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Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…

Optimization and Control · Mathematics 2012-11-21 Yan-Qin Bai , Chuan-Hao Guo

There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…

Optimization and Control · Mathematics 2011-03-09 Didier Henrion , Jérôme Malick

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an…

Optimization and Control · Mathematics 2015-04-29 Shuo Han , Molei Tao , Ufuk Topcu , Houman Owhadi , Richard M. Murray

The article proposes an n-dimensional mathematical model of the visual representation of a linear programming problem. This model makes it possible to use artificial neural networks to solve multidimensional linear optimization problems,…

Optimization and Control · Mathematics 2022-08-18 Nikolay A. Olkhovsky , Leonid B. Sokolinsky

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

A Geometric programming (GP) is a type of mathematical problem characterized by objective and constraint functions that have a special form. Many methods have been developed to solve large scale engineering design GP problems. In this paper…

Data Structures and Algorithms · Computer Science 2009-12-10 Dr. A. K. Ojha , K. K. Biswal

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

Geometric programming problem is a powerful tool for solving some special type non-linear programming problems. It has a wide range of applications in optimization and engineering for solving some complex optimization problems. Many…

Data Structures and Algorithms · Computer Science 2010-03-25 A. K. Ojha , K. K. Biswal

We consider a class of multivariate recurrences frequently arising in the worst case analysis of Davis-Putnam-style exponential time backtracking algorithms for NP-hard problems. We describe a technique for proving asymptotic upper bounds…

Data Structures and Algorithms · Computer Science 2007-05-23 David Eppstein

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

In this paper we propose a subgradient algorithm for solving the equilibrium problem where the bifunction may be quasiconvex with respect to the second variable. The convergence of the algorithm is investigated. A numerical example for a…

Optimization and Control · Mathematics 2019-11-04 Le Hai Yen , Le Dung Muu

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

Optimization and Control · Mathematics 2015-08-06 Shu Wang , Yong Xia

A programmable quantum processor is a fundamental model of quantum computation. In this model, any quantum channel can be approximated by applying a fixed universal quantum operation onto an input state and a quantum `program' state, whose…

Quantum Physics · Physics 2020-05-20 Leonardo Banchi , Jason Pereira , Seth Lloyd , Stefano Pirandola

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…

Combinatorics · Mathematics 2012-06-28 Andrea Qualizza , Pietro Belotti , Francois Margot

We study quasi-exact quantum error correcting codes and quantum computation with them. A quasi-exact code is an approximate code such that it contains a finite number of scaling parameters, the tuning of which can flow it to corresponding…

Quantum Physics · Physics 2020-07-29 Dong-Sheng Wang , Guanyu Zhu , Cihan Okay , Raymond Laflamme

We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…

Optimization and Control · Mathematics 2024-12-11 Gabriela Kováčová , Birgit Rudloff

We introduce and study conic geometric programs (CGPs), which are convex optimization problems that unify geometric programs (GPs) and conic optimization problems such as semidefinite programs (SDPs). A CGP consists of a linear objective…

Optimization and Control · Mathematics 2013-10-14 Venkat Chandrasekaran , Parikshit Shah

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Multiagent Systems · Computer Science 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to…

Optimization and Control · Mathematics 2017-05-18 Jaehyun Park , Stephen Boyd