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The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…

Optimization and Control · Mathematics 2022-01-20 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

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…

This paper addresses the study of a new class of nonsmooth optimization problems, where the objective is represented as a difference of two generally nonconvex functions. We propose and develop a novel Newton-type algorithm to solving such…

Optimization and Control · Mathematics 2023-01-10 Francisco J. Aragón-Artacho , Boris S. Mordukhovich , Pedro Pérez-Aros

Stochastic non-smooth convex optimization constitutes a class of problems in machine learning and operations research. This paper considers minimization of a non-smooth function based on stochastic subgradients. When the function has a…

Optimization and Control · Mathematics 2016-07-12 Sucha Supittayapornpong , Michael J. Neely

Motivated by various applications, unbounded Hamiltonian simulation has recently garnered great attention. Quantum Magnus algorithms, designed to achieve commutator scaling for time-dependent Hamiltonian simulation, have been found to be…

Numerical Analysis · Mathematics 2026-01-26 Yonah Borns-Weil , Di Fang , Jiaqi Zhang

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

Many claims of computational advantages have been made for quantum computing over classical, but they have not been demonstrated for practical problems. Here, we present algorithms for solving time-dependent PDEs, with particular reference…

Quantum Physics · Physics 2025-06-17 Sachin S. Bharadwaj , Katepalli R. Sreenivasan

This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…

Optimization and Control · Mathematics 2025-10-07 Ziyi Chen , Peiran Yu , Heng Huang

This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…

Optimization and Control · Mathematics 2025-11-19 Vitaliano S. Amaral , Marcio Antônio de A. Bortoloti , Jurandir O. Lopes , Gilson N. Silva

Generalized and Simulated Method of Moments are often used to estimate structural Economic models. Yet, it is commonly reported that optimization is challenging because the corresponding objective function is non-convex. For smooth…

Econometrics · Economics 2025-07-11 Jean-Jacques Forneron , Liang Zhong

This paper is devoted to the investigation of inertial dynamical systems with implicit Hessian-driven damping for strongly quasiconvex optimization which is a specific class of nonconvex optimization problems. We first establish exponential…

Optimization and Control · Mathematics 2026-02-27 Zeying Gao , Xiangkai Sun , Liang He

This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…

Optimization and Control · Mathematics 2023-04-27 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

Optimization and Control · Mathematics 2025-09-10 Jingfan Xia , Zhenwei Lin , Qi Deng

Time-varying optimization problems are prevalent in various engineering fields, and the ability to solve them accurately in real-time is becoming increasingly important. The prediction-correction algorithms used in smooth time-varying…

Optimization and Control · Mathematics 2024-02-12 Hidenori Iwakiri , Tomoya Kamijima , Shinji Ito , Akiko Takeda

We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…

Optimization and Control · Mathematics 2025-06-27 El Mahdi Chayti , Nikita Doikov , Martin Jaggi

Non-smoothness at optimal points is a common phenomenon in many eigenvalue optimization problems. We consider two recent algorithms to minimize the largest eigenvalue of a Hermitian matrix dependent on one parameter, both proven to be…

Numerical Analysis · Mathematics 2018-05-14 Fatih Kangal , Emre Mengi

Computational fluid dynamics (CFD) is a cornerstone of classical scientific computing, and there is growing interest in whether quantum computers can accelerate such simulations. To date, the existing proposals for fault-tolerant quantum…

Classical algorithms are often not effective for solving nonconvex optimization problems where local minima are separated by high barriers. In this paper, we explore possible quantum speedups for nonconvex optimization by leveraging the…

Quantum Physics · Physics 2023-06-07 Yizhou Liu , Weijie J. Su , Tongyang Li

Optimization theory has been widely studied in academia and finds a large variety of applications in industry. The different optimization models in their discrete and/or continuous settings have catered to a rich source of research…

Quantum Physics · Physics 2026-03-16 Debbie Lim , Joao F. Doriguello , Patrick Rebentrost

We present a quantum-inspired algorithm that utilizes Quantum Hamiltonian Descent (QHD) for efficient community detection. Our approach reformulates the community detection task as a Quadratic Unconstrained Binary Optimization (QUBO)…

Quantum Physics · Physics 2025-11-18 Jinglei Cheng , Ruilin Zhou , Yuhang Gan , Chen Qian , Junyu Liu