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Consider the problem of minimizing an expected logarithmic loss over either the probability simplex or the set of quantum density matrices. This problem includes tasks such as solving the Poisson inverse problem, computing the…
Quantum generalizations of R\'enyi's entropies are a useful tool to describe a variety of operational tasks in quantum information processing. Two families of such generalizations turn out to be particularly useful: the Petz quantum R\'enyi…
Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…
We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…
In this paper, we discretize the Caputo time derivative of order \alpha \in (0,1) using the Alikhanov scheme on a quasi-graded temporal mesh, and employ the Newton linearization method to approximate the nonlinear term. This yields a…
We introduce two algorithms for nonconvex regularized finite sum minimization, where typical Lipschitz differentiability assumptions are relaxed to the notion of relative smoothness. The first one is a Bregman extension of Finito/MISO,…
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
The relative entropy is a principal measure of distinguishability in quantum information theory, with its most important property being that it is non-increasing with respect to noisy quantum operations. Here, we establish a remainder term…
We propose adaptive, line search-free second-order methods with optimal rate of convergence for solving convex-concave min-max problems. By means of an adaptive step size, our algorithms feature a simple update rule that requires solving…
The Petz recovery channel plays an important role in quantum information science as an operation that approximately reverses the effect of a quantum channel. The pretty good measurement is a special case of the Petz recovery channel, and it…
Lloyd's algorithm is an iterative method that solves the quantization problem, i.e. the approximation of a target probability measure by a discrete one, and is particularly used in digital applications. This algorithm can be interpreted as…
A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…
The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…
Quantum relative entropy, a quantum generalization of the renowned Kullback-Leibler divergence, serves as a fundamental measure of the distinguishability between quantum states and plays a pivotal role in quantum information science.…
Over the past two decades, fair resource allocation problems have received considerable attention in a variety of application areas. However, little progress has been made in the design of distributed algorithms with convergence guarantees…
A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…
This paper considers convex programs with a general (possibly non-differentiable) convex objective function and Lipschitz continuous convex inequality constraint functions. A simple algorithm is developed and achieves an $O(1/t)$…
An adaptive regularization algorithm using high-order models is proposed for partially separable convexly constrained nonlinear optimization problems whose objective function contains non-Lipschitzian $\ell_q$-norm regularization terms for…
We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…