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In this paper, we introduce three QUBO (Quadratic Unconstrained Binary Optimization) relaxations for the sparsest $k$-subgraph (SkS) problem: a quadratic penalty relaxation, a Lagrangian relaxation, and an augmented Lagrangian relaxation.…

Recently various optimization problems, such as Mixed Integer Linear Programming Problems (MILPs), have undergone comprehensive investigation, leveraging the capabilities of machine learning. This work focuses on learning-based solutions…

Sparse Principal Components Analysis (PCA) has been proposed as a way to improve both interpretability and reliability of PCA. However, use of sparse PCA in practice is hindered by the difficulty of tuning the multiple hyperparameters that…

In this paper, we present a distributed algorithm utilizing the proximal alternating direction method of multipliers (ADMM) in conjunction with sequential constraint tightening to address mixed-integer quadratic programming (MIQP) problems…

Distributed optimization has gained substantial interest in recent years due to its wide applications in machine learning. However, most of existing algorithms are designed for Euclidean spaces, leaving composite optimization on Riemannian…

Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…

In this paper, we consider the computational protein design (CPD) problem, which is usually modeled as a 0/1 programming and is extremely challenging due to its combinatorial properties. We propose an efficient algorithm for solving it.…

Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most…

Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…

Sequential quadratic programming (SQP) is widely used in solving nonlinear optimization problem, with advantages of warm-starting solutions, as well as finding high-accurate solution and converging quadratically using second-order…

Over the years, computational imaging with accurate nonlinear physical models has garnered considerable interest due to its ability to achieve high-quality reconstructions. However, using such nonlinear models for reconstruction is…

In this paper, we consider a class of nonconvex complex quadratic programming (CQP) problems, which find a broad spectrum of signal processing applications. By using the polar coordinate representations of the complex variables, we first…

Sparse tensors are the most used representation of sparse multidimensional data. Operations that decompose them, selecting their most important features while reducing their dimension, have become prevalent procedures in machine learning.…

We consider the Sparse Principal Component Analysis (SPCA) problem under the well-known spiked covariance model. Recent work has shown that the SPCA problem can be reformulated as a Mixed Integer Program (MIP) and can be solved to global…

Path planning is critical for autonomous driving, generating smooth, collision-free, feasible paths based on perception and localization inputs. However, its computationally intensive nature poses significant challenges for…

We propose a quantum-assisted framework for solving constrained finite-horizon nonlinear optimal control problems using a barrier Sequential Quadratic Programming (SQP) approach. Within this framework, a quantum subroutine is incorporated…

Recently, the square root principal component pursuit (SRPCP) model has garnered significant research interest. It is shown in the literature that the SRPCP model guarantees robust matrix recovery with a universal, constant penalty…

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

The Quantum Approximate Optimization Algorithm (QAOA) is a promising candidate algorithm for demonstrating quantum advantage in optimization using near-term quantum computers. However, QAOA has high requirements on gate fidelity due to the…

In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…