Related papers: Choosing Augmentation Parameters in OSQP- A New Ap…
This paper proposes a novel orthogonal-by-construction parametrization for augmenting physics-based input-output models with a learning component in an additive sense. The parametrization allows to jointly optimize the parameters of the…
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…
We develop a novel primal heuristic for nonconvex Mixed-Integer Quadratically Constrained Quadratic Programs (MIQCQPs). The method is built around a convex approximation that is dynamically adjusted within a feasibility-pump-style…
This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…
Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…
In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…
The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…
A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…
Convex quadratic programming (QP) is an important sub-field of mathematical optimization. The alternating direction method of multipliers (ADMM) is a successful method to solve QP. Even though ADMM shows promising results in solving various…
This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…
A motion planning algorithm computes the motion of a robot by computing a path through its configuration space. To improve the runtime of motion planning algorithms, we propose to nest robots in each other, creating a nested quotient-space…
Quantum search/amplitude amplification algorithms are designed to be able to amplify the amplitude in the target state linearly with the number of operations. Since the probability is the square of the amplitude, this results in the success…
Data-driven decision-making processes increasingly utilize end-to-end learnable deep neural networks to render final decisions. Sometimes, the output of the forward functions in certain layers is determined by the solutions to mathematical…
Quantum algorithms implemented on near-term devices require qubit mapping due to noise and limited qubit connectivity. In this paper we propose a strategy called algorithm-oriented qubit mapping (AOQMAP) that aims to bridge the gap between…
In recent years, efficient optimization algorithms for Nonlinear Model Predictive Control (NMPC) have been proposed, that significantly reduce the on-line computational time. In particular, direct multiple shooting and Sequential Quadratic…
This paper considers parametric Markov decision processes (pMDPs) whose transitions are equipped with affine functions over a finite set of parameters. The synthesis problem is to find a parameter valuation such that the instantiated pMDP…
This paper presents strategies to improve the performance of digitized counterdiabatic quantum optimization algorithms by cooptimizing gate sequences, algorithm parameters, and qubit mapping. Demonstrations on near-term quantum devices…
In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…