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In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

Optimization and Control · Mathematics 2026-03-20 Jian Chen , Xinmin Yang

We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…

Optimization and Control · Mathematics 2021-10-25 Vien V. Mai , Jacob Lindbäck , Mikael Johansson

We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational…

Optimization and Control · Mathematics 2024-11-28 Amal Alphonse , Michael Hintermüller , Alexander Kister , Chin Hang Lun , Clemens Sirotenko

Optimal Power Flow (OPF) is a core optimization problem in power system operation and planning, aiming to minimize generation costs while satisfying physical constraints such as power flow equations, generator limits, and voltage limits.…

Machine Learning · Computer Science 2025-12-02 Xuezhi Liu

In this work, an effective numerical method is developed to solve a class of singular boundary value problems arising in various physical models by using the improved differential transform method (IDTM). The IDTM applies the Adomian…

Numerical Analysis · Mathematics 2016-01-20 Lie-jun Xie , Cai-lian Zhou , Song Xu

Grover's algorithm is a fundamental quantum algorithm that achieves a quadratic speedup for unstructured search problems of size $N$. Recent studies have reformulated this task as a maximization problem on the unitary manifold and solved it…

Quantum Physics · Physics 2026-04-06 Zhijian Lai , Dong An , Jiang Hu , Zaiwen Wen

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

Optimization and Control · Mathematics 2017-09-27 Pavel Dvurechensky , Alexander Gasnikov , Sergey Omelchenko , Alexander Tiurin

We introduce an iterative method to search for time-optimal Hamiltonians that drive a quantum system between two arbitrary, and in general mixed, quantum states. The method is based on the idea of progressively improving the efficiency of…

Quantum Physics · Physics 2019-12-25 Francesco Campaioli , William Sloan , Kavan Modi , Felix Alexander Pollock

To define a steepest descent method over a neural network, we need to choose a norm for each layer, a way to aggregate these norms across layers, and whether to use normalization. We systematically explore different alternatives for…

Machine Learning · Computer Science 2025-10-14 Michael Crawshaw , Chirag Modi , Mingrui Liu , Robert M. Gower

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

This paper investigates unmanned aerial vehicle (UAV) data collection systems with different multiple access schemes, where a rotary-wing UAV is dispatched to collect data from multiple ground nodes (GNs). Our goal is to maximize the…

Information Theory · Computer Science 2021-08-03 Xidong Mu , Yuanwei Liu , Li Guo , Jiaru Lin , Zhiguo Ding

We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must ideally be chosen at every iteration as small as possible,…

Optimization and Control · Mathematics 2012-07-18 Michel Baes , Michael Buergisser

In this paper the isogeometric Nystr\"om method is presented. It's outstanding features are: it allows the analysis of domains described by many different geometrical mapping methods in computer aided geometric design and it requires only…

Numerical Analysis · Computer Science 2015-06-15 Jürgen Zechner , Benjamin Marussig , Gernot Beer , Thomas-Peter Fries

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

Information Theory · Computer Science 2021-06-07 Lei Liu , Shunqi Huang , Brian M. Kurkoski

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

This study introduces an approach to obtain a neighboring extremal optimal control (NEOC) solution for a closed-loop optimal control problem, applicable to a wide array of nonlinear systems and not necessarily quadratic performance indices.…

Optimization and Control · Mathematics 2023-12-11 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Optimization and Control · Mathematics 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

Alternating-Current Optimal Power Flow (AC-OPF) is framed as a NP-hard non-convex optimization problem that solves for the most economical dispatch of grid generation given the AC-network and device constraints. Although there are no…

Optimization and Control · Mathematics 2023-08-29 Amritanshu Pandey , Aayushya Agarwal , Larry Pileggi

Optical quantum circuits can be optimized using gradient descent methods, as the gates in a circuit can be parametrized by continuous parameters. However, the parameter space as seen by the cost function is not Euclidean, which means that…

Quantum Physics · Physics 2022-05-11 Yuan Yao , Pierre Cussenot , Richard A. Wolf , Filippo M. Miatto

We consider a scalar wave propagation in harmonic regime modelled by Helmholtz equation with heterogeneous coefficients. Using the Multi-Trace Formalism (MTF), we propose a new variant of the Optimized Schwarz Method (OSM) that can…

Analysis of PDEs · Mathematics 2019-10-14 Xavier Claeys
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