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Handling possible infeasibility and providing an execution time certificate are two pressing requirements of real-time Model Predictive Control (MPC). To meet these two requirements simultaneously, this paper proposes an $\ell_1$-penalty…
Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…
In this paper, we consider the computational protein design (CPD) problem, which is usually modeled as a 0/1 programming and is extremely challenging due to its combinatorial properties. We propose an efficient algorithm for solving it.…
The adversarial vulnerability of Deep Neural Networks (DNNs) has been well-known and widely concerned, often under the context of learning top-$1$ attacks (e.g., fooling a DNN to classify a cat image as dog). This paper shows that the…
Quadratic programming (QP) forms a crucial foundation in optimization, encompassing a broad spectrum of domains and serving as the basis for more advanced algorithms. Consequently, as the scale and complexity of modern applications continue…
In this paper we consider constrained optimization problems where both the objective and constraint functions are of the black-box type. Furthermore, we assume that the nonlinear inequality constraints are non-relaxable, i.e. their values…
This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…
Centralized training with decentralized execution has become an important paradigm in multi-agent learning. Though practical, current methods rely on restrictive assumptions to decompose the centralized value function across agents for…
We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…
Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…
Determinantal point processes (DPPs) are well known models for diverse subset selection problems, including recommendation tasks, document summarization and image search. In this paper, we discuss a greedy deterministic adaptation of k-DPP.…
Solving NP-hard constrained combinatorial optimization problems using quantum algorithms remains a challenging yet promising avenue toward quantum advantage. Variational Quantum Algorithms (VQAs), such as the Variational Quantum Eigensolver…
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…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
In this paper, we analyze the convergence as well as the rate of convergence of asynchronous distributed quadratic programming (QP) with dual decomposition technique. In general, distributed optimization requires synchronization of data at…
Determinantal point processes (DPPs) enable the modeling of repulsion: they provide diverse sets of points. The repulsion is encoded in a kernel $K$ that can be seen as a matrix storing the similarity between points. The diversity comes…
We propose a versatile privacy framework for quantum systems, termed quantum pufferfish privacy (QPP). Inspired by classical pufferfish privacy, our formulation generalizes and addresses limitations of quantum differential privacy by…
Quadratic programs (QPs) arise in various domains such as machine learning, finance, and control. Recently, learning-enhanced primal-dual hybrid gradient (PDHG) methods have shown great potential in addressing large-scale linear programs;…
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…
A framework is proposed for solving general convex quadratic programs (CQPs) from an infeasible starting point by invoking an existing feasible-start algorithm tailored for inequality-constrained CQPs. The central tool is an exact penalty…