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Boltzmann machine is a powerful machine learning model with many real-world applications, for example by constructing deep belief networks. Statistical inference on a Boltzmann machine can be carried out by sampling from its posterior…

Quantum Physics · Physics 2023-11-23 Mārtiņš Kālis , Andris Locāns , Rolands Šikovs , Hassan Naseri , Andris Ambainis

In [1] Zhu and Rabitz presented a rapidly convergent iterative algorithm for optimal control of the expectation value of a positive definite observable in a pure-state quantum system. In this paper we generalize this algorithm to a quantum…

Quantum Physics · Physics 2009-10-31 S. G. Schirmer , M. D. Girardeau , J. V. Leahy

We show that a direct shooting method is mathematically equivalent to an indirect method in the sense of certain first-order conditions. Specific mathematical formulas pertaining to the equivalence of a direct shooting method with an…

Optimization and Control · Mathematics 2020-07-07 I. M. Ross

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…

Machine Learning · Computer Science 2023-10-25 Ming Xu , Timothy Molloy , Stephen Gould

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev

The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Pietro Tesi , Claudio De Persis

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros

Sampling and quantization are crucial in digital signal processing, but quantization introduces errors, particularly due to distribution mismatch between input signals and quantizers. Existing methods to reduce this error require precise…

Signal Processing · Electrical Eng. & Systems 2024-09-09 Aman Rishal Chemmala , Satish Mulleti

The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…

Information Theory · Computer Science 2012-11-29 Animesh Kumar , Vinod M. Prabhakaran

A simple inverse problem for the wave equation requires determination of both the wave velocity in a homogenous acoustic material and the transient waveform of an isotropic point radiator, given the time history of the wavefield at a remote…

Optimization and Control · Mathematics 2022-09-28 William W. Symes

K-Means clustering still plays an important role in many computer vision problems. While the conventional Lloyd method, which alternates between centroid update and cluster assignment, is primarily used in practice, it may converge to a…

Computer Vision and Pattern Recognition · Computer Science 2018-10-30 Huu Le , Anders Eriksson , Thanh-Toan Do , Michael Milford

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

(Block-)coordinate minimization is an iterative optimization method which in every iteration finds a global minimum of the objective over a variable or a subset of variables, while keeping the remaining variables constant. While for some…

Optimization and Control · Mathematics 2019-10-22 Tomáš Werner , Daniel Průša

Study of a simple single-trace transmission example shows how an extended source formulation of full-waveform inversion can produce an optimization problem without spurious local minima ("cycle skipping"), hence efficiently solvable via…

Optimization and Control · Mathematics 2022-09-28 William W. Symes , Huiyi Chen , Susan E. Minkoff

This paper studies a Shannon-theoretic version of the generalized distribution preserving quantization problem where a stationary and memoryless source is encoded subject to a distortion constraint and the additional requirement that the…

Information Theory · Computer Science 2015-07-10 Naci Saldi , Tamás Linder , Serdar Yüksel

This paper considers the joint compression of a pair of correlated sources, where the encoder is allowed to access only one of the sources. The objective is to recover both sources under separate distortion constraints for each source while…

Information Theory · Computer Science 2024-11-07 Huiyuan Yang , Yuxuan Shi , Shuo Shao , Xiaojun Yuan

This paper considers a class of convex optimization problems where both, the objective function and the constraints, have a continuously varying dependence on time. Our goal is to develop an algorithm to track the optimal solution as it…

Optimization and Control · Mathematics 2015-10-07 Mahyar Fazlyab , Santiago Paternain , Victor M. Preciado , Alejandro Ribeiro

We propose a method of training quantization thresholds (TQT) for uniform symmetric quantizers using standard backpropagation and gradient descent. Contrary to prior work, we show that a careful analysis of the straight-through estimator…

Computer Vision and Pattern Recognition · Computer Science 2020-03-02 Sambhav R. Jain , Albert Gural , Michael Wu , Chris H. Dick

Optimal control theory is usually formulated as an indirect method requiring the solution of a two-point boundary value problem. Practically, the solution is obtained by iterative forward and backward propagation of quantum wavepackets.…

Quantum Physics · Physics 2020-10-09 Alejandro R. Ramos Ramos , Oliver Kühn