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In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a…
In this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…
Quantum annealing (QA) has been proposed as a quantum enhanced optimization heuristic exploiting tunneling. Here, we demonstrate how finite range tunneling can provide considerable computational advantage. For a crafted problem designed to…
We propose a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
Scenario-based stochastic optimal control problems suffer from the curse of dimensionality as they can easily grow to six and seven figure sizes. First-order methods are suitable as they can deal with such large-scale problems, but may fail…
A novel method for robust estimation, called Graph-Cut RANSAC, GC-RANSAC in short, is introduced. To separate inliers and outliers, it runs the graph-cut algorithm in the local optimization (LO) step which is applied when a so-far-the-best…
Representing a control system as a Service-Oriented Architecture (SOA)-referred to as Service-Oriented Model-Based Control (SOMC)-enables runtime-flexible composition of control loop elements. This paper presents a framework that optimizes…
We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…
The XZZX code is a variant of the surface code tailored to address biased noise in realistic quantum devices. We propose a simulated annealing (SA) decoder for the XZZX code. Our SA decoder is amenable to parallelization because its MCMC…
We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…
This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…
Sparse subspace clustering (SSC) is one of the current state-of-the-art methods for partitioning data points into the union of subspaces, with strong theoretical guarantees. However, it is not practical for large data sets as it requires…
This short tutorial provides an introduction to the Quantum Approximation Optimization Algorithm (QAOA). Specifically, how to use QAOA with the Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm to solve the Max-Cut…
Security-Constrained Unit Commitment (SCUC) is a fundamental problem in power systems and electricity markets. In practical settings, SCUC is repeatedly solved via Mixed-Integer Linear Programming, sometimes multiple times per day, with…
Stochastic computing (SC) is a high density, low-power computation technique which encodes values as unary bitstreams instead of binary-encoded (BE) values. Practical SC implementations require deterministic or pseudo-random number…
Solving linear systems of polynomial equations is a ubiquitous problem in both mathematics and physics. The standard approach, Gaussian elimination, scales cubically with system size and often constitutes a computational bottleneck. The…
In this work, we present a novel technique for GPU-accelerated Boolean satisfiability (SAT) sampling. Unlike conventional sampling algorithms that directly operate on conjunctive normal form (CNF), our method transforms the logical…
Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…
Quantum-classical hybrid algorithms offer a promising strategy for tackling computationally challenging problems, such as the maximum independent set (MIS) problem that plays a crucial role in areas like network design and data analysis.…