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In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

Variational quantum algorithms, optimized using gradient-based methods, often exhibit sub-optimal convergence performance due to their dependence on Euclidean geometry. Quantum natural gradient descent (QNGD) is a more efficient method that…

Quantum Physics · Physics 2025-06-05 Mohammad Aamir Sohail , Mohsen Heidari , S. Sandeep Pradhan

In this proceedings we present quantum machine learning optimization experiments using stochastic gradient descent with the parameter shift rule algorithm. We first describe the gradient evaluation algorithm and its optimization procedure…

Quantum Physics · Physics 2022-10-21 Matteo Robbiati , Stavros Efthymiou , Andrea Pasquale , Stefano Carrazza

This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…

Machine Learning · Computer Science 2022-09-13 Srujan Teja Thomdapu , Harshvardhan , Ketan Rajawat

A quantum generalization of Natural Gradient Descent is presented as part of a general-purpose optimization framework for variational quantum circuits. The optimization dynamics is interpreted as moving in the steepest descent direction…

Quantum Physics · Physics 2020-05-27 James Stokes , Josh Izaac , Nathan Killoran , Giuseppe Carleo

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

We consider the problem of minimizing a continuous function given quantum access to a stochastic gradient oracle. We provide two new methods for the special case of minimizing a Lipschitz convex function. Each method obtains a dimension…

Quantum Physics · Physics 2024-07-26 Aaron Sidford , Chenyi Zhang

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Optimization and Control · Mathematics 2024-04-04 Hoang Huy Nguyen , Yan Li , Tuo Zhao

Variational quantum algorithms are expected to demonstrate the advantage of quantum computing on near-term noisy quantum computers. However, training such variational quantum algorithms suffers from gradient vanishing as the size of the…

Quantum Physics · Physics 2021-11-30 Anbang Wu , Gushu Li , Yuke Wang , Boyuan Feng , Yufei Ding , Yuan Xie

An algorithm and associated strategy for solving polynomial systems within the optimization framework is presented. The algorithm and strategy are named, respectively, the penetrating gradient algorithm and the deepest descent strategy. The…

Optimization and Control · Mathematics 2015-01-15 Nikica Hlupic , Ivo Beros

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

Machine Learning · Statistics 2016-03-25 Qinqing Zheng , John Lafferty

We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

We introduce a quantum approximate optimization algorithm (QAOA) for continuous optimization. The algorithm is based on the dynamics of a quantum system moving in an energy potential which encodes the objective function. By approximating…

Quantum Physics · Physics 2019-02-04 Guillaume Verdon , Juan Miguel Arrazola , Kamil Brádler , Nathan Killoran

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti

We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of…

Machine Learning · Statistics 2019-09-10 Qiang Liu , Dilin Wang

We propose a first-order method for solving inequality constrained optimization problems. The method is derived from our previous work [12], a modified search direction method (MSDM) that applies the singular-value decomposition of…

Optimization and Control · Mathematics 2020-03-12 Long Chen , Wenyi Chen , Kai-Uwe Bletzinger

This is a set of lecture notes for a graduate-level course on quantum algorithms, with an emphasis on quantum optimization algorithms. It is developed for applied mathematicians and engineers, and requires no previous background in quantum…

Quantum Physics · Physics 2025-07-09 Giacomo Nannicini

A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…

Optimization and Control · Mathematics 2023-03-01 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Machine Learning · Computer Science 2024-10-31 Seifeddine Achour

Several quantities important in condensed matter physics, quantum information, and quantum chemistry, as well as quantities required in meta-optimization of machine learning algorithms, can be expressed as gradients of implicitly defined…

Quantum Physics · Physics 2022-11-28 Shahnawaz Ahmed , Nathan Killoran , Juan Felipe Carrasquilla Álvarez