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In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

Optimization and Control · Mathematics 2024-09-09 Dylan Possamaï , Ludovic Tangpi

The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…

Optimization and Control · Mathematics 2025-05-19 Songnian He , Qiao-Li Dong , Michael Th. Rassias

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

Variational quantum algorithms are believed to be promising for solving computationally hard problems and are often comprised of repeated layers of quantum gates. An example thereof is the quantum approximate optimization algorithm (QAOA),…

Solving optimization problems with high performance is the target of existing works of Quantum Approximate Optimization Algorithm (QAOA). With this intention, we propose an advanced QAOA based on incremental learning, where the training…

Quantum Physics · Physics 2023-11-07 Lingxiao Li , Jing Li , Yanqi Song , Sujuan Qin , Qiaoyan Wen , Fei Gao

We propose a clustering-based iterative algorithm to solve certain optimization problems in machine learning, where we start the algorithm by aggregating the original data, solving the problem on aggregated data, and then in subsequent…

Machine Learning · Statistics 2017-01-23 Young Woong Park , Diego Klabjan

In this paper, we consider the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network resources to meet diverse…

Networking and Internet Architecture · Computer Science 2021-02-05 Wei-Kun Chen , Ya-Feng Liu , Yu-Hong Dai , Zhi-Quan Luo

We propose a novel solution framework for inverse mixed-integer optimization based on analytic center concepts from interior point methods. We characterize the optimality gap of a given solution, provide structural results, and propose…

Optimization and Control · Mathematics 2025-04-08 Samir Elhedhli , Göksu Ece Okur

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

In this paper, we introduce some new iterative optimisation algorithms on Riemannian manifolds and Hilbert spaces which have good global convergence guarantees to local minima. More precisely, these algorithms have the following properties:…

Optimization and Control · Mathematics 2025-05-29 Tuyen Trung Truong

The Quantum Approximate Optimization Algorithm (QAOA) is a promising approach for programming a near-term gate-based hybrid quantum computer to find good approximate solutions of hard combinatorial problems. However, little is currently…

Quantum Physics · Physics 2018-11-21 Gavin E. Crooks

In this work, we present a new iterative exact solution algorithm for the weighted fair sequences problem, which is a recently introduced NP-hard sequencing problem with applications in diverse areas such as TV advertisement scheduling,…

Optimization and Control · Mathematics 2021-08-09 Markus Sinnl

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

Given an undirected, unweighted graph with $n$ vertices and $m$ edges, the maximum cut problem is to find a partition of the $n$ vertices into disjoint subsets $V_1$ and $V_2$ such that the number of edges between them is as large as…

Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…

Optimization and Control · Mathematics 2020-02-06 Aliyu Muhammed Awwal , Poom Kumam , Hassan Mohammad

Given a graph $G=(V, E)$, a connected sides cut $(U, V\backslash U)$ or $\delta (U)$ is the set of edges of E linking all vertices of U to all vertices of $V\backslash U$ such that the induced subgraphs $G[U]$ and $G[V\backslash U]$ are…

Data Structures and Algorithms · Computer Science 2017-03-21 Brahim Chaourar

This paper proposes an efficient implementation for a continuous terminal algorithm (CTA). Although CTA is a continuous version of the famous twisting algorithm (TA), the conventional implementations of this CTA still suffer from…

Systems and Control · Computer Science 2019-05-03 Xiaogang Xiong , Wei Chen , Guohua Jiao , Shanhai Jin , Shyam Kamal

We introduce the $st$-cut version the Sparsest-Cut problem, where the goal is to find a cut of minimum sparsity among those separating two distinguished vertices $s,t\in V$. Clearly, this problem is at least as hard as the usual (non-$st$)…

Data Structures and Algorithms · Computer Science 2016-09-26 Robert Krauthgamer , Tal Wagner

Combinatorial optimization is among the main applications envisioned for near-term and fault-tolerant quantum computers. In this work, we consider a well-studied quantum algorithm for combinatorial optimization: the Quantum Approximate…

Quantum Physics · Physics 2020-11-12 Sami Boulebnane