Related papers: Enhanced Convergence in p-bit Based Simulated Anne…
In this paper, we report new results on a novel Ising machine technology for solving combinatorial optimization problems using networks of coupled self-sustaining oscillators. Specifically, we present several working hardware prototypes…
We combine the fields of heuristic optimization and optimal stopping. We propose a strategy for benchmarking randomized optimization algorithms that minimizes the expected total cost for obtaining a good solution with an optimal number of…
Sample average approximation (SAA) is a tractable approach for dealing with chance constrained programming, a challenging stochastic optimization problem. The constraint of SAA is characterized by the $0/1$ loss function which results in…
Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…
We present a method to split quantum circuits of variational quantum algorithms (VQAs) to allow for parallel training and execution, that maximally exploits the limited number of qubits in hardware to solve large problem instances. We apply…
In this work we propose a highly optimized version of a simulated annealing (SA) algorithm adapted to the more recently developed Graphic Processor Units (GPUs). The programming has been carried out with CUDA toolkit, specially designed for…
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…
In this paper, we propose a novel primal-dual proximal splitting algorithm (PD-PSA), named BALPA, for the composite optimization problem with equality constraints, where the loss function consists of a smooth term and a nonsmooth term…
This paper concerns a high-dimensional stochastic programming problem of minimizing a function of expected cost with a matrix argument. To this problem, one of the most widely applied solution paradigms is the sample average approximation…
The task of Multiple Sequence Alignment (MSA) is a constrained combinatorial optimization problem that is generally considered a complex computational problem. In this paper, we first present a binary encoding of MSA and devise a…
Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…
We propose a modified quantum annealing protocol, i. e., pulsed quantum annealing} (PQA), in order to increase the success probability by a pulse application during the quantum annealing process. It is well known that the success…
Ising machines -- special-purpose hardware for heuristically solving Ising optimization problems -- based on probabilistic bits (p-bits) have been established as a promising alternative to heuristic optimization algorithms run on…
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…
Hard combinatorial optimization problems, often mapped to Ising models, promise potential solutions with quantum advantage but are constrained by limited qubit counts in near-term devices. We present an innovative quantum-inspired framework…
The primal-dual splitting algorithm (PDSA) by Chambolle and Pock is efficient for solving structured convex optimization problems. It adopts an extrapolation step and achieves convergence under certain step size condition. Chang and Yang…
This paper presents comparison of several stochastic optimization algorithms developed by authors in their previous works for the solution of some problems arising in Civil Engineering. The introduced optimization methods are: the integer…
Any optimization algorithm programming interface can be seen as a black-box function with additional free parameters. In this spirit, simulated annealing (SA) can be implemented in pseudo-code within the dimensions of a single slide with…
Quantum annealing is an emerging metaheuristic used for solving combinatorial optimisation problems. However, hardware based physical quantum annealers are primarily limited to a single vendor. As an alternative, we can discretise the…
One of the greatest challenges in IC design is the repeated executions of computationally expensive SPICE simulations, particularly when highly complex chip testing/verification is involved. Recently, pseudo transient analysis (PTA) has…