arXiv subjects

Stefano Cipolla

Publications and source records attributed to Stefano Cipolla.

14 recordsLinked to original sources

arXiv2026

A Barrier Primal Dual Hybrid Gradient Method for Solving Linear Programming Problems

Primal Dual Hybrid Gradient (PDHG) method has been verified to exhibit a two stage convergence behavior, in which a prolonged active set identification phase may be a major issue of slow convergence. In this paper, we propose Barrier PDHG (BPDHG), a nested algorithm which incorporates a logarithmic barrier function into the PDHG framework to alleviate this problem. We first establish convergence of the inner iterations, derive an error bound for the corresponding inner problem. Then we prove that the outer sequence generated by BPDHG approaches the optimal solution set of the LP problem we considered. Furthermore, we integrate the barrier technique into the {Primal Dual Linear Programming} (PDLP) framework to develop the corresponding Barrier PDLP (BPDLP) method. Numerical experiments show that the barrier modification can alleviate prolonged plateaus in the KKT residual on selected instances. We also investigate an empirical instance-dependent indicator for identifying LP problems on which BPDLP is more likely to outperform PDLP.

math.OC↗

arXiv2026

A single loop method for quadratic minmax optimization

We consider a quadratic minmax problem with coupled inner constraints and propose a method to compute a class of stationary points. To motivate the need to compute such stationary points, we first show that they are meaningful, in the sense that they can be locally optimal for our problem under suitable{non-degeneracy} conditions. Then based on a suitable log barrier function, we build an infeasible interior point-type {single loop method} (which does not explicitly distinguish between the outer and inner problem) and prove that a non-degenerate stationary point is an attraction point as the algorithm moves along the designed central path. We show in particular that our method is polynomial in the special case where the inner feasible set of our constrained minmax problem is independent from outer variables. Our numerical experiments, on both synthetic data and a class of min-cost flow problems, showcase the behavior of our method and how it outperforms existing algorithms from the literature in terms of the quality of the computed stationary points.

math.OC↗

arXiv2026

Pauli-Sparse regularised Counterdiabatic Shortcuts for Linear-Ramp QAOA

Combinatorial optimization is a leading target for quantum algorithms, but finite-depth QAOA can suffer from strong diabatic errors when the interpolation Hamiltonian has small, or exponentially small, spectral gaps. We propose a Pauli-sparse counterdiabatic extension of linear-ramp QAOA based on the regularised adiabatic gauge potential \[ \bigl(\mathcal L_H^2+\eta I\bigr)A_\lambda^{(\eta)} = -\mathrm{i}\mathcal L_H(\partial_\lambda H), \qquad \mathcal L_H(X)=[H,X]. \] Instead of computing a dense AGP, we solve this equation approximately by an inexact conjugate-gradient method in Pauli coordinates, truncating the Pauli expansion during the iteration to obtain a gate-budget-aware set of implementable rotations. The selected support is then improved by a Galerkin refit and certified by an a posteriori residual bound. The regularization parameter $\eta$ acts as an energy-resolution scale: it suppresses transitions below $\sqrt{\eta}$ while retaining larger-gap transitions. Thus, the method can avoid resolving exponentially small splittings inside a low-energy solution manifold while reducing leakage away from it. Numerical experiments on Ferromagnetic Chain (FC) and perturbed FC--MaxCut/MarketSplit instances show that the resulting LR-CD-QAOA ansatz improves approximation ratios over the uncorrected linear ramp, especially in regimes where LR-QAOA remains far from the optimum. Overall, the proposed regularized LR-CD-QAOA framework substantially broadens the practical applicability of QAOA to QUBO optimization by improving its robustness across heterogeneous problem landscapes, including instances with near-degenerate low-energy structures and small spectral gaps.

quant-ph↗

arXiv2026

Nearest Reversible Markov Chains with Sparsity Constraints: An Optimization Approach

Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones with minimal modification. We formulate this task as a matrix nearness problem and focus on the practically relevant case of sparse transition matrices. The resulting optimization problem is a quadratic programming problem, and numerical experiments illustrate the effectiveness of the approach. This framework provides a principled way to enforce reversibility and sparsity patterns in Markov chains with applications in MCMC, computational chemistry, and data-driven modeling.

