相关论文: Block Coordinate Descent for Dynamic Portfolio Opt…

Quantum computing holds significant potential to accelerate machine learning algorithms, especially in solving optimization problems like those encountered in Support Vector Machine (SVM) training. However, current QUBO-based Quantum SVM…

Finding the ground state of Ising spin glasses is notoriously difficult due to disorder and frustration. Often, this challenge is framed as a combinatorial optimization problem, for which a common strategy employs simulated annealing, a…

Non-commutative polynomial optimization (NPO) problems seek to minimize the state average of a polynomial of some operator variables, subject to polynomial constraints, over all states and operators, as well as the Hilbert spaces where…

We propose and analyze a block coordinate descent proximal algorithm (BCD-prox) for simultaneous filtering and parameter estimation of ODE models. As we show on ODE systems with up to d=40 dimensions, as compared to state-of-the-art…

The block coordinate descent (BCD) method is widely used for minimizing a continuous function f of several block variables. At each iteration of this method, a single block of variables is optimized, while the remaining variables are held…

This paper proposes a hybrid quantum-classical algorithm to solve a fundamental power system problem called unit commitment (UC). The UC problem is decomposed into a quadratic subproblem, a quadratic unconstrained binary optimization (QUBO)…

Quantum error correction is one of the most important milestones for realization of large-scale quantum computation. To achieve this, it is essential not only to integrate a large number of qubits with high fidelity, but also to build a…

In large language model (LLM)-based recommendation systems, direct preference optimization (DPO) effectively aligns recommendations with user preferences, requiring multi-negative objective functions to leverage abundant implicit-feedback…

Quantum computers must be able to function in the presence of decoherence. The simplest strategy for decoherence reduction is dynamical decoupling (DD), which requires no encoding overhead and works by converting quantum gates into…

The recent emergence of novel computational devices, such as adiabatic quantum computers, CMOS annealers, and optical parametric oscillators, present new opportunities for hybrid-optimization algorithms that are hardware accelerated by…

The last couple of years have seen an emergence of physics-inspired computing for maximum likelihood MIMO detection. These methods involve transforming the MIMO detection problem into an Ising minimization problem, which can then be solved…

Nonsmooth composite optimization with orthogonality constraints has a wide range of applications in statistical learning and data science. However, this problem is challenging due to its nonsmooth objective and computationally expensive…

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

Variational quantum algorithms have been advocated as promising candidates to solve combinatorial optimization problems on near-term quantum computers. Their methodology involves transforming the optimization problem into a quadratic…

We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…

With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…

This paper describes the Conic Operator Splitting Method (COSMO) solver, an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between…

This paper presents key enhancements to our previous work~\cite{naghmouchi2024mixed} on a hybrid Benders decomposition (HBD) framework for solving mixed integer linear programs (MILPs). In our approach, the master problem is reformulated as…

This article presents a powerful algorithmic framework for big data optimization, called the Block Successive Upper bound Minimization (BSUM). The BSUM includes as special cases many well-known methods for analyzing massive data sets, such…

Recent advances in quantum computing and the increasing availability of quantum hardware have substantially enhanced the practical relevance of quantum approaches to discrete optimization. Among these, the Quadratic Unconstrained Binary…