained using (removing) the $k$-th set. If the resulting cut has value $0$, then we have obtained a vertex…
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…
Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…
The fragile nature of quantum information limits our ability to construct large quantities of quantum bits suitable for quantum computing. An important goal, therefore, is to minimize the amount of resources required to implement quantum…
In multiparametric programming an optimization problem which is dependent on a parameter vector is solved parametrically. In control, multiparametric quadratic programming (mp-QP) problems have become increasingly important since the…
We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The…
In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality…
Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex…
A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…
The NP-hard problem of optimizing a quadratic form over the unimodular vector set arises in radar code design scenarios as well as other active sensing and communication applications. To tackle this problem (which we call unimodular…
This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…
This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue…
Maximizing the sum of two generalized Rayleigh quotients (SRQ) can be reformulated as a one-dimensional optimization problem, where the function value evaluations are reduced to solving semi-definite programming (SDP) subproblems. In this…
The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…
The Portfolio Optimization task has long been studied in the Financial Services literature as a procedure to identify the basket of assets that satisfy desired conditions on the expected return and the associated risk. A well-known approach…
Constraint programming (CP) is a paradigm used to model and solve constraint satisfaction and combinatorial optimization problems. In CP, problems are modeled with constraints that describe acceptable solutions and solved with backtracking…