English
Related papers

Related papers: Controlled stochastic processes for simulated anne…

200 papers

We explore the role of entanglement in adiabatic quantum optimization by performing approximate simulations of the real-time evolution of a quantum system while limiting the amount of entanglement. To classically simulate the time evolution…

Disordered Systems and Neural Networks · Physics 2015-01-29 Bela Bauer , Lei Wang , Iztok Pižorn , Matthias Troyer

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

Although many efficient heuristics have been developed to solve binary optimization problems, these typically produce correlated solutions for degenerate problems. Most notably, transverse-field quantum annealing - the heuristic employed in…

Disordered Systems and Neural Networks · Physics 2019-06-27 Zheng Zhu , Andrew J. Ochoa , Helmut G. Katzgraber

Population annealing is a powerful tool for large-scale Monte Carlo simulations. We adapt this method to molecular dynamics simulations and demonstrate its excellent accelerating effect by simulating the folding of a short peptide commonly…

Computational Physics · Physics 2019-02-27 Henrik Christiansen , Martin Weigel , Wolfhard Janke

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

Edge Computing enables low-latency processing for real-time applications but introduces challenges in power management due to the distributed nature of edge devices and their limited energy resources. This paper proposes a stochastic…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-07 Fabio Diniz Rossi

This paper introduces a drift optimization model of stochastic optimization problems driven by regulated stochastic processes. A broad range of problems across operations research, machine learning, and statistics can be viewed as…

Optimization and Control · Mathematics 2025-06-10 Zihe Zhou , Harsha Honnappa , Raghu Pasupathy

Quantum annealing is a promising algorithm for solving combinatorial optimization problems. It searches for the ground state of the Ising model, which corresponds to the optimal solution of a given combinatorial optimization problem. The…

Statistical Mechanics · Physics 2026-02-25 Tomohiro Hattori , Shu Tanaka

We investigate the quantum computing paradigm consisted of obtaining a target state that encodes the solution of a certain computational task by evolving the system with a combination of the problem-Hamiltonian and the driving-Hamiltonian.…

Quantum Physics · Physics 2022-06-14 Marllos E. F. Fernandes , Emanuel F. de Lima , Leonardo K. Castelano

We introduce a novel method for non-convex optimization, called Swarm-based Simulated Annealing (SSA), which is at the interface between the swarm-based gradient-descent (SBGD) [J. Lu et. al., ArXiv:2211.17157; E.Tadmor and A. Zenginoglu,…

Optimization and Control · Mathematics 2024-09-04 Zhiyan Ding , Martin Guerra , Qin Li , Eitan Tadmor

A sliding-mode-based adaptive boundary control law is proposed for a class of uncertain thermal reaction-diffusion processes subject to matched disturbances. The disturbances are assumed to be bounded, but the corresponding bounds are…

Systems and Control · Electrical Eng. & Systems 2025-10-13 Paul Mayr , Alessandro Pisano , Stefan Koch , Markus Reichhartinger

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…

Probability · Mathematics 2020-02-19 Zakhar Kabluchko , Mikhail Lifshits

A simulated annealing algorithm is employed to generate a stochastic model for a Berea and a Fontainebleau sandstone with prescribed two-point probability function, lineal path function, and ``pore size'' distribution function,…

Materials Science · Physics 2009-10-31 C. Manwart , S. Torquato , R. Hilfer

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

Optimization and Control · Mathematics 2021-06-16 Mauro Bonafini , Ismael Medina , Bernhard Schmitzer

This research concerns design optimization problems involving numerous design parameters and large computational models. These problems generally consist in non-convex constrained optimization problems in large and sometimes complex search…

Optimization and Control · Mathematics 2024-12-20 A. Batou

This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…

Optimization and Control · Mathematics 2026-03-31 José A. Carrillo , Shi Jin , Haoyu Zhang , Yuhua Zhu