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In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…
Implementing general functions of operators is a powerful tool in quantum computation. It can be used as the basis for a variety of quantum algorithms including matrix inversion, real and imaginary-time evolution, and matrix powers. Quantum…
The paper addresses the study and applications of a broad class of extended-real-valued functions, known as optimal value or marginal functions, which are frequently appeared in variational analysis, parametric optimization, and a variety…
A gradient recovery operator based on projecting the discrete gradient onto the standard finite element space is considered. We use an oblique projection, where the test and trial spaces are different, and the bases of these two spaces form…
Computing the gradient of a function provides fundamental information about its behavior. This information is essential for several applications and algorithms across various fields. One common application that require gradients are…
This paper establishes the basis of the quaternionic differential geometry ($\mathbbm H$DG) initiated in a previous article. The usual concepts of curves and surfaces are generalized to quaternionic constraints, as well as the curvature and…
In this paper, we consider the problem of solving a constrained system of nonlinear equations. We propose an algorithm based on a combination of the Newton and conditional gradient methods, and establish its local convergence analysis. Our…
We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…
An important method to optimize a function on standard simplex is the active set algorithm, which requires the gradient of the function to be projected onto a hyperplane, with sign constraints on the variables that lie in the boundary of…
The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for…
Neural networks are widely used to approximate unknown functions in control. A common neural network architecture uses a single hidden layer (i.e. a shallow network), in which the input parameters are fixed in advance and only the output…
In mathematical physics, the gradient operator with nonconstant coefficients encompasses various models, including Fourier's law for heat propagation and Fick's first law, that relates the diffusive flux to the gradient of the…
Sparse optimization receives increasing attention in many applications such as compressed sensing, variable selection in regression problems, and recently neural network compression in machine learning. For example, the problem of…
Motivated by the general problem of extending the classical theory of holomorphic functions of a complex variable to the case of quater- nion functions, we give a notion of an H-derivative for functions of one quaternion variable. We show…
Optimization of unitary transformations in Variational Quantum Algorithms benefits highly from efficient evaluation of cost function gradients with respect to amplitudes of unitary generators. We propose several extensions of the…
Before we proposed an algebraic technics for the Hamiltonian approach to the evolution systems of partial differential equations, including systems with constraints. Here we further develop this approach and present the defining system of…
We present a spectral analysis for matrix scaling and operator scaling. We prove that if the input matrix or operator has a spectral gap, then a natural gradient flow has linear convergence. This implies that a simple gradient descent…
Quaternions are an important tool to describe the orientation of a molecule. This paper considers the use of quaternions in matching two conformations of a molecule, in interpolating rotations, in performing statistics on orientational…
We revisit first-order optimization under local information constraints such as local privacy, gradient quantization, and computational constraints limiting access to a few coordinates of the gradient. In this setting, the optimization…
We derive one-point functions of the loop operators of Hermitian matrix-chain models at finite $N$ in terms of differential operators acting on the partition functions. The differential operators are completely determined by recursion…