相关论文: A Partially Feasible Distributed SQO Method for Tw…

Conventional wisdom in composite optimization suggests augmented Lagrangian dual ascent (ALDA) in Peaceman-Rachford splitting (PRS) methods for dual feasibility. However, ALDA may fail when the primal iterate is a local minimum, a…

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…

Solving combinatorial optimization problems of the kind that can be codified by quadratic unconstrained binary optimization (QUBO) is a promising application of quantum computation. Some problems of this class suitable for practical…

We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents are represented by non-convex mixed-integer quadratically constrained quadratic programming (MIQCQP)…

In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…

This paper provides an overview, analysis, and comparison of second-order dynamic optimization algorithms, i.e., constrained Differential Dynamic Programming (DDP) and Sequential Quadratic Programming (SQP). Although a variety of these…

We present a distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…

This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…

Quantum approximate optimization algorithm (QAOA) has shown promise in solving combinatorial optimization problems by providing quantum speedup on near-term gate-based quantum computing systems. However, QAOA faces challenges for…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…

Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly questioned, especially in large-scale applications where…

This paper proposes a novel combination of constraint encoding methods for the Quantum Approximate Optimization Ansatz (QAOA). Real-world optimization problems typically consist of multiple types of constraints. To solve these optimization…

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Concerning huge-scale aggregative convex programming of a linear objective subject to the affine constraints of equality and inequality and the quadratic constraints of inequality, convex and aggregatively computable, an algorithm is…

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

This paper presents a real-time computational framework for multi-node distributed optimization by extending the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Our approach integrates adjoint sequential…