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The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…
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…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
Vector Quantization (VQ) is a well-known technique in deep learning for extracting informative discrete latent representations. VQ-embedded models have shown impressive results in a range of applications including image and speech…
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochastic sequential quadratic programming (SQP) algorithm and…
An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…
Characterization of quantum dynamics is a fundamental problem in quantum physics and quantum information science. Several methods are known which achieve this goal, namely Standard Quantum Process Tomography (SQPT), Ancilla-Assisted Process…
This paper is devoted to the design of an efficient and convergent {semi-proximal} alternating direction method of multipliers (ADMM) for finding a solution of low to medium accuracy to convex quadratic conic programming and related…
Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…
In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…
In this paper we study a broad class of structured nonlinear programming (SNLP) problems. In particular, we first establish the first-order optimality conditions for them. Then we propose sequential convex programming (SCP) methods for…
We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…
Security-Constrained Unit Commitment is a fundamental optimization problem in power systems operations. The primary computational bottleneck arises from the need to solve large-scale Linear Programming (LP) relaxations within…
In recent years, considerable attention has been devoted to the regularization models due to the presence of high-dimensional data in scientific research. Sparse support vector machine (SVM) are useful tools in high-dimensional data…
We present semi-decentralized and distributed algorithms, designed via a preconditioned forward-backward operator splitting, for solving large-scale, decomposable semidefinite programs (SDPs). We exploit a chordal aggregate sparsity pattern…
Alternatively to the full reconstruction of an unknown quantum process, the so-called selective and efficient quantum process tomography (SEQPT) allows estimating, individually and up to the required accuracy, a given element of the matrix…
The experimental implementation of selective quantum process tomography (SQPT) involves computing individual elements of the process matrix with the help of a special set of states called quantum 2-design states. However, the number of…
Building on the previous work of Lee et al. and Ferdinand et al. on coded computation, we propose a sequential approximation framework for solving optimization problems in a distributed manner. In a distributed computation system, latency…