English
Related papers

Related papers: A Projection Operator-based Newton Method for the …

200 papers

Quantum optimal control (QOC) provides a systematic framework for achieving high-fidelity operations in quantum systems and plays a central role in tasks such as gate synthesis, state transfer, and pulse design. Existing QOC methods broadly…

Quantum Physics · Physics 2026-04-28 Zeki Zeybek , Rick Mukherjee , Peter Schmelcher

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

Optimization and Control · Mathematics 2015-05-12 Mert Pilanci , Martin J. Wainwright

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…

Quantum Physics · Physics 2021-09-16 U. Boscain , M. Sigalotti , D. Sugny

Optimal quantum machines can be implemented by linear projective operations. In the present work a general qubit symmetrization theory is presented by investigating the close links to the qubit purification process and to the programmable…

Quantum Physics · Physics 2009-11-10 F. Sciarrino , C. Sias , M. Ricci , F. De Martini

We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…

Numerical Analysis · Computer Science 2019-04-09 William W. Hager , Dzung T. Phan , Jia-Jie Zhu

The aim of this paper is to design computationally-efficient and optimal algorithms for the online and stochastic exp-concave optimization settings. Typical algorithms for these settings, such as the Online Newton Step (ONS), can guarantee…

Optimization and Control · Mathematics 2023-02-15 Zakaria Mhammedi , Khashayar Gatmiry

In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke's generalized Jacobian of the…

Optimization and Control · Mathematics 2024-01-10 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

Recently, diffusion models have gained popularity and attention in trajectory optimization due to their capability of modeling multi-modal probability distributions. However, addressing nonlinear equality constraints, i.e, dynamic…

Robotics · Computer Science 2026-03-10 Jushan Chen , Santiago Paternain

We present an algorithm for projecting superoperators onto the set of completely positive, trace-preserving maps. When combined with gradient descent of a cost function, the procedure results in an algorithm for quantum process tomography:…

Quantum Physics · Physics 2019-01-07 George C. Knee , Eliot Bolduc , Jonathan Leach , Erik M. Gauger

This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

The non-linear optimization method developed by Konnov and Krotov [Automation and Remote Control 60, 1427 (1999)] has been used previously to extend the capabilities of optimal control theory from the linear to the non-linear Schr\"odinger…

Quantum Physics · Physics 2012-03-13 Daniel Reich , Mamadou Ndong , Christiane P. Koch

In this paper, by combining the algorithm New Q-Newton's method - developed in previous joint work of the author - with Armijo's Backtracking line search, we resolve convergence issues encountered by Newton's method (e.g. convergence to a…

Optimization and Control · Mathematics 2022-09-13 Tuyen Trung Truong

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

Optimization and Control · Mathematics 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…

Optimization and Control · Mathematics 2023-06-08 Yue Xie , Stephen J. Wright

A quantum-inspired optimization approach is proposed to study the portfolio optimization aimed at selecting an optimal mix of assets based on the risk-return trade-off to achieve the desired goal in investment. By integrating conventional…

Portfolio Management · Quantitative Finance 2024-11-15 Ying-Chang Lu , Chao-Ming Fu , Lien-Po Yu , Yen-Jui Chang , Ching-Ray Chang

Quadratic Unconstrained Binary Optimization (QUBO) is a broad class of optimization problems with many practical applications. To solve its hard instances in an exact way, known classical algorithms require exponential time and several…

Quantum Physics · Physics 2021-01-21 Gian Giacomo Guerreschi

In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…

Optimization and Control · Mathematics 2015-01-15 Mohamed Kamel Riahi