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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…
We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…
In this paper, we present a novel method for solving a class of quadratically constrained quadratic optimization problems using only additions and multiplications. This approach enables solving constrained optimization problems on private…
We study the set of optimal solutions of the dual linear programming formulation of the linear assignment problem (LAP) to propose a method for computing a solution from the relative interior of this set. Assuming that an arbitrary…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…
This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…
This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and constraint functions. The algorithm is constructed by…
We introduce and study a discrete multi-period extension of the classical knapsack problem, dubbed generalized incremental knapsack. In this setting, we are given a set of $n$ items, each associated with a non-negative weight, and $T$ time…
The unconstrained binary quadratic programming (UBQP) problem is a class of problems of significant importance in many practical applications, such as in combinatorial optimization, circuit design, and other fields. The positive…
We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…
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…
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…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…
The paper introduces the first formulation of convex Q-learning for Markov decision processes with function approximation. The algorithms and theory rest on a relaxation of a dual of Manne's celebrated linear programming characterization of…
We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…
A canonical feature of the constraint satisfaction problems in NP is approximation hardness, where in the worst case, finding sufficient-quality approximate solutions is exponentially hard for all known methods. Fundamentally, the lack of…
We consider the problem of approximating nonconvex quadratic optimization with ellipsoid constraints (ECQP). We show some SDP-based approximation bounds for special cases of (ECQP) can be improved by trivially applying the extened Pataki's…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…