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In this paper, we consider a class of nonconvex complex quadratic programming (CQP) problems, which find a broad spectrum of signal processing applications. By using the polar coordinate representations of the complex variables, we first…
Variational quantum algorithms, such as the Recursive Quantum Approximate Optimization Algorithm (RQAOA), have become increasingly popular, offering promising avenues for employing Noisy Intermediate-Scale Quantum devices to address…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
The design of fast algorithms for combinatorial optimization greatly contributes to a plethora of domains such as logistics, finance, and chemistry. Quantum approximate optimization algorithms (QAOAs), which utilize the power of quantum…
Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…
We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating…
Understanding the benefits of quantum computing for solving combinatorial optimization problems (COPs) remains an open research question. In this work, we extend and analyze algorithms that solve COPs by recursively shrinking them. The…
The paper deals with a multiobjective combinatorial optimization problem with $K$ linear cost functions. The popular Ordered Weighted Averaging (OWA) criterion is used to aggregate the cost functions and compute a solution. It is well known…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…
In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…
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…
In hybrid Model Predictive Control (MPC), a Mixed-Integer Quadratic Program (MIQP) is solved at each sampling time to compute the optimal control action. Although these optimizations are generally very demanding, in MPC we expect…
This paper proposes a quasi-binary encoding based algorithm for solving a specific quadratic optimization models with discrete variables, in the quantum approximate optimization algorithm (QAOA) framework. The quadratic optimization model…
Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
The quantum approximate optimization algorithm (QAOA) is a near-term quantum algorithm aimed at solving combinatorial optimization problems. Since its introduction, various generalizations have emerged, spanning modifications to the initial…
In this paper we develop a higher-order method for solving composite (non)convex minimization problems with smooth (non)convex functional constraints. At each iteration our method approximates the smooth part of the objective function and…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…