An Algorithm for Unconstrained Quadratically Penalized Convex Optimization [PDF]
A descent algorithm, "Quasi-Quadratic Minimization with Memory" (QQMM), is proposed for unconstrained minimization of the sum, $F$, of a non-negative convex function, $V$, and a quadratic form. Such problems come up in regularized estimation in machine learning and statistics. In addition to values of $F$, QQMM requires the (sub)gradient of $V$.
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Robust optimisation of unconstrained binary quadratic problems
In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are motivated to find robust, or stable, solutions because of the uncertainty inherent in the big data origins of Q and ...
Mark W. Lewis +2 more
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A Multilevel Algorithm for Large Unconstrained Binary Quadratic Optimization [PDF]
The unconstrained binary quadratic programming (UBQP) problem is a general NP-hard problem with various applications. In this paper, we present a multilevel algorithm designed to approximate large UBQP instances. The proposed multilevel algorithm is composed of a backbone-based coarsening phase, an asymmetric uncoarsening phase and a memetic refinement
Yang Wang 0030 +3 more
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A novel hybrid backtracking search optimization algorithm for continuous function optimization [PDF]
Stochastic optimization algorithm provides a robust and efficient approach for solving complex real world problems. Backtracking Search Optimization Algorithm (BSA) is a new stochastic evolutionary algorithm and the aim of this paper is to introduce a ...
Sukanta Nama, Apu Kumar Saha
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Quantum Algorithms for Mixed Binary Optimization Applied to Transaction Settlement
In this article, we extend variational quantum optimization algorithms for quadratic unconstrained binary optimization problems to the class of mixed binary optimization problems.
Lee Braine +3 more
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On the Complexity of Local Search in Unconstrained Quadratic Binary Optimization [PDF]
Minor update in 2016: simplified ...
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Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking [PDF]
The approach to increase efficiency of Gill and Murray's algorithm of Newtonian methods of unconstrained optimization with step adjustment creation is offered, rests on Choleskys factorization.
Gennadiy Anatolievich Zelenkov +1 more
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Exploiting Hardware and Software Advances for Quadratic Models of Wind Farm Layout Optimization
A key aspect of the design of a wind farm is the wind farm layout optimization (WFLO) problem: given a wind farm site and information about the wind patterns, the problem is to decide the location of individual wind turbines to maximize energy production
Arik Senderovich +3 more
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Practical Implementation of Unconstrained Optimization Methods Tested on Quadratic Functions [PDF]
In this work we give a detailed look to the Practical implementation of unconstrained optimization tested on quadratic functions. Section (1) speak about the theory of optimization problems, introduce definitions and theorems of linear programming ...
El Siddieg, Awatif M. A.
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Physics-Inspired Optimization for Quadratic Unconstrained Problems Using a Digital Annealer
The Fujitsu Digital Annealer is designed to solve fully connected quadratic unconstrained binary optimization (QUBO) problems. It is implemented on application-specific CMOS hardware and currently solves problems of up to 1,024 variables.
Maliheh Aramon +7 more
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