Related papers: $i$Trust: Trust-Region Optimisation with Ising Mac…
The inverse Ising problem seeks to reconstruct the parameters of an Ising Hamiltonian on the basis of spin configurations sampled from the Boltzmann measure. Over the last decade, many applications of the inverse Ising problem have arisen,…
We study the Inexact Restoration framework with random models for minimizing functions whose evaluation is subject to errors. We propose a constrained formulation that includes well-known stochastic problems and an algorithm applicable when…
Adaptive regularized framework using cubics has emerged as an alternative to line-search and trust-region algorithms for smooth nonconvex optimization, with an optimal complexity amongst second-order methods. In this paper, we propose and…
We develop a trust-region method for minimizing the sum of a smooth term $f$ and a nonsmooth term $h$), both of which can be nonconvex. Each iteration of our method minimizes a possibly nonconvex model of $f + h$ in a trust region. The…
In this work we present a novel technique, based on a trust-region optimization algorithm and second-order trajectory sensitivities, to compute the extreme trajectories of power system dynamic simulations given a bounded set that represents…
An Ising machine is any hardware specifically designed for finding the ground state of the Ising model. Relevant examples are coherent Ising machines and quantum annealers. In this paper, we propose a new machine learning model that is…
The problem we consider is a multi-objective optimization problem, in which the goal is to find an optimal value of a vector function representing various criteria. The aim of this work is to develop an algorithm which utilizes the trust…
This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…
Stochastic gradient-based optimization is crucial to optimize neural networks. While popular approaches heuristically adapt the step size and direction by rescaling gradients, a more principled approach to improve optimizers requires…
We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…
Recent years have seen significant advances in quantum/quantum-inspired technologies capable of approximately searching for the ground state of Ising spin Hamiltonians. The promise of leveraging such technologies to accelerate the solution…
We propose a bundle trust-region algorithm to minimize locally Lipschitz functions which are potentially nonsmooth and nonconvex. We prove global convergence of our method and show by way of an example that the classical convergence…
Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…
Coherent Ising Machine (CIM) is a network of optical parametric oscillators that can solve large-scale combinatorial optimisation problems by finding the ground state of an Ising Hamiltonian. As a practical application of CIM, Aonishi et…
Efficient Global Optimization (EGO) is the canonical form of Bayesian optimization that has been successfully applied to solve global optimization of expensive-to-evaluate black-box problems. However, EGO struggles to scale with dimension,…
In this paper, we solve the l2-l1 sparse recovery problem by transforming the objective function of this problem into an unconstrained differentiable function and apply a limited-memory trust-region method. Unlike gradient projection-type…
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…
Sampling Boltzmann probability distributions plays a key role in machine learning and optimization, motivating the design of hardware accelerators such as Ising machines. While the Ising model can in principle encode arbitrary optimization…
We investigate a trust-region algorithm to solve a nonconvex optimization problem with $L^p$-regularization for $p\in(0,1)$. The algorithm relies on descent properties of a so-called generalized Cauchy point that can be obtained efficiently…
We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…