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Sequential Quadratic Programming (SQP) is a powerful class of algorithms for solving nonlinear optimization problems. Local convergence of SQP algorithms is guaranteed when the Hessian approximation used in each Quadratic Programming…

Optimization and Control · Mathematics 2017-04-12 Tuan T. Nguyen , Mircea Lazar , Hans Butler

We prove that a "first-order" Sequential Quadratic Programming (SQP) algorithm for equality constrained optimization has local linear convergence with rate $(1-1/\kappa_R)^k$, where $\kappa_R$ is the condition number of the Riemannian…

Optimization and Control · Mathematics 2019-02-01 Yu Bai , Song Mei

In this work we develop theoretical techniques for analysing the performance of the quantum approximate optimization algorithm (QAOA) when applied to random boolean constraint satisfaction problems (CSPs), and use these techniques to…

Quantum Physics · Physics 2024-11-27 Sami Boulebnane , Maria Ciudad-Alañón , Lana Mineh , Ashley Montanaro , Niam Vaishnav

Brand\~ao and Svore very recently gave quantum algorithms for approximately solving semidefinite programs, which in some regimes are faster than the best-possible classical algorithms in terms of the dimension $n$ of the problem and the…

Quantum Physics · Physics 2020-02-19 Joran van Apeldoorn , András Gilyén , Sander Gribling , Ronald de Wolf

Recently, there has been significant interest in convex relaxations of the optimal power flow (OPF) problem. A semidefinite programming (SDP) relaxation globally solves many OPF problems. However, there exist practical problems for which…

Optimization and Control · Mathematics 2016-11-17 Daniel K. Molzahn , Ian A. Hiskens

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

Optimization and Control · Mathematics 2014-06-17 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…

Optimization and Control · Mathematics 2023-12-29 Bo Zhang , YueLin Gao , Xia Liu , XiaoLi Huang

This paper presents and analyzes the first matrix optimization model which allows general coordinate and spectral constraints. The breadth of problems our model covers is exemplified by a lengthy list of examples from the literature,…

Optimization and Control · Mathematics 2024-10-15 Casey Garner , Gilad Lerman , Shuzhong Zhang

This note proposes a new reformulation of complex semidefinite programs (SDPs) as real SDPs. As an application, we present an economical reformulation of complex SDP relaxations of complex polynomial optimization problems as real SDPs and…

Optimization and Control · Mathematics 2026-04-21 Jie Wang

In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they…

Optimization and Control · Mathematics 2018-08-01 Florian Bernard , Christian Theobalt , Michael Moeller

Semidefinite programs are convex optimisation problems involving a linear objective function and a domain of positive semidefinite matrices. Over the last two decades, they have become an indispensable tool in quantum information science.…

Quantum Physics · Physics 2024-12-17 Armin Tavakoli , Alejandro Pozas-Kerstjens , Peter Brown , Mateus Araújo

We study the equivalence among a nonconvex QOP, its CPP and DNN relaxations under the assumption that the aggregated and correlative sparsity of the data matrices of the CPP relaxation is represented by a block-clique graph $G$. By…

Optimization and Control · Mathematics 2019-03-19 Sunyoung Kim , Masakazu Kojima , Kim-Chuan Toh

In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality…

Optimization and Control · Mathematics 2013-07-24 Chuan-Hao Guo , Yan-Qin Bai , Jin-Bao Jian

Convex relaxations of the power flow equations and, in particular, the Semi-Definite Programming (SDP) and Second-Order Cone (SOC) relaxations, have attracted significant interest in recent years. The Quadratic Convex (QC) relaxation is a…

Computational Engineering, Finance, and Science · Computer Science 2015-07-30 Carleton Coffrin , Hassan L. Hijazi , Pascal Van Hentenryck

The quantified constraint satisfaction problem (QCSP) is a powerful framework for modelling computational problems. The general intractability of the QCSP has motivated the pursuit of restricted cases that avoid its maximal complexity. In…

Computational Complexity · Computer Science 2007-05-23 Hubie Chen

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…

Optimization and Control · Mathematics 2007-05-23 Roland W. Freund , Florian Jarre , Christoph Vogelbusch

Sequential quadratic programming (SQP) methods have been remarkably successful in solving a broad range of nonlinear optimization problems. These methods iteratively construct and solve quadratic programming (QP) subproblems to compute…

Optimization and Control · Mathematics 2025-12-08 Anugrah Jo Joshy , John T. Hwang

We consider the problem of approximately solving a standard bi-quadratic programming (StBQP), which is NP-hard. After reformulating the original problem as an equivalent copositive tensor programming, we show how to approximate the optimal…

Optimization and Control · Mathematics 2015-01-14 Chen Ling , Hongjin He , Liqun Qi

The trust-region problem, which minimizes a nonconvex quadratic function over a ball, is a key subproblem in trust-region methods for solving nonlinear optimization problems. It enjoys many attractive properties such as an exact…

Optimization and Control · Mathematics 2013-09-13 V. Jeyakumar , G. Li
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