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In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause…
The instantaneous quantum polynomial time model (or the IQP model) is one of promising models to demonstrate a quantum computational advantage over classical computers. If the IQP model can be efficiently simulated by a classical computer,…
Quantum Relative Entropy (QRE) programming is a recently popular and challenging class of convex optimization problems with significant applications in quantum computing and quantum information theory. We are interested in modern interior…
We present a quantum interior-point method (IPM) for second-order cone programming (SOCP) that runs in time $\widetilde{O} \left( n\sqrt{r} \frac{\zeta \kappa}{\delta^2} \log \left(1/\epsilon\right) \right)$ where $r$ is the rank and $n$…
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…
Instantaneous quantum polynomial time (IQP) is a model of (probably) non-universal quantum computation. Since it has been proven that IQP circuits are unlikely to be simulated classically up to a multiplicative error and an error in the…
Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…
Planning energy production is a challenging task due to its cost-sensitivity, fast-moving energy markets, uncertainties in demand, and technical constraints of power plants. Thus, more complex models of this so-called \emph{unit commitment…
Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelihood of mixture…
In many applications, it makes sense to solve the least square problems with nonnegative constraints. In this article, we present a new multiplicative iteration that monotonically decreases the value of the nonnegative quadratic programming…
Research into the development of special-purpose computing architectures designed to solve quadratic unconstrained binary optimization (QUBO) problems has flourished in recent years. It has been demonstrated in the literature that such…
Mixed-integer convex quadratic programs with indicator variables (MIQP) encompass a wide range of applications, from statistical learning to energy, finance, and logistics. The outer approximation (OA) algorithm has been proven efficient in…
Quadratically constrained quadratic programming (QCQP) has long been recognized as a computationally challenging problem, particularly in large-scale or high-dimensional settings where solving it directly becomes intractable. The complexity…
The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…
A worst-case complexity bound is proved for a sequential quadratic optimization (commonly known as SQP) algorithm that has been designed for solving optimization problems involving a stochastic objective function and deterministic nonlinear…
We consider the problem of computing the q->p norm of a matrix A, which is defined for p,q \ge 1, as |A|_{q->p} = max_{x !=0 } |Ax|_p / |x|_q. This is in general a non-convex optimization problem, and is a natural generalization of the…
We study the problem of training and certifying adversarially robust quantized neural networks (QNNs). Quantization is a technique for making neural networks more efficient by running them using low-bit integer arithmetic and is therefore…
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochastic sequential quadratic programming (SQP) algorithm and…
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…