Related papers: Block Coordinate Descent for Dynamic Portfolio Opt…
Verification of binary neural network (BNN) robustness is NP-hard, as it can be formulated as a combinatorial search for an adversarial perturbation that induces misclassification. Exact verification methods therefore scale poorly with…
Iterative Refinement (IR) is a classical computing technique for obtaining highly precise solutions to linear systems of equations, as well as linear optimization problems. In this paper, motivated by the limited precision of quantum…
Block-coordinate descent (BCD) is the method of choice to solve numerous large scale optimization problems, however their theoretical study for non-convex optimization, has received less attention. In this paper, we present a new…
This paper studies a distributionally robust portfolio optimization model with a cardinality constraint for limiting the number of invested assets. We formulate this model as a mixed-integer semidefinite optimization (MISDO) problem by…
Coherent Ising Machine (CIM) is a network of optical parametric oscillators that can solve large-scale combinatorial optimisation problems by finding the ground state of an Ising Hamiltonian. As a practical application of CIM, Aonishi et…
Ising Machines are emerging hardware architectures that efficiently solve NP-Hard combinatorial optimization problems. Generally, combinatorial problems are transformed into quadratic unconstrained binary optimization (QUBO) form, but this…
Analog computing using bosonic computational states is a leading approach to surpassing the computational speed and energy limitations of von Neumann architectures. But the challenges of manufacturing large-scale photonic integrated…
Zeroth-order (ZO) optimization has emerged as a promising alternative to gradient-based backpropagation methods, particularly for black-box optimization and large language model (LLM) fine-tuning. However, ZO methods often suffer from slow…
Bayesian optimization is a popular method for optimizing expensive black-box functions. Yet it oftentimes struggles in high dimensions where the computation could be prohibitively heavy. To alleviate this problem, we introduce Coordinate…
Decades of exponential scaling in high performance computing (HPC) efficiency is coming to an end. Transistor based logic in complementary metal-oxide semiconductor (CMOS) technology is approaching physical limits beyond which further…
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…
We propose digitized-counterdiabatic quantum optimization (DCQO) to achieve polynomial enhancement over adiabatic quantum optimization for the general Ising spin-glass model, which includes the whole class of combinatorial optimization…
The intractability of deterministic solutions in solving $\mathcal{NP}$-Hard Combinatorial Optimisation Problems (COP) is well reported in the literature. One mechanism for overcoming this difficulty has been the use of efficient COP…
Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…
Recent years have seen significant advances in quantum/quantum-inspired technologies capable of approximately searching for the ground state of Ising spin Hamiltonians. The promise of leveraging such technologies to accelerate the solution…
This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…
Many real-world problems are categorized as large-scale problems, and metaheuristic algorithms as an alternative method to solve large-scale problem; they need the evaluation of many candidate solutions to tackle them prior to their…
In this note, we describe an experiment on portfolio optimization using the Quadratic Unconstrained Binary Optimization (QUBO) formulation. The dataset we use is taken from a real-world problem for which a classical solution is currently…
Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…
We present analytical and numerical simulation results for squeezing, entanglement, and quantum discord in a dissipatively coupled coherent Ising machine (CIM). Both analytical solutions and numerical simulation results, which are obtained…