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We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study…

Optimization and Control · Mathematics 2023-10-03 Diego Cifuentes , Sameer Agarwal , Pablo A. Parrilo , Rekha R. Thomas

Computing nonlinear functions over multilinear forms is a general problem with applications in risk analysis. For instance in the domain of energy economics, accurate and timely risk management demands for efficient simulation of millions…

Semidefinite programs (SDPs) are convex optimization programs with vast applications in control theory, quantum information, combinatorial optimization and operational research. Noisy intermediate-scale quantum (NISQ) algorithms aim to make…

Quantum Physics · Physics 2023-01-31 Kishor Bharti , Tobias Haug , Vlatko Vedral , Leong-Chuan Kwek

Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…

Optimization and Control · Mathematics 2026-03-31 Muge Dedeoglu , Buket Ozen , Burak Kocuk

Semidefinite programs (SDPs) are a particular class of convex optimization problems with applications in combinatorial optimization, operational research, and quantum information science. Seminal work by Brand\~{a}o and Svore shows that a…

Quantum Physics · Physics 2023-10-13 Oscar Watts , Yuta Kikuchi , Luuk Coopmans

A bilevel program is an optimization problem whose constraints involve another optimization problem. This paper studies bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as…

Optimization and Control · Mathematics 2016-11-04 Jiawang Nie , Li Wang , Jane Ye

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

Optimization and Control · Mathematics 2022-11-09 Yuya Yamakawa , Takayuki Okuno

Variational quantum algorithms are proposed to solve relevant computational problems on near term quantum devices. Popular versions are variational quantum eigensolvers and quantum ap- proximate optimization algorithms that solve ground…

Quantum Physics · Physics 2022-04-15 Lennart Bittel , Martin Kliesch

We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…

Optimization and Control · Mathematics 2021-03-23 Chenyang Yuan , Pablo A. Parrilo

Recent works on quantum algorithms for solving semidefinite optimization (SDO) problems have leveraged a quantum-mechanical interpretation of positive semidefinite matrices to develop methods that obtain quantum speedups with respect to the…

Quantum Physics · Physics 2025-06-06 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis Zuluaga

In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…

Optimization and Control · Mathematics 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…

Quantum Physics · Physics 2016-08-15 Mario Berta , Omar Fawzi , Volkher B. Scholz

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…

Optimization and Control · Mathematics 2020-11-03 Jae Hyoung Lee , Nithirat Sisarat , Liguo Jiao

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

Optimization and Control · Mathematics 2022-12-29 Feng Guo , Meijun Zhang

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…

Quantum Physics · Physics 2025-02-24 Fabian Henze , Viet Tran , Birte Ostermann , Richard Kueng , Timo de Wolff , David Gross

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

This paper begins with a class of convex quadratic programs (QPs) with bounded variables solvable by the parametric principal pivoting algorithm with $\mathcal{O}(n^3)$ strongly polynomial complexity, where $n$ is the number of variables of…

Optimization and Control · Mathematics 2022-09-28 Jong-Shi Pang , Shaoning Han

Brand\~ao and Svore very recently gave quantum algorithms for approximately solving semidefinite programs, which in some regimes are faster than the best-possible classical algorithms in terms of the dimension $n$ of the problem and the…

Quantum Physics · Physics 2020-02-19 Joran van Apeldoorn , András Gilyén , Sander Gribling , Ronald de Wolf