Related papers: Modified Newton-Raphson GRAPE methods for optimal …
We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…
In a recent work, we introduced the foundations of an orthogonally constrained complete active space self-consistent field (OC-CASSCF) framework that produces state-specific molecular orbitals for mutually orthogonal multiconfigurational…
Analysis of pipe networks involves computing flow rates and pressure differences on pipe segments in the network, given the external inflow/outflow values. This analysis can be conducted using iterative methods, among which the algorithms…
Second-order optimization methods offer superior convergence rates but are often bottlenecked by the wall-clock cost of Hessian computation and factorization. In the moderate-dimensional regime where the full Hessian fits in memory,…
Recently, there has been a surge of interest in designing variants of the classical Newton-CG in which the Hessian of a (strongly) convex function is replaced by suitable approximations. This is mainly motivated by large-scale finite-sum…
Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…
In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…
Since 2005 there has been a huge growth in the use of engineered control pulses to perform desired quantum operations in systems such as NMR quantum information processors. These approaches, which build on the original gradient ascent pulse…
The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how…
In this paper we propose a unified two-phase scheme for convex optimization to accelerate: (1) the adaptive cubic regularization methods with exact/inexact Hessian matrices, and (2) the adaptive gradient method, without any knowledge of the…
This paper addresses the multi-faceted problem of robot grasping, where multiple criteria may conflict and differ in importance. We introduce a probabilistic framework, Grasp Ranking and Criteria Evaluation (GRaCE), which employs…
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…
In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…
We report an efficient algorithm using density fitting for the relativistic complete active space self-consistent field (CASSCF) method, which is significantly more stable than the algorithm previously reported by one of the authors [J. E.…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
In astrophysics numerical star cluster simulations and hydrodynamical methods like SPH require computational performance in the petaflop range. The GRAPE family of ASIC-based accelerators improves the cost-performance ratio compared to…
Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian…
In this paper, we investigate the convergence behavior of the Accelerated Newton Proximal Extragradient (A-NPE) method when employing inexact Hessian information. The exact A-NPE method was the pioneer near-optimal second-order approach,…
This paper proposes a new hybrid algorithm, combining FA, SSO, and the N-R method to accelerate convergence towards global optima, named the Hybrid Firefly Algorithm and Sperm Swarm Optimization with Newton-Raphson (HFASSON). The…
Economic Model Predictive Control (EMPC) has recently become popular because of its ability to control constrained nonlinear systems while explicitly optimizing a prescribed performance criterion. Large performance gains have been reported…