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Quadratic Unconstrained Binary Optimization (QUBO) is recognized as a unifying framework for modeling a wide range of problems. Problems can be solved with commercial solvers customized for solving QUBO and since QUBO have degree two, it is…
A quadratic binary unconstrained optimization model, hereafter QUBO, by definition is unconstrained. This, however, is not ideal if one needs to select a model containing only a fixed size binary vector. In this work we show how to add a…
We propose an approach based on quadratic approximations for solving general Mixed-Integer Nonlinear Programming (MINLP) problems. Specifically, our approach entails the global approximation of the epigraphs of constraint functions by means…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
In many applications, it makes sense to solve the least square problems with nonnegative constraints. In this article, we present a new multiplicative iteration that monotonically decreases the value of the nonnegative quadratic programming…
Quantum and quantum-inspired optimisation algorithms are designed to solve problems represented in binary, quadratic and unconstrained form. Combinatorial optimisation problems are therefore often formulated as Quadratic Unconstrained…
In the circuit model of quantum computing, amplitude amplification techniques can be used to find solutions to NP-hard problems defined on $n$-bits in time $\text{poly}(n) 2^{n/2}$. In this work, we investigate whether such general…
Many nonlinear PDEs have singular or oscillatory solutions or may exhibit physical instabilities or uncertainties. This requires a suitable concept of physically relevant generalized solutions. Dissipative measure-valued solutions have been…
This paper describes how to make the problem of binary classification amenable to quantum computing. A formulation is employed in which the binary classifier is constructed as a thresholded linear superposition of a set of weak classifiers.…
Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…
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…
An earlier work [18] proposes a method for solving the Lagrangian dual of a constrained binary quadratic programming problem via quantum adiabatic evolution using an outer approximation method. This should be an efficient prescription for…
We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…
Recently, several approaches to solving linear systems on a quantum computer have been formulated in terms of the quantum adiabatic theorem for a continuously varying Hamiltonian. Such approaches enabled near-linear scaling in the condition…
A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…
Mixed-integer linear programming problems are extensively used in industry for a wide range of optimization tasks. However, as they get larger, they present computational challenges for classical solvers within practical time limits.…
In this paper, we present a novel method for solving a class of quadratically constrained quadratic optimization problems using only additions and multiplications. This approach enables solving constrained optimization problems on private…
We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…
The Benders' decomposition algorithm is a technique in mathematical programming for complex mixed-integer linear programming (MILP) problems with a particular block structure. The strategy of Benders' decomposition can be described as a…