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Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

This paper considers the computer model calibration problem and provides a general frequentist solution. Under the proposed framework, the data model is semi-parametric with a nonparametric discrepancy function which accounts for any…

Methodology · Statistics 2015-09-14 Raymond K. W. Wong , Curtis B. Storlie , Thomas C. M. Lee

We propose a new majorization-minimization (MM) method for non-smooth and non-convex programs, which is general enough to include the existing MM methods. Besides the local majorization condition, we only require that the difference between…

Optimization and Control · Mathematics 2015-11-26 Chen Xu , Zhouchen Lin , Zhenyu Zhao , Hongbin Zha

In this paper, we study the equality constrained nonlinear least squares problem, where the Jacobian matrices of the objective function and constraints are unavailable or expensive to compute. We approximate the Jacobian matrices via…

Optimization and Control · Mathematics 2025-07-09 Xi Chen , Jinyan Fan

The constrained gradient method (CGM) has recently been proposed to solve convex optimization and monotone variational inequality (VI) problems with general functional constraints. While existing literature has established convergence…

Optimization and Control · Mathematics 2025-11-24 Danqing Zhou , Hongmei Chen , Shiqian Ma , Junfeng Yang

As the benchmark of data-driven control methods, the linear quadratic regulator (LQR) problem has gained significant attention. A growing trend is direct LQR design, which finds the optimal LQR gain directly from raw data and bypassing…

Systems and Control · Electrical Eng. & Systems 2025-03-06 Feiran Zhao , Alessandro Chiuso , Florian Dörfler

Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…

Machine Learning · Computer Science 2020-07-08 Weiyu Guo , Yidong Ouyang

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

Recent developments in quantum computing and machine learning have propelled the interdisciplinary study of quantum machine learning. Sequential modeling is an important task with high scientific and commercial value. Existing VQC or…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Samuel Yen-Chi Chen , Daniel Fry , Amol Deshmukh , Vladimir Rastunkov , Charlee Stefanski

We study the phase retrieval problem, which solves quadratic system of equations, i.e., recovers a vector $\boldsymbol{x}\in \mathbb{R}^n$ from its magnitude measurements $y_i=|\langle \boldsymbol{a}_i, \boldsymbol{x}\rangle|, i=1,..., m$.…

Machine Learning · Statistics 2016-10-28 Huishuai Zhang , Yi Zhou , Yingbin Liang , Yuejie Chi

We propose a numerical homogenization method for scalar linear partial differential equations with rough coefficients, that integrates classical coarse-scale solvers with quantum subroutines for fine-scale corrections. Inspired by the…

Numerical Analysis · Mathematics 2026-03-31 Loïc Balazi , Matthias Deiml , Daniel Peterseim

Q-learning is widely used algorithm in reinforcement learning community. Under the lookup table setting, its convergence is well established. However, its behavior is known to be unstable with the linear function approximation case. This…

Machine Learning · Computer Science 2025-02-11 Han-Dong Lim , Donghwan Lee

We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…

Probability · Mathematics 2026-03-09 Maximilian Engel , Anna Shalova

We present a new solution framework to solve the generalized trust region subproblem (GTRS) of minimizing a quadratic objective over a quadratic constraint. More specifically, we derive a convex quadratic reformulation (CQR) via minimizing…

Optimization and Control · Mathematics 2018-03-06 Rujun Jiang , Duan Li

Gradient descent algorithms on Riemannian manifolds have been used recently for the optimization of quantum channels. In this contribution, we investigate the influence of various regularization terms added to the cost function of these…

Quantum Physics · Physics 2024-05-01 Felix Soest , Konstantin Beyer , Walter T. Strunz

In this paper we present a fast and efficient method for the reconstruction of Magnetic Resonance Images (MRI) from severely under-sampled data. From the Compressed Sensing theory we have mathematically modeled the problem as a constrained…

Numerical Analysis · Computer Science 2017-12-01 Damiana Lazzaro , Elena Loli Piccolomini , Fabiana Zama

Quantum error mitigation (QEM) provides a practical route for estimating reliable observables on noisy intermediate-scale quantum (NISQ) devices. Traditional QEM strategies, including zero-noise extrapolation (ZNE) and Clifford data…

Quantum Physics · Physics 2026-04-21 Huaxin Wang , Xinge Wu , Jiajun Liu , Ruiqing He , Jiandong Shang , Hengliang Guo , Qiang Chen

Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulation thereof. In an implicitly constrained approach, the…

Optimization and Control · Mathematics 2024-09-17 Akwum Onwunta , Clément W. Royer

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…

Machine Learning · Computer Science 2019-12-16 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

This paper considers the problem of decentralized optimization on compact submanifolds, where a finite sum of smooth (possibly non-convex) local functions is minimized by $n$ agents forming an undirected and connected graph. However, the…

Optimization and Control · Mathematics 2025-06-10 Jun Chen , Lina Liu , Tianyi Zhu , Yong Liu , Guang Dai , Yunliang Jiang , Ivor W. Tsang