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We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…

Optimization and Control · Mathematics 2023-03-01 Zijian Liu , Ta Duy Nguyen , Thien Hang Nguyen , Alina Ene , Huy Lê Nguyen

We develop an optimal control algorithm for robust quantum gate preparation in open environments with the state of the quantum system represented using the Lindblad master equation. The algorithm is based on adaptive linearization and…

Optimization and Control · Mathematics 2025-03-17 Luke S. Baker , Syed A. Shah , Anatoly Zlotnik , Andrei Piryatinski

Hybrid quantum-classical algorithms hold great promise for solving quantum control problems on near-term quantum computers. In this work, we employ the hybrid framework that integrates digital quantum simulation with classical optimization…

Quantum Physics · Physics 2025-07-01 Tangyou Huang , Jing-Jun Zhu , Zhong-Yi Ni

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Machine Learning · Statistics 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

Constrained combinatorial optimization with strict linear constraints underpins applications in drug discovery, power grids, logistics, and finance, yet remains computationally demanding for classical algorithms, especially at large scales.…

Quantum Physics · Physics 2026-04-07 Yajie Hao , Qiming Ding , Xiao Yuan , Xiaoting Wang

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

We propose an L-BFGS optimization algorithm on Riemannian manifolds using minibatched stochastic variance reduction techniques for fast convergence with constant step sizes, without resorting to linesearch methods designed to satisfy Wolfe…

Optimization and Control · Mathematics 2017-05-23 Anirban Roychowdhury

In the rapidly advancing domain of quantum optimization, the confluence of quantum algorithms such as Quantum Annealing (QA) and the Quantum Approximate Optimization Algorithm (QAOA) with robust optimization methodologies presents a…

Quantum Physics · Physics 2024-05-14 Pascal Halffmann , Steve Lenk , Michael Trebing

Optimization problems is one of the most challenging applications of quantum computers, as well as one of the most relevants. As a consequence, it has attracted huge efforts to obtain a speedup over classical algorithms using quantum…

Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Accelerated (SAGA) algorithm. To achieve this, we introduce a new…

Optimization and Control · Mathematics 2024-10-08 Luis Fredes , Bernard Bercu , Eméric Gbaguidi

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

Quantum machine learning has emerged as a promising utilization of near-term quantum computation devices. However, algorithmic classes such as variational quantum algorithms have been shown to suffer from barren plateaus due to vanishing…

Quantum Physics · Physics 2024-01-23 Lukas Broers , Ludwig Mathey

The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational…

Optimization and Control · Mathematics 2021-02-16 Cyrille W. Combettes , Christoph Spiegel , Sebastian Pokutta

The demand for classical-quantum hybrid algorithms to solve large-scale combinatorial optimization problems using quantum annealing (QA) has increased. One approach involves obtaining an approximate solution using classical algorithms and…

Quantum Physics · Physics 2024-11-12 Taisei Takabayashi , Masayuki Ohzeki

Optimal control theory is a powerful tool for solving control problems in quantum mechanics, ranging from the control of chemical reactions to the implementation of gates in a quantum computer. Gradient-based optimization methods are able…

Quantum Physics · Physics 2015-10-06 Michael H. Goerz , K. Birgitta Whaley , Christiane P. Koch

Quantum-classical hybrid algorithms offer a promising strategy for tackling computationally challenging problems, such as the maximum independent set (MIS) problem that plays a crucial role in areas like network design and data analysis.…

Quantum Physics · Physics 2025-06-17 Seokho Jeong , Juyoung Park , Jaewook Ahn

Quantum simulation can help us study poorly understood topics such as high-temperature superconductivity and drug design. However, existing quantum simulation algorithms for current quantum computers often have drawbacks that impede their…

Quantum Physics · Physics 2022-02-28 Kishor Bharti , Tobias Haug

The Bin Packing Problem (BPP) stands out as a paradigmatic combinatorial optimization problem in logistics. Quantum and hybrid quantum-classical algorithms are expected to show an advantage over their classical counterparts in obtaining…

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu
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