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Variational algorithms have particular relevance for near-term quantum computers but require non-trivial parameter optimisations. Here we propose Analytic Descent: Given that the energy landscape must have a certain simple form in the local…

Quantum Physics · Physics 2022-05-16 Bálint Koczor , Simon C. Benjamin

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…

The Quantum Approximate Optimization Algorithm (QAOA) has enjoyed increasing attention in noisy intermediate-scale quantum computing due to its application to combinatorial optimization problems. Because combinatorial optimization problems…

Optimization and Control · Mathematics 2024-01-18 Yunsoo Ha , Sara Shashaani , Matt Menickelly

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

Our approach is part of the close link between continuous dissipative dynamical systems and optimization algorithms. We aim to solve convex minimization problems by means of stochastic inertial differential equations which are driven by the…

Optimization and Control · Mathematics 2025-06-06 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch , Peter Ochs

Decoherence of quantum hardware is currently limiting its practical applications. At the same time, classical algorithms for simulating quantum circuits have progressed substantially. Here, we demonstrate a hybrid framework that integrates…

Variational hybrid quantum-classical optimization represents one of the most promising avenue to show the advantage of nowadays noisy intermediate-scale quantum computers in solving hard problems, such as finding the minimum-energy state of…

Quantum Physics · Physics 2020-11-18 Laura Gentini , Alessandro Cuccoli , Stefano Pirandola , Paola Verrucchi , Leonardo Banchi

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

In a quantum processor, the device design and external controls together contribute to the quality of the target quantum operations. As we continuously seek better alternative qubit platforms, we explore the increasingly large device and…

Quantum Physics · Physics 2023-12-08 Xiaotong Ni , Hui-Hai Zhao , Lei Wang , Feng Wu , Jianxin Chen

We study high-probability (HP) convergence guarantees in decentralized stochastic optimization, where multiple agents collaborate to jointly train a model over a network. Existing HP results in decentralized settings almost exclusively…

Machine Learning · Computer Science 2026-05-04 Aleksandar Armacki , Haoyuan Cai , Ali H. Sayed

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

Optimizing parameterized quantum circuits is a key routine in using near-term quantum devices. However, the existing algorithms for such optimization require an excessive number of quantum-measurement shots for estimating expectation values…

Quantum Physics · Physics 2022-08-04 Shiro Tamiya , Hayata Yamasaki

We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…

Numerical Analysis · Mathematics 2026-01-27 Charles-Edouard Bréhier , Marc Dambrine , Nassim En-Nebbazi

Gradient-based algorithms, popular strategies to optimization problems, are essential for many modern machine-learning techniques. Theoretically, extreme points of certain cost functions can be found iteratively along the directions of the…

Quantum Physics · Physics 2021-04-07 Keren Li , Pan Gao , Shijie Wei , Jiancun Gao , Guilu Long

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

We present a different view on stochastic optimization, which goes back to the splitting schemes for approximate solutions of ODE. In this work, we provide a connection between stochastic gradient descent approach and first-order splitting…

Machine Learning · Statistics 2020-04-21 Daniil Merkulov , Ivan Oseledets

Gradient-based optimization methods are commonly used to identify local optima in high-dimensional spaces. When derivatives cannot be evaluated directly, stochastic estimators can provide approximate gradients. However, these estimators'…

Machine Learning · Computer Science 2026-02-03 Philipp Andelfinger , Wentong Cai
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