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We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are amenable to exact copositive programming reformulations of polynomial size. These convex optimization problems are NP-hard but admit a conservative semidefinite programming (SDP) approximation that can be solved efficiently. We prove that the popular approximate S-lemma method—which is valid only in the case of continuous uncertainty—is weaker than our approximation. We also show that all results can be extended to the two-stage robust quadratic optimization setting if the problem has complete recourse. We assess the effectiveness of our proposed SDP reformulations and demonstrate their superiority over the state-of-the-art solution schemes on instances of least squares, project management, and multi-item newsvendor problems.
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Sum-of-Squares inspired Quantum Metaheuristic for Polynomial Optimization with the Hadamard Test and Approximate Amplitude Constraints
Quantum computation shows promise for addressing numerous classically intractable problems, such as optimization tasks. Many optimization problems are NP-hard, meaning that they scale exponentially with problem size and thus cannot be addressed at scale by traditional computing paradigms. The recently proposed quantum algorithm arXiv:2206.14999 addresses this challenge for some NP-hard problems, and is based on classical semidefinite programming (SDP). In this manuscript, we generalize the SDP-inspired quantum algorithm to sum-of-squares programming, which targets a broader problem set. Our proposed algorithm addresses degree- polynomial optimization problems with variables (which are representative of many NP-hard problems) using qubits, quantum measurements, and classical calculations. We apply the proposed algorithm to the prototypical Max-SAT problem and compare its performance against classical sum-of-squares, state-of-the-art heuristic solvers, and random guessing. Simulations show that the performance of our algorithm surpasses that of classical sum-of-squares after rounding. Our results further demonstrate that our algorithm is suitable for large problems and approximates the best known classical heuristics, while also providing a more generalizable approach compared to problem-specific heuristics.
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- Award ID(s):
- 2118310
- PAR ID:
- 10616071
- Publisher / Repository:
- arxiv
- Date Published:
- Journal Name:
- arXivorg
- ISSN:
- 2331-8422
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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