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We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

The MM principle is a device for creating optimization algorithms satisfying the ascent or descent property. The current survey emphasizes the role of the MM principle in nonlinear programming. For smooth functions, one can construct an…

Optimization and Control · Mathematics 2015-07-29 Kenneth Lange , Kevin L. Keys

We propose a hybrid quantum-classical algorithm to compute approximate solutions of binary combinatorial problems. We employ a shallow-depth quantum circuit to implement a unitary and Hermitian operator that block-encodes the weighted…

Quantum Physics · Physics 2023-06-16 Natacha Kuete Meli , Florian Mannel , Jan Lellmann

We address the problem of finding a local solution to a nonconvex-nonconcave minmax optimization using Newton type methods, including interior-point ones. We modify the Hessian matrix of these methods such that, at each step, the modified…

Optimization and Control · Mathematics 2024-02-13 Raphael Chinchilla , Guosong Yang , Joao P. Hespanha

We investigate the problem of determining the Hamiltonian of a locally interacting open-quantum system. To do so, we construct model estimators based on inverting a set of stationary, or dynamical, Heisenberg-Langevin equations of motion…

Quantum Physics · Physics 2020-08-19 Eugene F. Dumitrescu , Pavel Lougovski

We consider the problem of minimizing the composition of a nonsmooth function with a smooth mapping in the case where the proximity operator of the nonsmooth function can be explicitly computed. We first show that this proximity operator…

Optimization and Control · Mathematics 2023-08-29 Gilles Bareilles , Franck Iutzeler , Jérôme Malick

Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…

Numerical Analysis · Mathematics 2024-09-30 Cecilia Pagliantini , Federico Vismara

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…

Optimization and Control · Mathematics 2022-09-13 Jacek Gondzio , Francisco N. C. Sobral

This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…

Optimization and Control · Mathematics 2016-09-13 Yorai Wardi , Magnus Egerstedt , Muhammad Umer Qureshi

This paper studies static output feedback stabilization of continuous-time (incrementally) passive nonlinear systems where the control actions can only be chosen from a discrete (and possibly finite) set of points. For this purpose, we are…

Optimization and Control · Mathematics 2024-06-03 M. Z. Almuzakki , B. Jayawardhana , A. Tanwani

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

Numerical Analysis · Mathematics 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…

Numerical Analysis · Computer Science 2014-10-28 Éric Schost , Pierre-Jean Spaenlehauer

We study linear time-invariant Dissipative Hamiltonian (DH) systems arising in energy-based modeling of dynamical systems. An advantage of DH systems is that they are always stable due to the structure of their coefficient matrices, and,…

Optimization and Control · Mathematics 2025-11-20 Peter Benner , Volker Mehrmann , Anshul Prajapati , Punit Sharma

We propose a simple iterative algorithm to construct the optimal multi-configuration approximation of an $N$-fermion wave function. That is, $M\geq N $ single-particle orbitals are sought iteratively so that the projection of the given wave…

Quantum Physics · Physics 2014-01-10 J. M. Zhang , Marcus Kollar

The eigenvalue of a Hamiltonian, $\mathcal{H}$, can be estimated through the phase estimation algorithm given the matrix exponential of the Hamiltonian, $exp(-i\mathcal{H})$. The difficulty of this exponentiation impedes the applications of…

Quantum Physics · Physics 2018-11-01 Ammar Daskin , Sabre Kais

We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a…

Numerical Analysis · Mathematics 2015-12-22 Jörg Liesen , Robert Luce

he segment minimization problem consists of finding the smallest set of integer matrices that sum to a given intensity matrix, such that each summand has only one non-zero value, and the non-zeroes in each row are consecutive. This has…

Data Structures and Algorithms · Computer Science 2011-09-27 Therese Biedl , Stephane Durocher , Holger H. Hoos , Shuang Luan , Jared Saia , Maxwell Young

Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting…

Machine Learning · Computer Science 2019-03-08 Matthew MacKay , Paul Vicol , Jon Lorraine , David Duvenaud , Roger Grosse

We consider the problem of learning the Hamiltonian of a quantum system from estimates of Gibbs-state expectation values. Various methods for achieving this task were proposed recently, both from a practical and theoretical point of view.…

Quantum Physics · Physics 2024-10-31 Adam Artymowicz , Hamza Fawzi , Omar Fawzi , Samuel O. Scalet