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We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…

Optimization and Control · Mathematics 2019-11-21 Fengqiao Luo , Sanjay Mehrotra

Quantum algorithms to integrate nonlinear PDEs governing flow problems are challenging to discover but critical to enhancing the practical usefulness of quantum computing. We present here a near-optimal, robust, and end-to-end quantum…

In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…

Optimization and Control · Mathematics 2022-03-15 Xi Chen , Bo Jiang , Tianyi Lin , Shuzhong Zhang

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2020-05-22 Hadrien Hendrikx , Francis Bach , Laurent Massoulie

In this paper, we use Proximal Cubic regularized Newton Methods (PCNM) to optimize the sum of a smooth convex function and a non-smooth convex function, where we use inexact gradient and Hessian, and an inexact subsolver for the cubic…

Optimization and Control · Mathematics 2019-02-27 Chaobing Song , Ji Liu , Yong Jiang

This paper discusses the compilation, optimization, and error mitigation of quantum algorithms, essential steps to execute real-world quantum algorithms. Quantum algorithms running on a hybrid platform with QPU and CPU/GPU take advantage of…

Quantum Physics · Physics 2025-06-23 Shuangbao Paul Wang , Jianzhou Mao , Eric Sakk

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

Numerical Analysis · Mathematics 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang

This tutorial introduces a systematic approach for addressing the key question of quantum metrology: For a generic task of sensing an unknown parameter, what is the ultimate precision given a constrained set of admissible strategies. The…

Quantum Physics · Physics 2024-12-19 Qiushi Liu , Zihao Hu , Haidong Yuan , Yuxiang Yang

Recent results suggest that quantum computers possess the potential to speed up nonconvex optimization problems. However, a crucial factor for the implementation of quantum optimization algorithms is their robustness against experimental…

Quantum Physics · Physics 2022-12-07 Weiyuan Gong , Chenyi Zhang , Tongyang Li

We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…

Quantum Physics · Physics 2022-04-04 Jianhao He , Feidiao Yang , Jialin Zhang , Lvzhou Li

We develop an hybrid quantum-classical algorithm to solve an optimal population transfer problem for a molecule subject to a laser pulse. The evolution of the molecular wavefunction under the laser pulse is simulated on a quantum computer,…

Quantum Physics · Physics 2021-02-25 Davide Castaldo , Marta Rosa , Stefano Corni

We present a semidefinite program optimization approach to quantum error correction that yields codes and recovery procedures that are robust against significant variations in the noise channel. Our approach allows us to optimize the…

Quantum Physics · Physics 2009-11-13 R. L. Kosut , A. Shabani , D. A. Lidar

This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…

Optimization and Control · Mathematics 2017-06-13 Tianbao Yang , Qihang Lin , Lijun Zhang

Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration problem, for which a speed-up is shown by quantum computers…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

A black-box optimization algorithm such as Bayesian optimization finds extremum of an unknown function by alternating inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such…

Quantum Physics · Physics 2021-05-03 Syun Izawa , Koki Kitai , Shu Tanaka , Ryo Tamura , Koji Tsuda

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Optimization and Control · Mathematics 2018-01-19 Bo Jiang , Tianyi Lin , Shiqian Ma , Shuzhong Zhang

In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one of which admits easy computation of (sub)gradients while the…

Optimization and Control · Mathematics 2024-12-03 Nitesh Kumar Singh , Ion Necoara , Vyacheslav Kungurtsev

Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…

Machine Learning · Computer Science 2023-10-27 Xufeng Cai , Ahmet Alacaoglu , Jelena Diakonikolas

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…

Optimization and Control · Mathematics 2022-04-21 Jingyi Wang , Cosmin G. Petra
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