30 citations · 133 across the 24 of their papers we have counts for
26 papers
A Globally Convergent Method for Computing B-stationary Points of Mathematical Programs with Equilibrium Constraints
Armin Nurkanović, Sven Leyffer
This paper introduces a computationally efficient method that converges globally to B-stationary points of mathematical programs with equilibrium constraints (MPECs). B-stationarit…
Implementing a unified solver for nonlinearly constrained optimization
Charlie Vanaret, Sven Leyffer
SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mec…
McCormick envelopes in mixed-integer PDE-constrained optimization
Sven Leyffer, Paul Manns
McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for…
Binary Quantum Control Optimization with Uncertain Hamiltonians
Xinyu Fei, Lucas T. Brady, Jeffrey Larson +2
Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneou…
Switching Time Optimization for Binary Quantum Optimal Control
Xinyu Fei, Lucas T. Brady, Jeffrey Larson +2
Quantum optimal control is a technique for controlling the evolution of a quantum system and has been applied to a wide range of problems in quantum physics. We study a binary quan…
Robust A-Optimal Experimental Design for Bayesian Inverse Problems
Ahmed Attia, Sven Leyffer, Todd Munson
Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian i…