math.NA↗

arXiv2025

Anderson Accelerated Primal-Dual Hybrid Gradient for solving LP

We present the Anderson Accelerated Primal--Dual Hybrid Gradient (AA-PDHG), a fixed-point-based framework that integrates Anderson Acceleration into the PDHG method for solving linear programming (LP) problems. A central motivation is to investigate whether Anderson Acceleration, which systematically exploits multi-step historical information, can serve as a viable alternative to the restart strategy for PDHG. We establish the global convergence of AA-PDHG under a safeguard condition and propose a filtered variant (FAA-PDHG) that enforces the uniform boundedness of the coefficient matrix through angle and length filtering, thereby providing a rigorous convergence guarantee. Numerical experiments on LP instances derived from MIPLIB 2017 demonstrate that both AA-PDHG and FAA-PDHG deliver significant speedups over vanilla PDHG. On pre-solved MIPLIB instances, AA-PDHG is the fastest method on about 70% of the benchmark when neither method uses primal-weight updates, and remains competitive when both AA-PDHG and restart PDHG use their respective primal-weight update strategies, establishing Anderson Acceleration as a competitive alternative to the restart mechanism.

math.OC↗

arXiv2025

A column generation approach to exact experimental design

In this work, we address the exact D-optimal experimental design problem by proposing an efficient algorithm that rapidly identifies the support of its continuous relaxation. Our method leverages a column generation framework to solve such a continuous relaxation, where each restricted master problem is tackled using a Primal-Dual Interior-Point-based Semidefinite Programming solver. This enables fast and reliable detection of the design's support. The identified support is subsequently used to construct a feasible exact design that is provably close to optimal. We show that, for large-scale instances in which the number of regression points exceeds by far the number of experiments, our approach achieves superior performance compared to existing branch-and-bound-based algorithms in both computational efficiency and solution quality.

math.OC↗

arXiv2024

Enforcing Katz and PageRank Centrality Measures in Complex Networks

We investigate the problem of enforcing a desired centrality measure in complex networks, while still keeping the original pattern of the network. Specifically, by representing the network as a graph with suitable nodes and weighted edges, we focus on computing the smallest perturbation on the weights required to obtain a prescribed PageRank or Katz centrality index for the nodes. Our approach relies on optimization procedures that scale with the number of modified edges, enabling the exploration of different scenarios and altering network structure and dynamics.

physics.soc-ph↗

arXiv2023

A regularized Interior Point Method for sparse Optimal Transport on Graphs

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to solve large scale OT problems on sparse graphs using a bespoke IPM algorithm able to suitably exploit primal-dual regularization in order to enforce scalability. Indeed, the authors prove that the introduction of the regularization allows to use sparsified versions of the normal Newton equations to inexpensively generate IPM search directions. A detailed theoretical analysis is carried out showing the polynomial convergence of the inner algorithm in the proposed computational framework. Moreover, the presented numerical results showcase the efficiency and robustness of the proposed approach when compared to network simplex solvers.

math.OC↗

arXiv2022

Proximal stabilized Interior Point Methods for quadratic programming and low-frequency-updates preconditioning techniques

In this work, in the context of Linear and Quadratic Programming, we interpret Primal Dual Regularized Interior Point Methods (PDR-IPMs) in the framework of the Proximal Point Method. The resulting Proximal Stabilized IPM (PS-IPM) is strongly supported by theoretical results concerning convergence and the rate of convergence, and can handle degenerate problems. Moreover, in the second part of this work, we analyse the interactions between the regularization parameters and the computational foot-print of the linear algebra routines used to solve the Newton linear systems. In particular, when these systems are solved using an iterative Krylov method, we propose general purpose preconditioners which, exploiting the regularization and a new rearrangement of the Schur complement, remain attractive for a series of subsequent IPM iterations. Therefore they need to be recomputed only in a fraction of the total IPM iterations. The resulting regularized second order methods, for which low-frequency-updates of the preconditioners are allowed, pave the path for an alternative third way in-between first and second order methods.

