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Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorithms and they match the current best iteration complexity…

Optimization and Control · Mathematics 2014-11-11 Tor Myklebust , Levent Tunçel

We provide an interior point method based on quasi-Newton iterations, which only requires first-order access to a strongly self-concordant barrier function. To achieve this, we extend the techniques of Dunagan-Harvey [STOC '07] to maintain…

Data Structures and Algorithms · Computer Science 2023-04-11 Adrian Vladu

We study quantum interior point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO). We provide a complete quantum circuit-level description of the algorithm from problem…

Quantum machines are among the most promising technologies expected to provide significant improvements in the following years. However, bridging the gap between real-world applications and their implementation on quantum hardware is still…

Many applications like subseismic fault modeling, fractured reservoir modeling and interpretation/validation of fault connectivity involve the solution to an elliptic boundary value problem in a background medium perturbed by the presence…

Optimization and Control · Mathematics 2025-01-10 Trung Hau Hoang

The density matrix is a positive semidefinite operator of trace 1 characterizing the state of a quantum system. We consider the inverse problem to reconstruct such density matrices from indirect measurements, also known as quantum state…

Numerical Analysis · Mathematics 2026-03-06 Florian Oberender , Thorsten Hohage

An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…

Optimization and Control · Mathematics 2024-08-30 Frank E. Curtis , Xin Jiang , Qi Wang

This paper presents a quantum-enhanced optimization approach for solving optimal power flow (OPF) by integrating the interior point method (IPM) with a coherent variational quantum linear solver (CVQLS). The objective is to explore the…

Quantum Physics · Physics 2025-08-29 Farshad Amani , Amin Kargarian

This paper explores a surprising equivalence between two seemingly-distinct convex optimization methods. We show that simulated annealing, a well-studied random walk algorithms, is directly equivalent, in a certain sense, to the central…

Optimization and Control · Mathematics 2015-11-06 Jacob Abernethy , Elad Hazan

Quantum linear system algorithms (QLSAs) have the potential to speed up algorithms that rely on solving linear systems. Interior Point Methods (IPMs) yield a fundamental family of polynomial-time algorithms for solving optimization…

Optimization and Control · Mathematics 2023-03-22 Zeguan Wu , Mohammadhossein Mohammadisiahroudi , Brandon Augustino , Xiu Yang , Tamás Terlaky

Convex optimization encompasses a wide range of optimization problems that contain many efficiently solvable subclasses. Interior point methods are currently the state-of-the-art approach for solving such problems, particularly effective…

Optimization and Control · Mathematics 2025-03-28 Andreas Klingler , Tim Netzer

The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…

Optimization and Control · Mathematics 2022-03-23 François Pacaud , Sungho Shin , Michel Schanen , Daniel Adrian Maldonado , Mihai Anitescu

In this paper, we establish the local superlinear convergence property of some polynomial-time interior-point methods for an important family of conic optimization problems. The main structural property used in our analysis is the…

Optimization and Control · Mathematics 2014-12-08 Yu. Nesterov , Levent Tuncel

In this paper, we present an interior point algorithm with a full-Newton step for solving a linearly constrained convex optimization problem, in which we propose a generalization of the work of Kheirfam and Nasrollahi…

Numerical Analysis · Mathematics 2024-03-19 Aicha Kraria , Bachir Merikhi , Djamel Benterki

Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…

Neural and Evolutionary Computing · Computer Science 2020-10-28 Jayanta Mandi , Tias Guns

We describe a quantum algorithm based on an interior point method for solving a linear program with $n$ inequality constraints on $d$ variables. The algorithm explicitly returns a feasible solution that is $\varepsilon$-close to optimal,…

Quantum Physics · Physics 2026-02-02 Simon Apers , Sander Gribling

We present an efficient implementation of interior point methods for a family of nonsymmetric cones, including generalized power cones, power mean cones and relative entropy cones, by exploiting underlying low-rank and sparse properties of…

Optimization and Control · Mathematics 2023-05-23 Yuwen Chen , Paul Goulart

Security proof methods for quantum key distribution, QKD, that are based on the numerical key rate calculation problem, are powerful in principle. However, the practicality of the methods are limited by computational resources and the…

Quantum Physics · Physics 2022-09-14 Hao Hu , Jiyoung Im , Jie Lin , Norbert Lütkenhaus , Henry Wolkowicz

This thesis focuses on the intersection of mathematical and computational optimization and quantum information. Main contributions are open-source software code: A hybrid approach mixing "traditional" nonconvex and convex methods can make…

Quantum Physics · Physics 2025-12-19 Benjamin Desef