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Quantum linear system algorithms (QLSA) have the potential to speed up Interior Point Methods (IPM). However, a major challenge is that QLSAs are inexact and sensitive to the condition number of the coefficient matrices of linear systems.…

Optimization and Control · Mathematics 2023-10-12 Mohammadhossein Mohammadisiahroudi , Zeguan Wu , Brandon Augustino , Arriele Carr , Tamás Terlaky

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

The use of quantum computing to accelerate complex optimization problems is a burgeoning research field. This paper applies Quantum Linear System Algorithms (QLSAs) to Newton systems within Interior Point Methods (IPMs) to take advantage of…

Optimization and Control · Mathematics 2025-07-08 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Zeguan Wu , Tamás Terlaky

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…

Quantum Physics · Physics 2023-02-14 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Tamás Terlaky

The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as artificial intelligence and machine learning, has highlighted the limitations of classical interior…

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…

Quantum Physics · Physics 2023-09-13 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis F. Zuluaga

Quantum interior point methods (QIPMs) promise polynomial speed-ups over classical solvers for linear programming by outsourcing the solution of Newton linear systems to quantum linear solvers (QLSAs). However, asymptotic speed-ups do not…

Quantum Physics · Physics 2026-04-28 Lennart Binkowski

The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

Solving systems of linear equations is a fundamental problem, but it can be computationally intensive for classical algorithms in high dimensions. Existing quantum algorithms can achieve exponential speedups for the quantum linear system…

Quantum Physics · Physics 2025-11-27 Junhyung Lyle Kim , Nai-Hui Chia , Anastasios Kyrillidis

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

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…

Solving real-time quadratic programming (QP) is a ubiquitous task in control engineering, such as in model predictive control and control barrier function-based QP. In such real-time scenarios, certifying that the employed QP algorithm can…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Liang Wu , Wei Xiao , Richard D. Braatz

Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…

Optimization and Control · Mathematics 2026-05-19 Jon Arrizabalaga , Kevin Tracy , Zachary Manchester

Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…

Optimization and Control · Mathematics 2018-06-27 J. Gondzio , F. N. C. Sobral

Quantum algorithms for solving the Quantum Linear System (QLS) problem are among the most investigated quantum algorithms of recent times, with potential applications including the solution of computationally intractable differential…

Quantum Physics · Physics 2021-11-10 Davide Orsucci , Vedran Dunjko

Impossibility of finding local realistic models for quantum correlations due to entanglement is an important fact in foundations of quantum physics, gaining now new applications in quantum information theory. We present an in-depth…

Quantum Physics · Physics 2014-01-21 Jacek Gondzio , Jacek A. Gruca , J. A. Julian Hall , Wiesław Laskowski , Marek Żukowski

The work of Wachter and Biegler suggests that infeasible-start interior point methods (IPMs) developed for linear programming cannot be adapted to nonlinear optimization without significant modification, i.e., using a two-phase or penalty…

Optimization and Control · Mathematics 2018-01-12 Oliver Hinder , Yinyu Ye
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