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We suggest a new optimization technique for minimizing the sum $\sum_{i=1}^n f_i(x)$ of $n$ non-convex real functions that satisfy a property that we call piecewise log-Lipschitz. This is by forging links between techniques in computational…

Machine Learning · Computer Science 2019-09-10 Ibrahim Jubran , Dan Feldman

The complexity of Philip Wolfe's method for the minimum Euclidean-norm point problem over a convex polytope has remained unknown since he proposed the method in 1974. The method is important because it is used as a subroutine for one of the…

Optimization and Control · Mathematics 2017-11-07 Jesus De Loera , Jamie Haddock , Luis Rademacher

We study constraint effective potentials for various strongly interacting $\phi^4$ theories. Renormalization group (RG) equations for these quantities are discussed and a heuristic development of a commonly used RG approximation is…

High Energy Physics - Lattice · Physics 2009-09-25 J. R. Shepard , V. Dmitrašinović , J. A. McNeil

The effects of a long range electronic potential on a one dimensional chain of spinless fermions are investigated by numerical techniques (Exact Diagonalisation of rings with up to 30 sites complemented by finite size analysis) and analytic…

Strongly Correlated Electrons · Physics 2009-10-31 Sylvain Capponi , Didier Poilblanc , Thierry Giamarchi

For the Maxwellian molecules or hard potentials case, we verify the smoothing effect for the spatially inhomogeneous Boltzmann equation without angular cutoff. Given initial data with low regularity, we prove its solutions at any positive…

Analysis of PDEs · Mathematics 2024-01-22 Jun-Ling Chen , Wei-Xi Li , Chao-Jiang Xu

We demonstrate how to scalably solve a class of constrained self-concordant minimization problems using linear minimization oracles (LMO) over the constraint set. We prove that the number of LMO calls of our method is nearly the same as…

Optimization and Control · Mathematics 2020-02-18 Deyi Liu , Volkan Cevher , Quoc Tran-Dinh

We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…

Mathematical Finance · Quantitative Finance 2021-11-02 Chenyu Zhao , Misha van Beek , Peter Spreij , Makhtar Ba

We consider the spatially homogeneous Boltzmann equation for hard potentials with angular cutoff. This equation has a unique conservative weak solution $(f_t)_{t\geq 0}$, once the initial condition $f_0$ with finite mass and energy is…

Analysis of PDEs · Mathematics 2017-04-03 Nicolas Fournier

We consider the minimization problem of a sum of a number of functions having Lipshitz $p$-th order derivatives with different Lipschitz constants. In this case, to accelerate optimization, we propose a general framework allowing to obtain…

Optimization and Control · Mathematics 2020-02-05 Dmitry Kamzolov , Alexander Gasnikov , Pavel Dvurechensky

Accurately estimating expectation values of quantum observables with as few measurements as possible is crucial to many quantum computing applications. We introduce a framework that covers many of existing measurement strategies and…

We consider the numerical approximation of $f({\cal A})b$ where $b\in{\mathbb R}^{N}$ and $\cal A$ is the sum of Kronecker products, that is ${\cal A}=M_2 \otimes I + I \otimes M_1\in{\mathbb R}^{N\times N}$. Here $f$ is a regular function…

Numerical Analysis · Mathematics 2015-03-10 Michele Benzi , Valeria Simoncini

We present a subtraction scheme for eliminating the ultraviolet, soft, and collinear divergences in the numerical calculation of an arbitrary one-loop QCD amplitude with an arbitrary number of external legs. The subtractions consist of…

High Energy Physics - Phenomenology · Physics 2009-11-10 Zoltan Nagy , Davison E. Soper

Classical optimization is a cornerstone of the success of variational quantum algorithms, which often require determining the derivatives of the cost function relative to variational parameters. The computation of the cost function and its…

Quantum Physics · Physics 2025-07-15 Muhammad Umer , Eleftherios Mastorakis , Dimitris G. Angelakis

Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in large scale optimization for machine learning and computational statistics. Numerous applications within these fields…

Optimization and Control · Mathematics 2021-08-03 Pavel Dvurechensky , Kamil Safin , Shimrit Shtern , Mathias Staudigl

The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…

Numerical Analysis · Mathematics 2023-06-21 Leszek Plaskota , Paweł Przybyłowicz , Łukasz Stępień

We study methods to replace entangling operations with random local operations in a quantum computation, at the cost of increasing the number of required executions. First, we consider "space-like cuts" where an entangling unitary is…

Quantum Physics · Physics 2025-01-23 Aram W. Harrow , Angus Lowe

We give a simple and natural method for computing approximately optimal solutions for minimizing a convex function $f$ over a convex set $K$ given by a separation oracle. Our method utilizes the Frank--Wolfe algorithm over the cone of valid…

Optimization and Control · Mathematics 2022-03-14 Daniel Dadush , Christopher Hojny , Sophie Huiberts , Stefan Weltge

We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white…

Probability · Mathematics 2023-05-08 Gerardo Barrera , Milton Jara

Under a rescaling of longitudinal coordinates $x^{0,3}$ by a factor $\lambda$ which is taken to zero, the classical QCD action simplifies dramatically. This is the high-energy limit, as $\lambda$ is of order $s^{-1/2}$, where $s$ is the…

High Energy Physics - Phenomenology · Physics 2009-09-02 Peter Orland , Jing Xiao

We present a simple and general formalism to compute efficiently the derivatives of a multi-determinant Jastrow-Slater wave function, the local energy, the interatomic forces, and similar quantities needed in quantum Monte Carlo. Through a…

Materials Science · Physics 2016-06-22 Claudia Filippi , Roland Assaraf , Saverio Moroni
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