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We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

Bregman divergences play a central role in the design and analysis of a range of machine learning algorithms. This paper explores the use of Bregman divergences to establish reductions between such algorithms and their analyses. We present…

Machine Learning · Computer Science 2016-07-04 Richard Nock , Aditya Krishna Menon , Cheng Soon Ong

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…

Numerical Analysis · Mathematics 2018-08-03 Minwoo Chae , Stephen G. Walker

We present substantially generalized and improved quantum algorithms over prior work for inhomogeneous linear and nonlinear ordinary differential equations (ODE). Specifically, we show how the norm of the matrix exponential characterizes…

Quantum Physics · Physics 2025-12-15 Hari Krovi

This paper proposes a quantum-classical algorithm to evaluate and select classical artificial neural networks architectures. The proposed algorithm is based on a probabilistic quantum memory and the possibility to train artificial neural…

As the most central and computationally intensive component of deep neural networks, the execution efficiency of matrix multiplication directly determines the training and inference performance of models. Harnessing the parallel processing…

Quantum Physics · Physics 2026-05-25 Jiaqi Yao , Tianjian Huang , Zipeng Cai , Ding Liu

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

Optimization and Control · Mathematics 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

Learning low dimensional representation is a crucial issue for many machine learning tasks such as pattern recognition and image retrieval. In this article, we present a quantum algorithm and a quantum circuit to efficiently perform…

Quantum Physics · Physics 2019-03-27 Bojia Duan , Jiabin Yuan , Juan Xu , Dan Li

Algorithms for jointly obtaining projection estimates of the density and distribution function of a random variable using Legendre polynomials are proposed. For these algorithms, a problem of the conditional optimization is solved. Such…

Computation · Statistics 2025-07-29 Tatyana A. Averina , Konstantin A. Rybakov

We propose an extension of quasi-Newton methods, and investigate the convergence and the robustness properties of the proposed update formulae for the approximate Hessian matrix. Fletcher has studied a variational problem which derives the…

Computation · Statistics 2010-10-15 Takafumi Kanamori , Atsumi Ohara

Convex optimization models find interesting applications, especially in signal/image processing and compressive sensing. We study some augmented convex models, which are perturbed by strongly convex functions, and propose a dual gradient…

Optimization and Control · Mathematics 2013-08-30 Hui Zhang , Lizhi Cheng , Wotao Yin

In the field of quantum linear system algorithms, quantum computing has realized exponential computational advantages over classical computing. However, the focus has been on square coefficient matrices, with few quantum algorithms…

Quantum Physics · Physics 2024-09-10 Weitao Lin , Guojing Tian , Xiaoming Sun

Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…

Machine Learning · Computer Science 2024-07-17 Minbo Gao , Zhengfeng Ji , Fuchao Wei

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

Optimization and Control · Mathematics 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…

Machine Learning · Statistics 2021-12-07 Vladimir Kostic , Saverio Salzo , Massimilano Pontil

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

We give a classical algorithm for linear regression analogous to the quantum matrix inversion algorithm [Harrow, Hassidim, and Lloyd, Physical Review Letters'09, arXiv:0811.3171] for low-rank matrices [Wossnig, Zhao, and Prakash, Physical…

Data Structures and Algorithms · Computer Science 2022-07-06 András Gilyén , Zhao Song , Ewin Tang

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…

Optimization and Control · Mathematics 2020-10-26 Jonathan Lacotte , Sifan Liu , Edgar Dobriban , Mert Pilanci

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

Recent studies on quantum computing algorithms focus on excavating features of quantum computers which have potential for contributing to computational model enhancements. Among various approaches, quantum annealing methods effectively…

Quantum Physics · Physics 2021-11-02 Sun Woo Park , Hyunju Lee , Byung Chun Kim , Youngho Woo , Kyungtaek Jun
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