Related papers: SCQPTH: an efficient differentiable splitting meth…
We present \texttt{DR-DAQP}, an open-source solver for strongly monotone affine variational inequaliries that combines Douglas-Rachford operator splitting with an active-set acceleration strategy. The key idea is to estimate the active set…
We propose and study a planning problem we call Sequential Fault-Intolerant Process Planning (SFIPP). SFIPP captures a reward structure common in many sequential multi-stage decision problems where the planning is deemed successful only if…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…
Spatial concurrent constraint programming (SCCP) is an algebraic model of spatial modalities in constrained-based process calculi; it can be used to reason about spatial information distributed among the agents of a system. This work…
The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…
This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…
We introduce a cutting-plane framework for nonconvex quadratic programs (QPs) that progressively tightens convex relaxations. Our approach leverages the doubly nonnegative (DNN) relaxation to compute strong lower bounds and generate…
Full connectivity of qubits is necessary for most quantum algorithms, which is difficult to directly implement on Noisy Intermediate-Scale Quantum processors. However, inserting swap gate to enable the two-qubit gates between uncoupled…
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…
Semidefinite programs (SDPs) are convex optimization programs with vast applications in control theory, quantum information, combinatorial optimization and operational research. Noisy intermediate-scale quantum (NISQ) algorithms aim to make…
In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…
Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone…
We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…
In this paper, we present a two-phase augmented Lagrangian method, called QSDPNAL, for solving convex quadratic semidefinite programming (QSDP) problems with constraints consisting of a large number of linear equality, inequality…
We present a globally convergent SQP-type method with the least constraint violation for nonlinear semidefinite programming. The proposed algorithm employs a two-phase strategy coupled with a line search technique. In the first phase, a…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
This paper introduces a new storage-optimal first-order method (FOM), CertSDP, for solving a special class of semidefinite programs (SDPs) to high accuracy. The class of SDPs that we consider, the exact QMP-like SDPs, is characterized by…
In this paper, we present a new method to solve a certain type of Semidefinite Programming (SDP) problems. These types of SDPs naturally arise in the Quadratic Convex Reformulation (QCR) method and can be used to obtain dual bounds of…
We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…
Many areas of science and engineering encounter data defined on spherical manifolds. Modelling and analysis of spherical data often necessitates spherical harmonic transforms, at high degrees, and increasingly requires efficient computation…