Related papers: An Outer Approximation Method for Solving Mixed-In…
Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Mixed-integer model predictive control (MI-MPC) can be a powerful tool for modeling hybrid control systems. In case of a linear-quadratic objective in combination with linear or piecewise-linear system dynamics and inequality constraints,…
Quadratic Programming (QP) is the well-studied problem of maximizing over {-1,1} values the quadratic form \sum_{i \ne j} a_{ij} x_i x_j. QP captures many known combinatorial optimization problems, and assuming the unique games conjecture,…
The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…
Combinatorial optimization is among the main applications envisioned for near-term and fault-tolerant quantum computers. In this work, we consider a well-studied quantum algorithm for combinatorial optimization: the Quantum Approximate…
We present SCQPTH: a differentiable first-order splitting method for convex quadratic programs. The SCQPTH framework is based on the alternating direction method of multipliers (ADMM) and the software implementation is motivated by the…
The Quantum Approximate Optimization Algorithm (QAOA) is a promising approach for programming a near-term gate-based hybrid quantum computer to find good approximate solutions of hard combinatorial problems. However, little is currently…
The quantum approximate optimization algorithm (QAOA) is one of the canonical algorithms designed to find approximate solutions to combinatorial optimization problems in current noisy intermediate-scale quantum (NISQ) devices. It is an…
We study a multi-period convex quadratic optimization problem, where the state evolves dynamically as an affine function of the state, control, and indicator variables in each period. We begin by projecting out the state variables using…
Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization solvers. Our paper bridges the gap between modeling a class…
This paper proposes a novel methodology for trajectory planning in autonomous vehicles (AVs), addressing the complex challenge of negotiating speed bumps within a unified Mixed-Integer Quadratic Programming (MIQP) framework. By leveraging…
We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…
The Quantum Approximate Optimization Algorithm (QAOA) is an algorithmic framework for finding approximate solutions to combinatorial optimization problems, derived from an approximation to the Quantum Adiabatic Algorithm (QAA). In solving…
Recent advances in the efficiency and robustness of algorithms solving convex quadratically constrained quadratic programming (QCQP) problems motivate developing techniques for creating convex quadratic relaxations that, although more…
In this paper, we develop a fast mixed-integer convex programming (MICP) framework for multi-robot navigation by combining graph attention networks and distributed optimization. We formulate a mixed-integer optimization problem for receding…
The alternating-current unit commitment problem provides a realistic representation of power system operations, which is a nonconvex mixed-integer nonlinear programming problem and hence is computationally intractable. A common relaxation…
The quantum approximate optimization algorithm (QAOA) transforms a simple many-qubit wavefunction into one which encodes a solution to a difficult classical optimization problem. It does this by optimizing the schedule according to which…
This paper develops a computationally efficient algorithm for the Multiple Vehicle Pickup and Delivery Problem (MVPDP) with the objective of minimizing the tour cost incurred while completing the task of pickup and delivery of customers. To…
The main contribution of this thesis is the development of a new algorithm for solving convex quadratic programs. It consists in combining the method of multipliers with an infeasible active-set method. Our approach is iterative. In each…