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We present a globally convergent SQP-type method with the least constraint violation for nonlinear semidefinite programming. The proposed algorithm employs a two-phase strategy coupled with a line search technique. In the first phase, a…
This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…
In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…
The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…
Certifying the safety or robustness of neural networks against input uncertainties and adversarial attacks is an emerging challenge in the area of safe machine learning and control. To provide such a guarantee, one must be able to bound the…
Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…
In this paper,we propose a Multi-Objective Sequential Quadratic Programming (MOSQP) algorithm for constrained multi-objective optimization problems,basd on a low-order smooth penalty function as the merit function for line search. The…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
Quantum computers can solve semidefinite programs (SDPs) using resources that scale better than state-of-the-art classical methods as a function of the problem dimension. At the same time, the known quantum algorithms scale very unfavorably…
Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…
Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…
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,…
We present a new flux-fixup approach for arbitrarily high-order discontinuous Galerkin discretizations of the SN transport equation. This approach is sweep-compatible: as the transport sweep is performed, a local quadratic programming (QP)…
This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…
This paper presents a novel sensitivity-based distributed programming (SBDP) approach for non-convex, large-scale nonlinear programs (NLP). The algorithm relies on first-order sensitivities to cooperatively solve the central NLP in a…
We present a method for solving the general mixed constrained convex quadratic programming problem using an active set method on the dual problem. The approach is similar to existing active set methods, but we present a new way of solving…
A semidefinite programming (SDP) relaxation globally solves many optimal power flow (OPF) problems. For other OPF problems where the SDP relaxation only provides a lower bound on the objective value rather than the globally optimal decision…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
The positive semidefinite Procrustes (PSDP) problem is the following: given rectangular matrices $X$ and $B$, find the symmetric positive semidefinite matrix $A$ that minimizes the Frobenius norm of $AX-B$. No general procedure is known…
Solving optimization problems is a key task for which quantum computers could possibly provide a speedup over the best known classical algorithms. Particular classes of optimization problems including semi-definite programming (SDP) and…