Related papers: QOCO: A Quadratic Objective Conic Optimizer with C…
In this paper, we adopt the augmented Lagrangian method (ALM) to solve convex quadratic second-order cone programming problems (SOCPs). Fruitful results on the efficiency of the ALM have been established in the literature. Recently, it has…
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…
In this paper, we propose a new convergent conic programming hierarchy of relaxations involving both semi-definite cone and second-order cone constraints for solving nonconvex polynomial optimization problems to global optimality. The…
Existing neural solvers for Multi-Objective Combinatorial Optimization Problems (MOCOPs) commonly adopt decomposition-based strategies that scalarize an MOCOP into multiple subproblems associated with distinct weight vectors. However, they…
Quadratic programming (QP) underpins real-time robotics by enabling efficient, constrained optimization in state estimation, motion planning, and control. In legged locomotion and manipulation, essential modules like inverse dynamics, Model…
A fundamental theorem of linear programming states that a feasible linear program is solvable if and only if its objective function is copositive with respect to the recession cone of its feasible set. This paper demonstrates that this…
We give classical and quantum algorithms for approximately solving second-order cone programs (SOCPs) based on the multiplicative weights (MW) update method. Our approach follows the MW framework previously applied to semidefinite programs…
Quadratic cone programs are rapidly becoming the standard canonical form for convex optimization problems. In this paper we address the question of differentiating the solution map for such problems, generalizing previous work for linear…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…
In this paper,we propose a Multi-Objective Sequential Quadratic Programming (MOSQP) algorithm for constrained multi-objective optimization problems,basd on a low-order smooth penalty function as the merit function for line search. The…
Starting from a classic financial optimization problem, we first propose a cutting plane algorithm for this problem. Then we use spectral decomposition to tranform the problem into an equivalent D.C. programming problem, and the…
The combining of a General-Purpose Particle Swarm Optimizer (GP-PSO) with Sequential Quadratic Programming (SQP) algorithm for constrained optimization problems has been shown to be highly beneficial to the refinement, and in some cases,…
Quantum computing has advanced rapidly in recent years and has shown advantages in a variety of domains. In this paper, we investigate its potential for discrete simulation optimization in the fixed-confidence setting, a fundamental problem…
A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…
The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…
We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…
We introduce a first order method for solving very large convex cone programs. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the homogeneous self-dual embedding, an equivalent…
Benchmark problems play a central role in assessing the performance of numerical optimization algorithms. However, many existing constrained multiobjective optimization benchmark problems rely on overly restricted constructions or lack…
An important problem in tree breeding is optimal selection from candidate pedigree members to produce the highest performance in seed orchards, while conserving essential genetic diversity. The most beneficial members should contribute as…