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We consider derivative-free algorithms for stochastic and non-stochastic convex optimization problems that use only function values rather than gradients. Focusing on non-asymptotic bounds on convergence rates, we show that if pairs of…

Optimization and Control · Mathematics 2014-08-21 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Andre Wibisono

The self-consistent field (SCF) generation of the three-dimensional (3D) electron density distribution ($\rho$) represents a fundamental aspect of density functional theory (DFT) and related first-principles calculations, and how one can…

Computational Physics · Physics 2024-11-19 Ryong-Gyu Lee , Yong-Hoon Kim

We present a novel approach to address the challenges of variable occupation numbers in direct optimization of density functional theory (DFT). By parameterizing both the eigenfunctions and the occupation matrix, our method minimizes the…

Classical Density Functional Theory (DFT) is a statistical-mechanical framework to analyze fluids, which accounts for nanoscale fluid inhomogeneities and non-local intermolecular interactions. DFT can be applied to a wide range of…

Computational Engineering, Finance, and Science · Computer Science 2017-02-07 Andreas Nold , Benjamin D. Goddard , Peter Yatsyshin , Nikos Savva , Serafim Kalliadasis

The article considers the discrete analogue of the method of quickest descent for an inverse Acoustics problem in case of a smooth source. The authors derived the gradient of functional in differential and discrete cases, described the…

Computational Engineering, Finance, and Science · Computer Science 2016-01-19 G. Tyulepberdinova , G. Gaziz , N. Kerimbayev , S. Abdykarimova

We propose a novel scheme to bring reduced density matrix functional theory (RDMFT) into the realm of density functional theory (DFT) that preserves the accurate density functional description at equilibrium, while incorporating accurately…

Chemical Physics · Physics 2014-11-07 Nektarios N. Lathiotakis , Nicole Helbig , Angel Rubio , Nikitas I. Gidopoulos

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

This paper introduces the Fej\'er-monotone hybrid steepest descent method (FM-HSDM), a new member to the HSDM family of algorithms, for solving affinely constrained minimization tasks in real Hilbert spaces, where convex smooth and…

Optimization and Control · Mathematics 2018-04-11 Konstantinos Slavakis , Isao Yamada

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

Optimization and Control · Mathematics 2025-05-16 Andy Yat-Ming Cheung , Jinxin Wang , Man-Chung Yue , Anthony Man-Cho So

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

In quantum chemistry, self-consistent field (SCF) algorithms define a nonlinear optimization problem, with both continuous and discrete components. In this work, we derive Hartree-Fock-inspired SCF algorithms that can be exactly written as…

Quantum Physics · Physics 2025-06-05 Alexis Ralli , Tim Weaving , Peter V. Coveney , Peter J. Love

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

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

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

We formulate the Kohn-Sham density functional theory (KS-DFT) as a statistical theory in which the electron density is deter-mined from an average of correlated stochastic densities in a trace formula. The key idea is that it is sufficient…

Materials Science · Physics 2015-06-15 Roi Baer , Daniel Neuhauser , Eran Rabani

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

Optimization and Control · Mathematics 2019-10-25 Yaohua Hu , Jiawen Li , Carisa Kwok Wai Yu

The self-consistent field method utilized for solving the Hartree-Fock (HF) problem and the closely related Kohn-Sham problem, is typically thought of as one of the cheapest methods available to quantum chemists. This intuition has been…

Quantum Physics · Physics 2015-06-22 James D. Whitfield , Zoltán Zimborás

In min-min optimization or max-min optimization, one has to compute the gradient of a function defined as a minimum. In most cases, the minimum has no closed-form, and an approximation is obtained via an iterative algorithm. There are two…

Machine Learning · Statistics 2020-02-11 Pierre Ablin , Gabriel Peyré , Thomas Moreau

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

We apply a recently developed framework for analyzing the convergence of stochastic algorithms to the general problem of large-scale nonconvex composite optimization more generally, and nonconvex likelihood maximization in particular. Our…

Optimization and Control · Mathematics 2024-01-25 D. Russell Luke , Steffen Schultze , Helmut Grubmüller
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