Robust Interior Point Method for Quantum Key Distribution Rate Computation

While the security proof method for quantum key distribution, QKD, based on the numerical key rate calculation problem, is powerful in principle, the practicality of the method is limited by computational resources and the efficiency of the underlying algorithm for convex optimization. We derive a stable reformulation of the convex nonlinear semidefinite programming, SDP, model … Read more

Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically defined, scales poorly with the dimension of the ambient space. In contrast, we here show that in a variety of concrete circumstances, … Read more

Composite optimization for robust blind deconvolution

The blind deconvolution problem seeks to recover a pair of vectors from a set of rank one bilinear measurements. We consider a natural nonsmooth formulation of the problem and show that under standard statistical assumptions, its moduli of weak convexity, sharpness, and Lipschitz continuity are all dimension independent. This phenomenon persists even when up to … Read more

Stochastic model-based minimization under high-order growth

Given a nonsmooth, nonconvex minimization problem, we consider algorithms that iteratively sample and minimize stochastic convex models of the objective function. Assuming that the one-sided approximation quality and the variation of the models is controlled by a Bregman divergence, we show that the scheme drives a natural stationarity measure to zero at the rate $O(k^{-1/4})$. … Read more

Efficiency of minimizing compositions of convex functions and smooth maps

We consider the problem of minimizing a sum of a convex function and a composition of a convex function with a smooth map. Important examples include exact penalty formulations of nonlinear programs and nonlinear least squares problems with side constraints. The basic algorithm we rely on is the well-known prox-linear method, which in each iteration … Read more