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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

We study stochastic gradient descent for solving conditional stochastic optimization problems, in which an objective to be minimized is given by a parametric nested expectation with an outer expectation taken with respect to one random…

Numerical Analysis · Mathematics 2023-04-28 Takashi Goda , Wataru Kitade

Constrained optimization plays a crucial role in the fields of quantum physics and quantum information science and becomes especially challenging for high-dimensional complex structure problems. One specific issue is that of quantum process…

Quantum Physics · Physics 2024-04-30 Daniel Volya , Andrey Nikitin , Prabhat Mishra

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee

A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…

Optimization and Control · Mathematics 2023-03-01 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

Variational Quantum Algorithms (VQAs) have gained significant attention as a potential solution for various quantum computing applications in the near term. However, implementing these algorithms on quantum devices often necessitates a…

Quantum Physics · Physics 2023-07-11 Seyed Sajad Kahani , Amin Nobakhti

Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…

The natural gradient descent optimisation technique is an efficient optimising protocol for broad classes of classical and quantum systems that takes the underlying geometry of the parameter manifold into account by means of using either…

Quantum Physics · Physics 2026-04-08 Ankit Gill , Kunal Pal

Efficient classical optimizers are crucial in practical implementations of Variational Quantum Algorithms (VQAs). In particular, to make Stochastic Gradient Descent (SGD) resource efficient, adaptive strategies have been proposed to…

Quantum Physics · Physics 2023-02-10 Kosuke Ito

Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…

Quantum Physics · Physics 2025-07-22 Sirui Peng , Shengminjie Chen , Xiaoming Sun , Hongyi Zhou

The Quantum Approximate Optimization Algorithm (QAOA) was originally developed to solve combinatorial optimization problems, but has become a standard for assessing the performance of quantum computers. Fully descriptive benchmarking…

Quantum Physics · Physics 2024-02-29 Anthony M. Polloreno , Graeme Smith

Drawing inspiration from gradient-descent methods developed for data processing in quantum state tomography [\href{https://iopscience.iop.org/article/10.1088/2058-9565/ae0baa}{Quantum Sci.~Technol.~\textbf{10} 045055 (2025)}] and quantum…

Quantum Physics · Physics 2026-02-05 Akshay Gaikwad , Manuel Sebastian Torres , Anton Frisk Kockum

Many machine learning tasks can be formulated as a stochastic compositional optimization (SCO) problem such as reinforcement learning, AUC maximization, and meta-learning, where the objective function involves a nested composition…

Machine Learning · Computer Science 2023-11-23 Ming Yang , Xiyuan Wei , Tianbao Yang , Yiming Ying

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

Variational quantum algorithms are ubiquitous in applications of noisy intermediate-scale quantum computers. Due to the structure of conventional parametrized quantum gates, the evaluated functions typically are finite Fourier series of the…

Quantum Physics · Physics 2022-04-20 David Wierichs , Josh Izaac , Cody Wang , Cedric Yen-Yu Lin

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

Gradient descent is a fundamental algorithm in both theory and practice for continuous optimization. Identifying its quantum counterpart would be appealing to both theoretical and practical quantum applications. A conventional approach to…

Quantum Physics · Physics 2023-03-03 Jiaqi Leng , Ethan Hickman , Joseph Li , Xiaodi Wu

Parameterized quantum circuits (PQCs) play an essential role in the application of variational quantum algorithms (VQAs) in noisy intermediate-scale quantum (NISQ) devices. The PQCs are a leading candidate to achieve a quantum advantage in…

Quantum Physics · Physics 2025-10-10 Joona V. Pankkonen , Matti Raasakka , Andrea Marchesin , Ilkka Tittonen

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao