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This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to…

Machine Learning · Computer Science 2012-10-19 Sridhar Mahadevan , Bo Liu

We study the alternating algorithm for the computation of the metric projection onto the closed sum of two closed subspaces in uniformly convex and uniformly smooth Banach spaces. For Banach spaces which are convex and smooth of power type,…

Functional Analysis · Mathematics 2020-10-09 Christian Bargetz , Emir Medjic

In many physical problems it is not possible to find an exact solution. However, when some parameter in the problem is small, one can obtain an approximate solution by expanding in this parameter. This is the basis of perturbative methods,…

Mathematical Physics · Physics 2007-05-23 Paolo Amore

This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…

Optimization and Control · Mathematics 2019-03-12 Zhan Yu , Daniel W. C. Ho , Deming Yuan

This paper is concerned with the computation of the capacity region of a continuous, Gaussian vector broadcast channel (BC) with covariance matrix constraints. Since the decision variables of the corresponding optimization problem are…

Information Theory · Computer Science 2025-12-29 Tian Jiao , Yanlin Geng , Anthony Man-Cho So , Yonghui Chu , Zai Yang

In this work, we introduce two algorithmic frameworks, named Bregman extragradient method and Bregman extrapolation method, for solving saddle point problems. The proposed frameworks not only include the well-known extragradient and…

Optimization and Control · Mathematics 2021-08-26 Hui Zhang

In this paper, we describe two novel changes to the Baskakov-Durrmeyer operators that improve their approximation performance. These improvements are especially designed to produce higher rates of convergence, with orders of one or two.…

Numerical Analysis · Mathematics 2024-11-12 Jaspreet Kaur , Meenu Goyal

We consider the problem of rate allocation in a Gaussian multiple-access channel, with the goal of maximizing a utility function over transmission rates. In contrast to the literature which focuses on linear utility functions, we study…

Information Theory · Computer Science 2008-10-08 Ali ParandehGheibi , Atilla Eryilmaz , Asuman Ozdaglar , Muriel Medard

We present a new perspective on the popular Sinkhorn algorithm, showing that it can be seen as a Bregman gradient descent (mirror descent) of a relative entropy (Kullback-Leibler divergence). This viewpoint implies a new sublinear…

Optimization and Control · Mathematics 2020-06-11 Flavien Léger

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

In this paper we consider convergence rate problems for stochastic strongly-convex optimization in the non-Euclidean sense with a constraint set over a time-varying multi-agent network. We propose two efficient non-Euclidean stochastic…

Optimization and Control · Mathematics 2018-08-23 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Guoping Jiang

Standard quantum amplitude estimation algorithms provide quadratic speedup to Monte-Carlo simulations but require a circuit depth that scales as inverse of the estimation error. In view of the shallow depth in near-term devices, the…

Quantum Physics · Physics 2024-10-03 Dinh-Long Vu , Bin Cheng , Patrick Rebentrost

The rate-distortion (RD) theory is one of the key concepts in information theory, providing theoretical limits for compression performance and guiding the source coding design, with both theoretical and practical significance. The…

Information Theory · Computer Science 2025-07-28 Shitong Wu , Sicheng Xu , Lingyi Chen , Huihui Wu , Wenyi Zhang

Simulation of realistic classical mechanical systems is of great importance to many areas of engineering such as robotics, dynamics of rotating machinery and control theory. In this work, we develop quantum algorithms to estimate quantities…

Quantum Physics · Physics 2024-04-12 Hari Krovi

We present an efficient classical algorithm for training deep Boltzmann machines (DBMs) that uses rejection sampling in concert with variational approximations to estimate the gradients of the training objective function. Our algorithm is…

Machine Learning · Computer Science 2015-07-10 Nathan Wiebe , Ashish Kapoor , Christopher Granade , Krysta M Svore

We propose a gradient descent method for solving optimization problems arising in settings of tropical geometry - a variant of algebraic geometry that has attracted growing interest in applications such as computational biology, economics,…

Optimization and Control · Mathematics 2025-11-17 Roan Talbut , Anthea Monod

In this article we introduce an algorithm for mitigating the adverse effects of noise on gradient descent in variational quantum algorithms. This is accomplished by computing a {\emph{regularized}} local classical approximation to the…

Quantum Physics · Physics 2024-03-07 Lars Simon , Holger Eble , Hagen-Henrik Kowalski , Manuel Radons

We propose and implement a family of quantum-informed recursive optimization (QIRO) algorithms for combinatorial optimization problems. Our approach leverages quantum resources to obtain information that is used in problem-specific…

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

Novel sparse reconstruction algorithms are proposed for beamspace channel estimation in massive multiple-input multiple-output systems. The proposed algorithms minimize a least-squares objective having a nonconvex regularizer. This…

Information Theory · Computer Science 2021-12-02 Pengxia Wu , Julian Cheng