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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…

Optimization and Control · Mathematics 2024-11-12 Ruichen Jiang , Michał Dereziński , Aryan Mokhtari

Simulating the time evolution of a physical system at quantum mechanical levels of detail -- known as Hamiltonian Simulation (HS) -- is an important and interesting problem across physics and chemistry. For this task, algorithms that run on…

In a Hilbert space setting, for convex optimization, we analyze the convergence rate of a class of first-order algorithms involving inertial features. They can be interpreted as discrete time versions of inertial dynamics involving both…

Optimization and Control · Mathematics 2020-11-09 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

Several Artificial Intelligence based heuristic and metaheuristic algorithms have been developed so far. These algorithms have shown their superiority towards solving complex problems from different domains. However, it is necessary to…

Optimization and Control · Mathematics 2022-12-08 Ishaan R Kale , Anand J Kulkarni , Efren Mezura-Montes

The general procedure underlying Hartree-Fock and Kohn-Sham density functional theory calculations consists in optimizing orbitals for a self-consistent solution of the Roothaan-Hall equations in an iterative process. It is often ignored…

Chemical Physics · Physics 2017-03-16 Alain C. Vaucher , Markus Reiher

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

This paper is concerned with finding an optimal algorithm for minimizing a composite convex objective function. The basic setting is that the objective is the sum of two convex functions: the first function is smooth with up to the d-th…

Optimization and Control · Mathematics 2020-04-20 Bo Jiang , Haoyue Wang , Shuzhong Zhang

Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…

Optimization and Control · Mathematics 2022-02-01 Dinesh Singh , Hardik Tankaria , Makoto Yamada

We propose a state-averaged orbital optimization scheme for improving the accuracy of excited states of the electronic structure Hamiltonian for use on near-term quantum computers. Instead of parameterizing the orbital rotation operator in…

Chemical Physics · Physics 2024-04-09 Joel Bierman , Yingzhou Li , Jianfeng Lu

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

Optimization and Control · Mathematics 2022-11-29 Sen Na , Michał Dereziński , Michael W. Mahoney

Combinatorial optimization is a promising area for achieving quantum speedup. Quantum approximate optimization algorithm (QAOA) is designed to search for low-energy states of the Ising model, which correspond to near-optimal solutions of…

Quantum Physics · Physics 2025-10-14 Tatsuhiko Shirai , Nozomu Togawa

In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…

Optimization and Control · Mathematics 2025-04-08 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Chenyu Xue , Yinyu Ye

This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method for solving smooth nonconvex composite optimization problems with nonlinear $\cal K$-convex constraints, i.e., the constraints are convex with respect to…

Optimization and Control · Mathematics 2022-07-06 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

We study the efficiency of algorithms simulating a system evolving with Hamiltonian $H=\sum_{j=1}^m H_j$. We consider high order splitting methods that play a key role in quantum Hamiltonian simulation. We obtain upper bounds on the number…

Quantum Physics · Physics 2010-10-12 Anargyros Papageorgiou , Chi Zhang

In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…

Optimization and Control · Mathematics 2017-10-17 Saeed Ghadimi , Han Liu , Tong Zhang

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are…

Machine Learning · Computer Science 2017-12-21 Huishuai Zhang , Caiming Xiong , James Bradbury , Richard Socher

We introduce ADAHESSIAN, a second order stochastic optimization algorithm which dynamically incorporates the curvature of the loss function via ADAptive estimates of the HESSIAN. Second order algorithms are among the most powerful…

Machine Learning · Computer Science 2021-04-30 Zhewei Yao , Amir Gholami , Sheng Shen , Mustafa Mustafa , Kurt Keutzer , Michael W. Mahoney

We consider the minimization of a continuous function over the intersection of a regular cone with an affine set via a new class of adaptive first- and second-order optimization methods, building on the Hessian-barrier techniques introduced…

Optimization and Control · Mathematics 2022-10-18 Pavel Dvurechensky , Mathias Staudigl