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Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

We propose a new algorithm for a broad class of periodic time-varying Stochastic Game-Theoretic Riccati Differential Equations arising in Zero-Sum Linear-Quadratic Stochastic Differential Games. The algorithm is constructed via dual-layer…

Numerical Analysis · Mathematics 2025-11-06 Yiyuan Wang

The problem of computing saddle points is important in certain problems in numerical partial differential equations and computational chemistry, and is often solved numerically by a minimization problem over a set of mountain passes. We…

Numerical Analysis · Mathematics 2012-11-20 Justin T. Brereton , C. H. Jeffrey Pang

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

We study the optimization of the expected long-term reward in finite partially observable Markov decision processes over the set of stationary stochastic policies. In the case of deterministic observations, also known as state aggregation,…

Optimization and Control · Mathematics 2022-11-18 Mareike Dressler , Marina Garrote-López , Guido Montúfar , Johannes Müller , Kemal Rose

We design a variational quantum algorithm to solve multi-dimensional Poisson equations with mixed boundary conditions that are typically required in various fields of computational science. Employing an objective function that is formulated…

Quantum Physics · Physics 2025-05-26 Minjin Choi , Hoon Ryu

Many real-world applications require decision-makers to assess the quality of solutions while considering multiple conflicting objectives. Obtaining good approximation sets for highly constrained many-objective problems is often a difficult…

Artificial Intelligence · Computer Science 2025-08-13 Rodrigo Lankaites Pinheiro , Dario Landa-Silva , Wasakorn Laesanklang , Ademir Aparecido Constantino

In this paper we study a new approach in optimization that aims to search a large domain D where a given function takes large, small or specific values via an iterative optimization algorithm based on the gradient. We show that the…

Optimization and Control · Mathematics 2020-05-21 Raian Noufel Lefgoum

Linear differential equations of arbitrary order with polynomial coefficients are considered. Specifically, necessary and sufficient conditions for the existence of polynomial solutions of a given degree are obtained for these equations. An…

Mathematical Physics · Physics 2011-09-27 H. Azad , A. Laradji , M. T. Mustafa

For the classical N-body problem, an approach is proposed based on the introduction of some natural in the physical sense optimization problems of mathematical programming for finding a conditional minimum for the characteristics of the…

Dynamical Systems · Mathematics 2023-07-26 Igor Pavlov

We present a classical algorithm to find approximate solutions to instances of quadratic unconstrained binary optimisation. The algorithm can be seen as an analogue of quantum annealing under the restriction of a product state space, where…

Quantum Physics · Physics 2023-02-14 Joseph Bowles , Alexandre Dauphin , Patrick Huembeli , José Martinez , Antonio Acín

We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…

Optimization and Control · Mathematics 2026-05-19 Eduardo Casas , Mariano Mateos

In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly…

Optimization and Control · Mathematics 2025-10-20 Stephen J. Wright

We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result,…

Optimization and Control · Mathematics 2025-03-11 Albert S. Berahas , Jiahao Shi , Baoyu Zhou

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

We present a method of discovering governing differential equations from data without the need to specify a priori the terms to appear in the equation. The input to our method is a dataset (or ensemble of datasets) corresponding to a…

Computational Engineering, Finance, and Science · Computer Science 2019-11-12 Steven Atkinson , Waad Subber , Liping Wang , Genghis Khan , Philippe Hawi , Roger Ghanem

We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…

Optimization and Control · Mathematics 2026-04-01 Frank de Meijer , Veronica Piccialli , Renata Sotirov , Antonio M. Sudoso

In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

Numerical Analysis · Mathematics 2021-01-26 Dang Quang A , Dang Quang Long

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv