Related papers: Non-Convex Optimization by Hamiltonian Alternation
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…
Convex optimization problems arise naturally in quantum information theory, often in terms of minimizing a convex function over a convex subset of the space of hermitian matrices. In most cases, finding exact solutions to these problems is…
In the past several years, there have been several representative attitude determination methods developed using derivative-based optimization algorithms. Optimization techniques e.g. gradient-descent algorithm (GDA), Gauss-Newton algorithm…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
As a means to solve optimization problems using quantum computers, the problem is typically recast into a Ising spin model whose ground-state is the solution of the optimization problem. An alternative to the Ising formulation is the…
Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…
Low-rank matrix sensing is a fundamental yet challenging nonconvex problem whose optimization landscape typically contains numerous spurious local minima, making it difficult for gradient-based optimizers to converge to the global optimum.…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…
Multivariate polynomial optimization is a prevalent model for a number of engineering problems. From a mathematical viewpoint, polynomial optimization is challenging because it is non-convex. The Lasserre's theory, based on semidefinite…
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…
Local search heuristics for non-convex optimizations are popular in applied machine learning. However, in general it is hard to guarantee that such algorithms even converge to a local minimum, due to the existence of complicated saddle…
We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…
A large body of work has demonstrated that parameterized artificial neural networks (ANNs) can efficiently describe ground states of numerous interesting quantum many-body Hamiltonians. However, the standard variational algorithms used to…
Locating the global minimum of a complex potential energy surface is facilitated by considering a homotopy, namely a family of surfaces that interpolate continuously from an arbitrary initial potential to the system under consideration.…
In this paper, we present an interior point algorithm with a full-Newton step for solving a linearly constrained convex optimization problem, in which we propose a generalization of the work of Kheirfam and Nasrollahi…