Efficient Use of Quantum Linear System Algorithms in Interior Point Methods for Linear Optimization

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing methods, especially Quantum Interior Point Methods (QIPMs), to solve convex optimization problems, such as Linear Optimization, Semidefinite Optimization, and Second-order Cone Optimization problems. Most of them have … Read more

Linear Programming using Limited-Precision Oracles

Since the elimination algorithm of Fourier and Motzkin, many different methods have been developed for solving linear programs. When analyzing the time complexity of LP algorithms, it is typically either assumed that calculations are performed exactly and bounds are derived on the number of elementary arithmetic operations necessary, or the cost of all arithmetic operations … Read more

Solving Quadratic Programs to High Precision using Scaled Iterative Refinement

Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause inconveniences when solutions are used for rigorous reasoning. We contribute on three levels to overcome this issue. First, we present a novel refinement … Read more

Iterative Refinement for Linear Programming

We describe an iterative refinement procedure for computing extended precision or exact solutions to linear programming problems (LPs). Arbitrarily precise solutions can be computed by solving a sequence of closely related LPs with limited precision arithmetic. The LPs solved share the same constraint matrix as the original problem instance and are transformed only by modification … Read more

The Continuous Time Service Network Design Problem

Consolidation carriers transport shipments that are small relative to trailer capacity. To be cost-effective, the carrier must consolidate shipments, which requires coordinating their paths in both space and time, i.e., the carrier must solve a Service Network Design problem. Most service network design models rely on discretization of time, i.e., instead of determining the exact … Read more