相关论文: A Robust Semidefinite Programming Approach to the …

The unconstrained binary quadratic programming (UBQP) problem is a class of problems of significant importance in many practical applications, such as in combinatorial optimization, circuit design, and other fields. The positive…

Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…

Specifying a proper input distribution is often a challenging task in simulation modeling. In practice, there may be multiple plausible distributions that can fit the input data reasonably well, especially when the data volume is not large.…

We show how to design families of operational criteria that distinguish entangled from separable quantum states. The simplest of these tests corresponds to the well-known Peres-Horodecki positive partial transpose (PPT) criterion, and the…

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…

In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…

In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightforward approach to the SISDP is to use classical methods for…

Consider recovering a rank-one tensor of size $n_1 \times \cdots \times n_d$ from exact or noisy observations of a few of its entries. We tackle this problem via semidefinite programming (SDP). We derive deterministic combinatorial…

We consider the Scenario Convex Program (SCP) for two classes of optimization problems that are not tractable in general: Robust Convex Programs (RCPs) and Chance-Constrained Programs (CCPs). We establish a probabilistic bridge from the…

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…

Many statistical learning problems have recently been shown to be amenable to Semi-Definite Programming (SDP), with community detection and clustering in Gaussian mixture models as the most striking instances [javanmard et al., 2016]. Given…

We use the language of semidefinite programming and duality to derive necessary and sufficient conditions for the optimal Lewenstein-Sanpera Decomposition (LSD) of 2-qubit states. We first provide a simple and natural derivation of the…

Super-resolution theory aims to estimate the discrete components lying in a continuous space that constitute a sparse signal with optimal precision. This work investigates the potential of recent super-resolution techniques for spectral…

We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…

Linear and nonlinear entanglement witnesses for a given bipartite quantum systems are constructed. Using single particle feasible region, a way of constructing effective entanglement witnesses for bipartite systems is provided by exact…