Related papers: Feasibility Evaluation of Quadratic Programs for C…
We propose FlexQP, an always-feasible convex quadratic programming (QP) solver based on an $\ell_1$ elastic relaxation of the QP constraints. If the original constraints are feasible, FlexQP provably recovers the optimal solution. If the…
The demand for classical-quantum hybrid algorithms to solve large-scale combinatorial optimization problems using quantum annealing (QA) has increased. One approach involves obtaining an approximate solution using classical algorithms and…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…
Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…
Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that…
The balance between exploration and exploitation is a key problem for reinforcement learning methods, especially for Q-learning. In this paper, a fidelity-based probabilistic Q-learning (FPQL) approach is presented to naturally solve this…
Quadratic programs (QPs) arise in various domains such as machine learning, finance, and control. Recently, learning-enhanced primal-dual hybrid gradient (PDHG) methods have shown great potential in addressing large-scale linear programs;…
Tools from control and dynamical systems have proven valuable for analyzing and developing optimization methods. In this paper, we establish rigorous theoretical foundations for using feedback linearization (FL) -- a well-established…
The standard approach to encoding constraints in quantum optimization is the quadratic penalty method. Quadratic penalties introduce additional couplings and energy scales, which can be detrimental to the performance of a quantum optimizer.…
This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…
Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that…
This paper concerns a class of uncertain linear quantum systems subject to quadratic perturbations in the system Hamiltonian. A small gain approach is used to evaluate the performance of the given quantum system. In order to get improved…
Online model predictive control (MPC) for piecewise affine (PWA) systems requires the online solution to an optimization problem that implicitly optimizes over the switching sequence of PWA regions, for which the computational burden can be…
Quadratic Assignment Problem (QAP) is an NP-hard combinatorial optimization problem, therefore, solving the QAP requires applying one or more of the meta-heuristic algorithms. This paper presents a comparative study between Meta-heuristic…
Despite the retrieval effectiveness of queries being mutually independent of one another, the evaluation of query performance prediction (QPP) systems has been carried out by measuring rank correlation over an entire set of queries. Such a…
We address the problem of controlling Connected and Automated Vehicles (CAVs) in conflict areas of a traffic network subject to hard safety constraints. It has been shown that such problems can be solved through a combination of tractable…
In our companion paper \cite{Stojnicclupint19} we introduced a powerful mechanism that we referred to as the Controlled Loosening-up (CLuP) for handling MIMO ML-detection problems. It turned out that the algorithm has many remarkable…
We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…
A framework is proposed for solving general convex quadratic programs (CQPs) from an infeasible starting point by invoking an existing feasible-start algorithm tailored for inequality-constrained CQPs. The central tool is an exact penalty…
There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…