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In a Hilbert space setting, for convex optimization, we show the convergence of the iterates to optimal solutions for a class of accelerated first-order algorithms. They can be interpreted as discrete temporal versions of an inertial…

Optimization and Control · Mathematics 2021-07-14 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…

Optimization and Control · Mathematics 2020-09-02 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo

This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…

Optimization and Control · Mathematics 2025-06-11 Liang Chen , Youyicun Lin , Yuxuan Zhou

Second-order optimization methods have desirable convergence properties. However, the exact Newton method requires expensive computation for the Hessian and its inverse. In this paper, we propose SPAN, a novel approximate and fast Newton…

Optimization and Control · Mathematics 2020-03-04 Xunpeng Huang , Xianfeng Liang , Zhengyang Liu , Yitan Li , Linyun Yu , Yue Yu , Lei Li

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

We propose a novel feasible-path algorithm to solve the optimal power flow (OPF) problem for real-time use cases. The method augments the seminal work of Dommel and Tinney with second-order derivatives to work directly in the reduced space…

Optimization and Control · Mathematics 2026-05-11 François Pacaud , Daniel Adrian Maldonado , Sungho Shin , Michel Schanen , Mihai Anitescu

This work presents a novel approach to distribute orbitals into subspaces within electron-pairing-based natural orbital functionals (NOFs). This approach modifies the coupling between weakly and strongly occupied orbitals by applying an…

Chemical Physics · Physics 2025-02-05 Élodie Boutou , Juan Felipe Huan Lew-Yee , Jose Maria Mercero , Mario Piris

Recent advances in selected CI, including the adaptive sampling configuration interaction (ASCI) algorithm and its heat bath extension, have made the ASCI approach competitive with the most accurate techniques available, and hence an…

In this paper, we investigate a second-order stochastic algorithm for solving large-scale binary classification problems. We propose to make use of a new hybrid stochastic Newton algorithm that includes two weighted components in the…

Computation · Statistics 2025-12-02 Bernard Bercu , Luis Fredes , Eméric Gbaguidi

In a recent work, we introduced the foundations of an orthogonally constrained complete active space self-consistent field (OC-CASSCF) framework that produces state-specific molecular orbitals for mutually orthogonal multiconfigurational…

Chemical Physics · Physics 2026-01-28 Loris Delafosse , Vincent Robert , Saad Yalouz

We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

Optimization and Control · Mathematics 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

This paper addresses second-order stochastic optimization for estimating the minimizer of a convex function written as an expectation. A direct recursive estimation technique for the inverse Hessian matrix using a Robbins-Monro procedure is…

Optimization and Control · Mathematics 2025-03-11 Antoine Godichon-Baggioni , Wei Lu , Bruno Portier

We have developed a couple of optimal damping algorithms (ODAs) for unrestricted Hartree-Fock (UHF) calculations of open-shell molecular systems. A series of equations were derived for both concurrent and alternate constructions of alpha-…

Chemical Physics · Physics 2018-01-25 Jun-ichi Yamamoto , Yuji Mochizuki

We present a trust-region augmented Hessian implementation (TRAH-SCF) for restricted and unrestricted Hartree-Fock and Kohn-Sham methods. With TRAH-SCF convergence can always be achieved with tight convergence thresholds, which requires…

Chemical Physics · Physics 2021-05-05 Benjamin Helmich-Paris

Combinatorial optimization problems that arise in science and industry typically have constraints. Yet the presence of constraints makes them challenging to tackle using both classical and quantum optimization algorithms. We propose a new…

The Kennedy and O'Hagan (KOH) calibration framework uses coupled Gaussian processes (GPs) to meta-model an expensive simulator (first GP), tune its ``knobs" (calibration inputs) to best match observations from a real physical/field…

Methodology · Statistics 2024-10-01 Scott Koermer , Justin Loda , Aaron Noble , Robert B. Gramacy

We derive and implement a second-order adjoint method to compute exact gradients and Hessians for a prototypical quantum optimal control problem, that of solving for the minimal energy applied electric field that drives a molecule from a…

Quantum Physics · Physics 2025-05-02 Harish S. Bhat

Optimizing smooth convex functions in stochastic settings, where only noisy estimates of gradients and Hessians are available, is a fundamental problem in optimization. While first-order methods possess a low per-iteration cost, their…

Statistics Theory · Mathematics 2026-02-06 Antoine Godichon-Baggioni , Bruno Portier , Guillaume Sallé

We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit detection and use of negative curvature directions for the…

Optimization and Control · Mathematics 2018-11-14 Clément W. Royer , Michael O'Neill , Stephen J. Wright

This paper develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese