Related papers: Deep FlexQP: Accelerated Nonlinear Programming via…
Fourier phase retrieval is a classical problem of restoring a signal only from the measured magnitude of its Fourier transform. Although Fienup-type algorithms, which use prior knowledge in both spatial and Fourier domains, have been widely…
We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…
We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of four algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been…
A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…
Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate…
A worst-case complexity bound is proved for a sequential quadratic optimization (commonly known as SQP) algorithm that has been designed for solving optimization problems involving a stochastic objective function and deterministic nonlinear…
There has been significant recent interest in quantum neural networks (QNNs), along with their applications in diverse domains. Current solutions for QNNs pose significant challenges concerning their scalability, ensuring that the…
We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
Communication-reduction techniques are a popular way to improve scalability in data-parallel training of deep neural networks (DNNs). The recent emergence of large language models such as GPT has created the need for new approaches to…
Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint…
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochastic sequential quadratic programming (SQP) algorithm and…
Quadratically constrained quadratic programs (QCQPs) have a wide range of applications in signal processing and wireless communications. Non-convex QCQPs are NP-hard in general. Existing approaches relax the non-convexity using…
We introduce BayeSQP, a novel algorithm for general black-box optimization that merges the structure of sequential quadratic programming with concepts from Bayesian optimization. BayeSQP employs second-order Gaussian process surrogates for…
This paper studies exact semidefinite programming relaxations (SDPRs) for separable quadratically constrained quadratic programs (QCQPs). We consider the construction of a larger separable QCQP from multiple QCQPs with exact SDPRs. We show…
This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…
We propose a data-driven framework for efficiently solving quadratic programming (QP) problems by reducing the number of variables in high-dimensional QPs using instance-specific projection. A graph neural network-based model is designed to…
Training deep neural networks (DNNs) is a computationally expensive job, which can take weeks or months even with high performance GPUs. As a remedy for this challenge, community has started exploring the use of more efficient data…
We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in…
We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…