Related papers: Modified Newton-Raphson GRAPE methods for optimal …

We consider variants of a recently-developed Newton-CG algorithm for nonconvex problems \citep{royer2018newton} in which inexact estimates of the gradient and the Hessian information are used for various steps. Under certain conditions on…

We consider subspace transfer within the time-dependent one-dimensional quantum transverse Ising model, with random nearest-neighbor interactions and a transverse field. We run numerical simulations using a variational approach and the…

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

This Ph.D. thesis explores approximations and regularity for the Heston stochastic volatility model through three interconnected works. The first work focuses on developing high-order weak approximations for the Cox-Ingersoll-Ross (CIR)…

Optimizing industrial processes often involves gray-box models that couple algebraic glass-box equations with black-box components lacking analytic derivatives. Such systems challenge derivative-based solvers. The classical trust-region…

We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…

The past decade has demonstrated increasing interests in using optimal control based methods within coherent quantum controllable systems. The versatility of such methods has been demonstrated with particular elegance within nuclear…

In this paper, we introduce a neural network to generate optimal control pulses for general single-qubit quantum logic gates, within a Nuclear Magnetic Resonance (NMR) quantum computer. By utilizing a neural network, we can efficiently…

Trust-region (TR) and adaptive regularization using cubics (ARC) have proven to have some very appealing theoretical properties for non-convex optimization by concurrently computing function value, gradient, and Hessian matrix to obtain the…

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…

A novel dynamical inertial Newton system, which is called Hessian-driven Nesterov accelerated gradient (H-NAG) flow is proposed. Convergence of the continuous trajectory are established via tailored Lyapunov function, and new first-order…

We consider the problem of control in the setting of reinforcement learning (RL), where model information is not available. Policy gradient algorithms are a popular solution approach for this problem and are usually shown to converge to a…

We develop new approximate compilation schemes that significantly reduce the expense of compiling the Quantum Approximate Optimization Algorithm (QAOA) for solving the Max-Cut problem. Our main focus is on compilation with trapped-ion…

Stochastic second-order methods achieve fast local convergence in strongly convex optimization by using noisy Hessian estimates to precondition the gradient. However, these methods typically reach superlinear convergence only when the…

We consider the task of designing sparse control laws for large-scale systems by directly minimizing an infinite horizon quadratic cost with an $\ell_1$ penalty on the feedback controller gains. Our focus is on an improved algorithm that…

This paper introduces a new algorithm for trajectory optimization, Decoupled Reduced-space and Adaptive Feasibility-repair Trajectory Optimization (DRAFTO). It first constructs a constrained objective that accounts for smoothness, safety,…

We present an efficient quasi-Newton orbital solver optimized to reduce the number of gradient (Fock matrix) evaluations. The solver optimizes orthogonal orbitals by sequences of unitary rotations generated by the (preconditioned)…

This paper provides a self-contained, from-scratch, exposition of key algorithms for instruction tuning of models: SFT, Rejection Sampling, REINFORCE, Trust Region Policy Optimization (TRPO), Proximal Policy Optimization (PPO), Group…

Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…