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In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
Quantum computing has emerged as a promising alternative for solving combinatorial optimization problems. The standard approach for encoding optimization problems on quantum processing units (QPUs) involves transforming them into their…
We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…
The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…
We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…
Quadratically constrained quadratic programming (QCQP) has long been recognized as a computationally challenging problem, particularly in large-scale or high-dimensional settings where solving it directly becomes intractable. The complexity…
We propose a quantum-assisted framework for solving constrained finite-horizon nonlinear optimal control problems using a barrier Sequential Quadratic Programming (SQP) approach. Within this framework, a quantum subroutine is incorporated…
We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…
Many problems of interest in computer vision can be formulated as a problem of finding consistent correspondences between two feature sets. Feature correspondence (matching) problem with one-to-one mapping constraint is usually formulated…
Integer Linear Programming (ILP) has a broad range of applications in various areas of artificial intelligence. Yet in spite of recent advances, we still lack a thorough understanding of which structural restrictions make ILP tractable.…
We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with 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…
We propose a feasible active set method for convex quadratic programming problems with non-negativity constraints. This method is specifically designed to be embedded into a branch-and-bound algorithm for convex quadratic mixed integer…
Resilience is one of the key algorithmic problems underlying various forms of reverse data management (such as view maintenance, deletion propagation, and various interventions for fairness): What is the minimal number of tuples to delete…
Quasi-threshold graphs are $\{C_4, P_4\}$-free graphs, i.e., they do not contain any cycle or path of four nodes as an induced subgraph. We study the $\{C_4, P_4\}$-free editing problem, which is the problem of finding a minimum number of…
We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The…
The Standard Quadratic optimization Problem (StQP), arguably the simplest among all classes of NP-hard optimization problems, consists of extremizing a quadratic form (the simplest nonlinear polynomial) over the standard simplex (the…
Integer programming (IP) is an NP-hard combinatorial optimization problem that is widely used to represent a diverse set of real-world problems spanning multiple fields, such as finance, engineering, logistics, and operations research. It…
Quadratic cone programs are rapidly becoming the standard canonical form for convex optimization problems. In this paper we address the question of differentiating the solution map for such problems, generalizing previous work for linear…
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…