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A zeroth-order Hessian estimator aims to recover the Hessian matrix of an objective function at any given point, using minimal finite-difference computations. This paper studies zeroth-order Hessian estimation for low-rank Hessians, from a…

Optimization and Control · Mathematics 2024-02-09 Tianyu Wang , Zicheng Wang , Jiajia Yu

Accurate propagation of orbital uncertainty is essential for a range of applications within space domain awareness. Adaptive Gaussian mixture-based approaches offer tractable nonlinear uncertainty propagation through splitting mixands to…

Signal Processing · Electrical Eng. & Systems 2025-12-30 G. Andrew Siciliano , Keith A. LeGrand , Jackson Kulik

Second order information is useful in many ways in smooth optimization problems, including for the design of step size rules and descent directions, or the analysis of the local properties of the objective functional. However, the…

Optimization and Control · Mathematics 2025-02-06 Marcus Carlsson , Viktor Nikitin , Erik Troedsson , Herwig Wendt

This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…

Optimization and Control · Mathematics 2020-11-06 Warren Hare , Gabriel Jarry-Bolduc , Chayne Planiden

This paper studies an acceleration technique for incremental aggregated gradient ({\sf IAG}) method through the use of \emph{curvature} information for solving strongly convex finite sum optimization problems. These optimization problems of…

Optimization and Control · Mathematics 2020-03-02 Hoi-To Wai , Wei Shi , Cesar A. Uribe , Angelia Nedich , Anna Scaglione

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Optimization and Control · Mathematics 2020-05-05 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

We report the derivation and implementation of orbital optimization algorithms for the active space decomposition (ASD) model, which are extensions of complete active space self-consistent field (CASSCF) and its occupation-restricted…

Chemical Physics · Physics 2015-08-17 Inkoo Kim , Shane M. Parker , Toru Shiozaki

Numerical simulation of complex optical structures enables their optimization with respect to specific objectives. Often, optimization is done by multiple successive parameter scans, which are time consuming and computationally expensive.…

Computational Physics · Physics 2017-07-27 P. -I. Schneider , X. Garcia Santiago , C. Rockstuhl , S. Burger

This work introduces the High-Order Hermite Optimization (HOHO) method, an open-loop discrete adjoint method for quantum optimal control. Our method is the first of its kind to efficiently compute exact (discrete) gradients when using…

Numerical Analysis · Mathematics 2026-01-30 Spencer Lee , Daniel Appelo

In this paper, we study stochastic non-convex optimization with non-convex random functions. Recent studies on non-convex optimization revolve around establishing second-order convergence, i.e., converging to a nearly second-order optimal…

Optimization and Control · Mathematics 2017-11-02 Mingrui Liu , Tianbao Yang

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,…

Optimization and Control · Mathematics 2026-05-18 El Mahdi Chayti , Martin Jaggi

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

Optimization and Control · Mathematics 2025-04-01 Hongxia Wang , Yeming Xu , Ziyuan Guo , Huanshui Zhang

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

Optimization and Control · Mathematics 2024-08-29 X. Zuo , S. Osher , W. Li

This study proposes a new automated strategy for designing and optimizing three-dimensional interplanetary low-thrust (LT) trajectories. The method formulates the design as a hybrid optimal control problem and solves it using a two-step…

Optimization and Control · Mathematics 2023-09-22 Burhani M. Burhani , Elena Fantino , Roberto Flores , Manuel Sanjurjo-Rivo

The inherent support of sixth-generation (6G) systems enabling integrated sensing and communications (ISAC) paradigm greatly enhances the application area of intelligent transportation systems (ITS). One of the mission-critical applications…

Signal Processing · Electrical Eng. & Systems 2023-10-13 Mateen Ashraf , Anna Gaydamaka , Bo Tan , Dmitri Moltchanov , Yevgeni Koucheryavy

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

We present an efficient orbital optimization procedure that combines the highly GPU accelerated, spin-adapted density matrix renormalization group (DMRG) method with the complete active space self-consistent field (CAS-SCF) approach for…

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

Optimization and Control · Mathematics 2015-08-06 Shu Wang , Yong Xia

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,…

Optimization and Control · Mathematics 2018-09-27 Liu Liu , Xuanqing Liu , Cho-Jui Hsieh , Dacheng Tao
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