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In this paper, we propose a proximal stochasitc gradient algorithm (PSGA) for solving composite optimization problems by incorporating variance reduction techniques and an adaptive step-size strategy. In the PSGA method, the objective…

Optimization and Control · Mathematics 2026-04-06 Changjie Fang , Hao Yang , Shenglan Chen

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algorithms, SCSG makes use of gradient estimates at two scales,…

Optimization and Control · Mathematics 2019-05-17 Lihua Lei , Michael I. Jordan

This paper introduces a new proximal stochastic gradient method with variance reduction and stabilization for minimizing the sum of a convex stochastic function and a group sparsity-inducing regularization function. Since the method may be…

Optimization and Control · Mathematics 2023-02-15 Yutong Dai , Guanyi Wang , Frank E. Curtis , Daniel P. Robinson

Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant…

Quantum Physics · Physics 2024-06-05 Zichang He , Bo Peng , Yuri Alexeev , Zheng Zhang

In this work, a new class of stochastic gradient algorithm is developed based on $q$-calculus. Unlike the existing $q$-LMS algorithm, the proposed approach fully utilizes the concept of $q$-calculus by incorporating time-varying $q$…

Optimization and Control · Mathematics 2018-01-03 Shujaat Khan , Alishba Sadiq , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

Variational Quantum Algorithms (VQAs) have emerged as a powerful class of algorithms that is highly suitable for noisy quantum devices. Therefore, investigating their design has become key in quantum computing research. Previous works have…

Service systems are labor intensive due to the large variation in the tasks required to address service requests from multiple customers. Aligning the staffing levels to the forecasted workloads adaptively in such systems is nontrivial…

Systems and Control · Computer Science 2013-12-31 L. A. Prashanth , H. L. Prasad , Nirmit Desai , Shalabh Bhatnagar , Gargi Dasgupta

Parameterized quantum circuits (PQCs) are crucial for quantum machine learning and circuit synthesis, enabling the practical implementation of complex quantum tasks. However, PQC learning has been largely confined to classical optimization…

Quantum Physics · Physics 2024-10-01 Keren Li , Yuanfeng Wang , Pan Gao , Shenggen Zheng

Variational quantum algorithms (VQAs) are promising methods that leverage noisy quantum computers and classical computing techniques for practical applications. In VQAs, the classical optimizers such as gradient-based optimizers are…

Quantum Physics · Physics 2021-06-22 Yudai Suzuki , Hiroshi Yano , Rudy Raymond , Naoki Yamamoto

Quantum sensing is an important application of emerging quantum technologies. We explore whether a hybrid system of quantum sensors and quantum circuits can surpass the classical limit of sensing. In particular, we use optimization…

In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan

Meta-learning methods aim to build learning algorithms capable of quickly adapting to new tasks in low-data regime. One of the most difficult benchmarks of such algorithms is a one-shot learning problem. In this setting many algorithms face…

Machine Learning · Computer Science 2022-10-04 Andrei Boiarov , Kostiantyn Khabarlak , Igor Yastrebov

Leveraging pre-trained visual language models has become a widely adopted approach for improving performance in downstream visual question answering (VQA) applications. However, in the specialized field of medical VQA, the scarcity of…

Computer Vision and Pattern Recognition · Computer Science 2024-03-06 Gang Liu , Hongyang Li , Zerui He , Shenjun Zhong

This short tutorial provides an introduction to the Quantum Approximation Optimization Algorithm (QAOA). Specifically, how to use QAOA with the Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm to solve the Max-Cut…

Quantum Physics · Physics 2021-06-04 Salonik Resch

Variational quantum algorithms (VQAs) have emerged as the leading strategy to obtain quantum advantage on the current noisy intermediate-scale devices. However, their entanglement-trainability correlation, as the major reason for the barren…

Quantum Physics · Physics 2025-05-07 Shikun Zhang , Yang Zhou , Zheng Qin , Rui Li , Chunxiao Du , Zhisong Xiao , Yongyou Zhang

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…

Optimization and Control · Mathematics 2015-08-11 Prashanth L. A. , Shalabh Bhatnagar , Michael Fu , Steve Marcus

The optimization of parametric quantum circuits is technically hindered by three major obstacles: the non-convex nature of the objective function, noisy gradient evaluations, and the presence of barren plateaus. As a result, the selection…

Computational Engineering, Finance, and Science · Computer Science 2025-04-24 Théo Lisart-Liebermann , Arcesio Castañeda Medina
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