Related papers: A Hardware Accelerator for the Goemans-Williamson …

Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…

Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

MaxCut is a canonical NP-hard combinatorial optimization problem in graph theory with broad applications ranging from physics to bioinformatics. Although variational quantum algorithms offer promising new approaches that may eventually…

This paper considers the fixed point problem for a nonexpansive mapping on a real Hilbert space and proposes novel line search fixed point algorithms to accelerate the search. The termination conditions for the line search are based on the…

In a second seminal paper on the application of semidefinite programming to graph partitioning problems, Goemans and Williamson showed how to formulate and round a complex semidefinite program to give what is to date still the best-known…

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Semidefinite programs are optimization methods with a wide array of applications, such as approximating difficult combinatorial problems. One such semidefinite program is the Goemans-Williamson algorithm, a popular integer relaxation…

We address the problem of finding a local solution to a nonconvex-nonconcave minmax optimization using Newton type methods, including interior-point ones. We modify the Hessian matrix of these methods such that, at each step, the modified…

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring…

We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…

Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…

The Max-Cut problem is a fundamental NP-hard problem, which is attracting attention in the field of quantum computation these days. Regarding the approximation algorithm of the Max-Cut problem, algorithms based on semidefinite programming…

Local tensor methods are a class of optimization algorithms that was introduced in [Hastings,arXiv:1905.07047v2][1] as a classical analogue of the quantum approximate optimization algorithm (QAOA). These algorithms treat the cost function…

Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively…

Goemans and Williamson proposed a randomized rounding algorithm for the MAX-CUT problem with a 0.878 approximation bound in expectation. The 0.878 approximation bound remains the best-known approximation bound for this APX-hard problem.…

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…