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Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…
This research concerns a type of configuration optimization problems frequently encountered in engineering design and manufacturing, where the envelope volume in space occupied by a number of components needs to be minimized along with…
Simulated annealing (SA) attracts more attention among classical heuristic algorithms because the solution of the combinatorial optimization problem can be naturally mapped to the ground state of the Ising Hamiltonian. However, in practical…
Conformation generation, also known as molecular unfolding (MU), is a crucial step in structure-based drug design, remaining a challenging combinatorial optimization problem. Quantum annealing (QA) has shown great potential for solving…
We provide a set of conditions which ensure the almost sure convergence of a class of simulated annealing algorithms on a bounded set $\mathcal{X}\subset\mathbb{R}^d$ based on a time-varying Markov kernel. The class of algorithms considered…
We propose a modified MSA algorithm on quantum annealers with applications in areas of bioinformatics and genetic sequencing. To understand the human genome, researchers compare extensive sets of these genetic sequences -- or their protein…
In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem. More precisely, we address the problem of finding a global minimizer of a function with noisy…
Finding the global minimum in a rugged potential landscape is a computationally hard task, often equivalent to relevant optimization problems. Simulated annealing is a computational technique which explores the configuration space by…
A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…
Local quantum annealing (LQA), an iterative algorithm, is designed to solve combinatorial optimization problems. It draws inspiration from QA, which utilizes adiabatic time evolution to determine the global minimum of a given objective…
Q-functions are widely used in discrete-time learning and control to model future costs arising from a given control policy, when the initial state and input are given. Although some of their properties are understood, Q-functions…
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an…
Based on the stochastic maximum principle for the partially coupled forward-backward stochastic control system (FBSCS for short), a modified method of successive approximations (MSA for short) is established for stochastic recursive optimal…
We explore the role of entanglement in adiabatic quantum optimization by performing approximate simulations of the real-time evolution of a quantum system while limiting the amount of entanglement. To classically simulate the time evolution…
We perform an in-depth comparison of quantum annealing with several classical optimisation techniques, namely thermal annealing, Nelder-Mead, and gradient descent. We begin with a direct study of the 2D Ising model on a quantum annealer,…
Stochastic approximation (SA) that involves multiple coupled sequences, known as multiple-sequence SA (MSSA), finds diverse applications in the fields of signal processing and machine learning. However, existing theoretical understandings…
We analyze the performance of simulated quantum annealing (SQA) on an optimization problem for which simulated classical annealing (SA) is provably inefficient because of a high energy barrier. We present evidence that SQA can pass through…
Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…
We propose dynamic sampled stochastic approximation (SA) methods for stochastic optimization with a heavy-tailed distribution (with finite 2nd moment). The objective is the sum of a smooth convex function with a convex regularizer.…
The alignment of biological networks has the potential to teach us as much about biology and disease as has sequence alignment. Sequence alignment can be optimally solved in polynomial time. In contrast, network alignment is $NP$-hard,…