math.OC↗

arXiv2021

Shanks and Anderson-type acceleration techniques for systems of nonlinear equations

This paper examines a number of extrapolation and acceleration methods, and introduces a few modifications of the standard Shanks transformation that deal with general sequences. One of the goals of the paper is to lay out a general framework that encompasses most of the known acceleration strategies. The paper also considers the Anderson Acceleration method under a new light and exploits a connection with quasi-Newton methods, in order to establish local linear convergence results of a stabilized version of Anderson Acceleration method. The methods are tested on a number of problems, including a few that arise from nonlinear Partial Differential Equations.

math.NA↗

arXiv2021

Random multi-block ADMM: an ALM based view for the QP case

Embedding randomization procedures in the Alternating Direction Method of Multipliers (ADMM) has recently attracted an increasing amount of interest as a remedy to the fact that the direct multi-block generalization of ADMM is not necessarily convergent. Even if, in practice, the introduction of such techniques could \textit{mitigate} the diverging behaviour of the multi-block extension of ADMM, from the theoretical point of view, it can ensure just the \textit{convergence in expectation}, which may not be a good indicator of its robustness and efficiency. In this work, analysing the strongly convex quadratic programming case, we interpret the block Gauss-Seidel sweep performed by the multi-block ADMM in the context of the inexact Augmented Lagrangian Method. Using the proposed analysis, we are able to outline an alternative technique to those present in literature which, supported from stronger theoretical guarantees, is able to ensure the convergence of the multi-block generalization of the ADMM method.

math.OC↗

arXiv2020

Nonlocal PageRank

In this work we introduce and study a nonlocal version of the PageRank. In our approach, the random walker explores the graph using longer excursions than just moving between neighboring nodes. As a result, the corresponding ranking of the nodes, which takes into account a \textit{long-range interaction} between them, does not exhibit concentration phenomena typical of spectral rankings which take into account just local interactions. We show that the predictive value of the rankings obtained using our proposals is considerably improved on different real world problems.

cs.SI↗

arXiv2019

Shifted and extrapolated power methods for tensor $\ell^p$-eigenpairs

This work is concerned with the computation of $\ell^p$-eigenvalues and eigenvectors of square tensors with $d$ modes. In the first part we propose two possible shifted variants of the popular (higher-order) power method %for the computation of $\ell^p$-eigenpairs proving the convergence of both the schemes to the Perron $\ell^p$-eigenvector of the tensor, and the maximal corresponding $\ell^p$-eigenvalue, when the tensor is entrywise nonnegative and $p$ is strictly larger than the number of modes. Then, motivated by the slow rate of convergence that the proposed methods achieve for certain real-world tensors, when $p\approx d$, the number of modes, in the second part we introduce an extrapolation framework based on the simplified topological $\varepsilon$-algorithm to efficiently accelerate the shifted power sequences. Numerical results on synthetic and real world problems show the improvements gained by the introduction of the shifting parameter and the efficiency of the acceleration technique.

math.NA↗

arXiv2019

Extrapolation Methods for fixed-point Multilinear PageRank computations

Nonnegative tensors arise very naturally in many applications that involve large and complex data flows. Due to the relatively small requirement in terms of memory storage and number of operations per step, the (shifted) higher-order power method is one of the most commonly used technique for the computation of positive Z-eigenvectors of this type of tensors. However, unlike the matrix case, the method may fail to converge even for irreducible tensors. Moreover, when it converges, its convergence rate can be very slow. These two drawbacks often make the computation of the eigenvectors demanding or unfeasible for large problems. In this work we consider a particular class of nonnegative tensors associated to the multilinear PageRank modification of higher-order Markov chains. Based on the simplified topological $ε$-algorithm in its restarted form, we introduce an extrapolation-based acceleration of power method type algorithms, namely the shifted fixed-point method and the inner-outer method. The accelerated methods show remarkably better performance, with faster convergence rates and reduced overall computational time. Extensive numerical experiments on synthetic and real-world datasets demonstrate the advantages of the introduced extrapolation techniques.

math.NA↗