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We consider the problem of decentralized consensus optimization, where the sum of $n$ smooth and strongly convex functions are minimized over $n$ distributed agents that form a connected network. In particular, we consider the case that the…

Machine Learning · Computer Science 2019-10-02 Amirhossein Reisizadeh , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…

Optimization and Control · Mathematics 2020-01-07 Ashia Wilson , Lester Mackey , Andre Wibisono

Motivated by the settings where sensing the entire tensor is infeasible, this paper proposes a novel tensor compressed sensing model, where measurements are only obtained from sensing each lateral slice via mutually independent matrices.…

Machine Learning · Computer Science 2024-12-24 Tongle Wu , Ying Sun , Jicong Fan

Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…

Optimization and Control · Mathematics 2022-12-13 Vishwak Srinivasan , Ashia Wilson

We study the convergence rate of first-order methods for rectangular matrix factorization, which is a canonical nonconvex optimization problem. Specifically, given a rank-$r$ matrix $\mathbf{A}\in\mathbb{R}^{m\times n}$, we prove that…

Machine Learning · Computer Science 2024-12-03 Zhenghao Xu , Yuqing Wang , Tuo Zhao , Rachel Ward , Molei Tao

Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…

Optimization and Control · Mathematics 2025-10-06 Yuping Zheng , Andrew Lamperski

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

Numerical Analysis · Mathematics 2024-12-11 Lehan Chen , Yuji Nakatsukasa

To improve the efficiency of the state tomography strategy via weak value, we have searched the optimal coupling strength between the system and measuring device. For an arbitrary d-dimensional quantum system, the optimal strengths being…

Quantum Physics · Physics 2024-02-23 Xuanmin Zhu , Dezheng Zhang , Runping Gao , Qun wei , Lixia Liu , Zijiang Luo

We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

We study the classical optimization problem $\min_{x \in \mathbb{R}^d} f(x)$ and analyze the gradient descent (GD) method in both nonconvex and convex settings. It is well-known that, under the $L$-smoothness assumption ($\|\nabla^2 f(x)\|…

Optimization and Control · Mathematics 2025-06-30 Alexander Tyurin

We study the stochastic Riemannian gradient algorithm for matrix eigen-decomposition. The state-of-the-art stochastic Riemannian algorithm requires the learning rate to decay to zero and thus suffers from slow convergence and sub-optimal…

Machine Learning · Computer Science 2016-05-30 Zhiqiang Xu , Yiping Ke

We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…

Machine Learning · Computer Science 2021-07-05 Behrooz Sepehry , Ehsan Iranmanesh , Michael P. Friedlander , Pooya Ronagh

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

We provide a new quantum algorithm that efficiently determines the quality of a least-squares fit over an exponentially large data set by building upon an algorithm for solving systems of linear equations efficiently (Harrow et al., Phys.…

Quantum Physics · Physics 2013-01-10 Nathan Wiebe , Daniel Braun , Seth Lloyd

Entanglement forging based variational algorithms leverage the bi-partition of quantum systems for addressing ground state problems. The primary limitation of these approaches lies in the exponential summation required over the numerous…

We study the subgradient method for factorized robust signal recovery problems, including robust PCA, robust phase retrieval, and robust matrix sensing. The resulting objectives are nonsmooth and nonconvex, and can have unbounded sublevel…

Optimization and Control · Mathematics 2026-01-22 Zesheng Cai , Lexiao Lai , Tiansheng Li

The fidelity estimation between two quantum states is crucial for quantum computation and information science. However, an efficacious method for this, especially for mixed states and higher-dimensional density matrices, remains elusive.…

Quantum Physics · Physics 2026-05-11 Anumita Mukhopadhyay , Shibdas Roy , Arun Kumar Pati

The natural gradient descent optimisation technique is an efficient optimising protocol for broad classes of classical and quantum systems that takes the underlying geometry of the parameter manifold into account by means of using either…

Quantum Physics · Physics 2026-04-08 Ankit Gill , Kunal Pal

This paper proposes and analyzes a gradient-type algorithm based on Burer-Monteiro factorization, called the Asymmetric Projected Gradient Descent (APGD), for reconstructing the point set configuration from partial Euclidean distance…

Machine Learning · Computer Science 2025-10-20 Yicheng Li , Xinghua Sun

This paper introduces a new method for minimizing matrix-smooth non-convex objectives through the use of novel Compressed Gradient Descent (CGD) algorithms enhanced with a matrix-valued stepsize. The proposed algorithms are theoretically…

Optimization and Control · Mathematics 2024-04-23 Hanmin Li , Avetik Karagulyan , Peter Richtárik