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We propose a new framework for analyzing zeroth-order optimization (ZOO) from the perspective of \emph{oblivious randomized sketching}.In this framework, commonly used gradient estimators in ZOO-such as finite difference (FD) and random…
Constrained combinatorial optimization problems are frequently reformulated as quadratic unconstrained binary optimization (QUBO) models in order to leverage emerging quantum optimization algorithms such as the Variational Quantum…
We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint, we propose a proximal penalty based DC algorithm in the…
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…
This paper introduces a non-variational quantum algorithm designed to solve a wide range of combinatorial optimisation problems, including constrained and non-binary problems. The algorithm leverages an engineered interference process…
This tutorial offers a quick, hands-on introduction to solving Quadratic Unconstrained Binary Optimization (QUBO) models on currently available quantum computers and their simulators. We cover both IBM and D-Wave machines: IBM utilizes a…
Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that…
Standard Bayesian Optimization (BO) assumes uniform smoothness across the search space an assumption violated in multi-regime problems such as molecular conformation search through distinct energy basins or drug discovery across…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…
We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…
In recent years, parameterized quantum circuits have become a major tool to design quantum algorithms for optimization problems. The challenge in fully taking advantage of a given family of parameterized circuits lies in finding a good set…
We present DDTO--deferred-decision trajectory optimization--a framework for trajectory generation with resilience to unmodeled uncertainties and contingencies. The key idea is to ensure that a collection of candidate targets is reachable…
This work introduces a new cubic regularization method for nonconvex unconstrained multiobjective optimization problems. At each iteration of the method, a model associated with the cubic regularization of each component of the objective…
We develop a distributed algorithm for convex Empirical Risk Minimization, the problem of minimizing large but finite sum of convex functions over networks. The proposed algorithm is derived from directly discretizing the second-order…
This article explores distributed convex optimization with globally-coupled constraints, where the objective function is a general nonsmooth convex function, the constraints include nonlinear inequalities and affine equalities, and the…
In this paper, we propose a hybrid framework to solve large-scale permutation-based combinatorial problems effectively using a high-performance quadratic unconstrained binary optimization (QUBO) solver. To do so, transformations are…
In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…
We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…
We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…