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A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…
This paper presents PIQP, a high-performance toolkit for solving generic sparse quadratic programs (QP). Combining an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM), the algorithm can handle…
Many nonlinear PDEs have singular or oscillatory solutions or may exhibit physical instabilities or uncertainties. This requires a suitable concept of physically relevant generalized solutions. Dissipative measure-valued solutions have been…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…
The variational quantum power method (VQPM), which adapts the classical power iteration algorithm for quantum settings, has shown promise for eigenvector estimation and optimization on quantum hardware. In this work, we provide a…
In this paper, we extend the idea of using controlled perturbations to enhance the capabilities of active-set prediction for interior point methods for convex Quadratic Programming (QP) problems. Namely, we consider perturbing the…
We present a new algorithm for convex separable quadratic programming (QP) called Nys-IP-PMM, a regularized interior-point solver that uses low-rank structure to accelerate solution of the Newton system. The algorithm combines the interior…
We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…
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…
The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms.…
Convex Quadratic Programs (QPs) have come to play a central role in the computation of control action for constrained dynamical systems. In this paper, we present a novel Homogeneous QP (HQP) formulation which is obtained by embedding the…
Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks…
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
We propose a novel quantum algorithm for solving linear optimization problems by quantum-mechanical simulation of the central path. While interior point methods follow the central path with an iterative algorithm that works with successive…
Vigorous optimization of quantum gates has led to bipotent quantum architectures, where the optimized gates are available for some qubits but not for others. However, such gate-level improvements limit the application of user-side…
This paper introduces the quadratically-constrained quadratic programming (QCQP) framework recently added in HPIPM alongside the original quadratic-programming (QP) framework. The aim of the new framework is unchanged, namely providing the…
Constrained combinatorial optimization problems, which are ubiquitous in industry, can be solved by quantum algorithms such as quantum annealing (QA) and the quantum approximate optimization algorithm (QAOA). In these quantum algorithms,…
Hierarchical least-squares programs with linear constraints (HLSP) are a type of optimization problem very common in robotics. Each priority level contains an objective in least-squares form which is subject to the linear constraints of the…
Finding shape correspondences can be formulated as an NP-hard quadratic assignment problem (QAP) that becomes infeasible for shapes with high sampling density. A promising research direction is to tackle such quadratic optimization problems…