Related papers: Implementing a unified solver for nonlinearly cons…

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…

Quantum approaches to combinatorial optimization problems (COPs) are often limited by the resource demands of Quadratic Unconstrained Binary Optimization (QUBO) encodings, which enlarge circuits through penalty terms and increase qubit and…

While interior point methods have been the centerpiece of nonlinear programming tools used in science and engineering, their reliance on linear solvers that can tackle sparse symmetric indefinite and highly ill-conditioned problems made it…

We provide a condition-based analysis of two interior-point methods for unconstrained geometric programs, a class of convex programs that arise naturally in applications including matrix scaling, matrix balancing, and entropy maximization.…

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…

In this paper we propose a set of guidelines to select a solver for the solution of nonlinear programming problems. With this in mind, we present a comparison of the convergence performances of commonly used solvers for both unconstrained…

The problem of interest is the minimization of a nonlinear function subject to nonlinear equality constraints using a sequential quadratic programming (SQP) method. The minimization must be performed while observing only noisy evaluations…

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…

We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…

Unified Multimodal Models (UMMs) excel in general tasks but struggle to bridge the gap between personalized understanding and generation. Prior works largely rely on implicit token-level alignment via supervised fine-tuning, which fails to…

Recently, numerous preference optimization algorithms have been introduced as extensions to the Direct Preference Optimization (DPO) family. While these methods have successfully aligned models with human preferences, there is a lack of…

This work presents a novel tensor network algorithm for solving Quadratic Unconstrained Binary Optimization (QUBO) problems, Quadratic Unconstrained Discrete Optimization (QUDO) problems, and Tensor Quadratic Unconstrained Discrete…

We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving…

In this paper, we develop a unified machine learning (ML) approach to predict high-quality solutions for single-machine scheduling problems with a non-decreasing min-sum objective function with or without release times. Our ML approach is…

In this paper, we propose a learning-to-optimize (L2O) framework to accelerate solving parametric mixed-integer quadratic programming (MIQP) problems, with a particular focus on mixed-integer model predictive control (MI-MPC) applications.…

This paper introduces CEopt (https://ceopt.org), a MATLAB tool leveraging the Cross-Entropy method for non-convex optimization. Due to the relative simplicity of the algorithm, it provides a kind of transparent ``gray-box'' optimization…

This paper proposes an open-source distributed solver for solving Sparse Convex Optimization (SCO) problems over computational networks. Motivated by past algorithmic advances in mixed-integer optimization, the Sparse Convex Optimization…

Given the limitations of current hardware, the theoretical gains promised by quantum computing remain unrealized across practical applications. But the gap between theory and hardware is closing, assisted by developments in quantum…

Industrial recommender systems commonly rely on ensemble sorting (ES) to combine predictions from multiple behavioral objectives. Traditionally, this process depends on manually designed nonlinear transformations (e.g., polynomial or…

This paper investigates a new class of non-convex optimization, which provides a unified framework for linear precoding in single/multi-user multiple-input multiple-output (MIMO) channels with arbitrary input distributions. The new…