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We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…

Machine Learning · Computer Science 2019-12-16 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of $n$ functions over a convex…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

Machine Learning · Computer Science 2025-04-04 Mete Kemertas , Amir-massoud Farahmand , Allan D. Jepson

Motivated by some recent results of quantum control theory, we discuss the feasibility of local operator control in arrays of interacting qubits modeled as isotropic Heisenberg spin chains. Acting on one of the end spins, we aim at finding…

Quantum Physics · Physics 2018-11-13 Rahel Heule , C. Bruder , Daniel Burgarth , Vladimir M. Stojanovic

We introduce a simple, efficient and accurate nonnegative preserving numerical scheme for simulating the square-root process. The novel idea is to simulate the integrated square-root process first instead of the square-root process itself.…

Mathematical Finance · Quantitative Finance 2025-06-18 Eduardo Abi Jaber

Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…

Numerical Analysis · Mathematics 2022-02-22 Yuancheng Zhou

Local tensor methods are a class of optimization algorithms that was introduced in [Hastings,arXiv:1905.07047v2][1] as a classical analogue of the quantum approximate optimization algorithm (QAOA). These algorithms treat the cost function…

Quantum Physics · Physics 2021-05-19 Aniruddha Bapat , Stephen P. Jordan

We propose a novel algorithm, termed soft quasi-Newton (soft QN), for optimization in the presence of bounded noise. Traditional quasi-Newton algorithms are vulnerable to such perturbations. To develop a more robust quasi-Newton method, we…

Optimization and Control · Mathematics 2024-03-06 Erik Berglund , Jiaojiao Zhang , Mikael Johansson

This paper introduces a new stochastic optimization method based on the regularized Fisher information matrix (FIM), named SOFIM, which can efficiently utilize the FIM to approximate the Hessian matrix for finding Newton's gradient update…

Machine Learning · Computer Science 2024-05-02 Mrinmay Sen , A. K. Qin , Gayathri C , Raghu Kishore N , Yen-Wei Chen , Balasubramanian Raman

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

In this paper, performance evaluation of Newton-Raphson and Conjugate Gradient method has been studied in comparison to Steepest Decent method for coverage and connectivity control in backbone based wireless networks. In order to design…

Networking and Internet Architecture · Computer Science 2015-06-16 Khalid Khan , D. K. Lobiyal

We explore the use of policy gradient methods in reinforcement learning for quantum control via energy landscape shaping of XX-Heisenberg spin chains in a model agnostic fashion. Their performance is compared to finding controllers using…

Quantum Physics · Physics 2022-07-19 I. Khalid , C. A. Weidner , E. A. Jonckheere , S. G. Schirmer , F. C. Langbein

Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is not unique. We study to what extent simulation accuracy and…

Probability · Mathematics 2018-10-17 Marco Oesting , Kirstin Strokorb

Quasi-Newton methods are widely used in practise for convex loss minimization problems. These methods exhibit good empirical performance on a wide variety of tasks and enjoy super-linear convergence to the optimal solution. For large-scale…

Machine Learning · Computer Science 2015-06-10 Aurelien Lucchi , Brian McWilliams , Thomas Hofmann

Variational Quantum algorithms, especially Quantum Approximate Optimization and Variational Quantum Eigensolver (VQE) have established their potential to provide computational advantage in the realm of combinatorial optimization. However,…

Quantum Physics · Physics 2023-07-11 Dheeraj Peddireddy , Utkarsh Priyam , Vaneet Aggarwal

Proximal gradient algorithms (PGA), while foundational for inverse problems like image reconstruction, often yield unstable convergence and suboptimal solutions by violating the critical non-negativity constraint. We identify the gradient…

Machine Learning · Computer Science 2025-10-28 Hanzhang Wang , Zonglin Liu , Jingyi Xu , Chenyang Wang , Zhiwei Zhong , Qiangqiang Shen

Policy gradient methods usually rely on entropy regularization to prevent premature convergence. However, maximizing entropy indiscriminately pushes the policy towards a uniform distribution, often overriding the reward signal if not…

Machine Learning · Computer Science 2026-03-06 Luca Serfilippi , Giorgio Franceschelli , Antonio Corradi , Mirco Musolesi

We propose KFCPO, a novel Safe Reinforcement Learning (Safe RL) algorithm that combines scalable Kronecker-Factored Approximate Curvature (K-FAC) based second-order policy optimization with safety-aware gradient manipulation. KFCPO…

Machine Learning · Computer Science 2025-11-04 Joonyoung Lim , Younghwan Yoo

Planes are generally used in 3D reconstruction for depth sensors, such as RGB-D cameras and LiDARs. This paper focuses on the problem of estimating the optimal planes and sensor poses to minimize the point-to-plane distance. The resulting…

Computer Vision and Pattern Recognition · Computer Science 2022-11-22 Lipu Zhou

Distributed quantum computation is the key to high volume computation in the NISQ era. This investigation explores the key aspects necessary for the construction of a quantum network by numerically simulating the execution of the…

Quantum Physics · Physics 2024-03-25 Juan Carlos Boschero