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The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…
A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…
We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The…
A fundamental challenge in data science is to match disparate point sets with each other. While optimal transport efficiently minimizes point displacements under a bijectivity constraint, it is inherently sensitive to rotations. Conversely,…
We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…
In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…
Nonlinear dynamical systems with continuous variables can be used for solving combinatorial optimization problems with discrete variables. Numerical simulations of them are also useful as heuristic algorithms with a desirable property,…
In this paper, we propose first-order feasible methods for difference-of-convex (DC) programs with smooth inequality and simple geometric constraints. Our strategy for maintaining feasibility of the iterates is based on a "retraction" idea…
The peptide-protein docking problem is an important problem in structural biology that facilitates rational and efficient drug design. In this work, we explore modeling and solving this problem with the quantum-amenable quadratic…
In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…
In this paper we study a second order dynamical system with variable coefficients in connection to the minimization problem of a smooth nonconvex function. The convergence of the trajectories generated by the dynamical system to a critical…
Quantum approaches to combinatorial optimization problems (COPs) are often limited by the resource demands of Quadratic Unconstrained Binary Optimization (QUBO) encodings, which enlarge circuits through penalty terms and increase qubit and…
By concisely representing a joint function of many variables as the combination of small functions, discrete graphical models (GMs) provide a powerful framework to analyze stochastic and deterministic systems of interacting variables. One…
Motivated by approximation Bayesian computation using mean-field variational approximation and the computation of equilibrium in multi-species systems with cross-interaction, this paper investigates the composite geodesically convex…
The advent of quantum computing processors with possibility to scale beyond experimental capacities magnifies the importance of studying their applications. Combinatorial optimization problems can be one of the promising applications of…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…
We present and analyze an away-step Frank-Wolfe method for the convex optimization problem ${\min}_{x\in\mathcal{X}} \; f(\mathsf{A} x) + \langle{c},{x}\rangle$, where $f$ is a $\theta$-logarithmically-homogeneous self-concordant barrier,…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…