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We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…

Optimization and Control · Mathematics 2025-02-19 Sen Na , Michael W. Mahoney

We propose and experimentally demonstrate sequential quantum computing (SQC), a paradigm that utilizes multiple homogeneous or heterogeneous quantum processors in hybrid classical-quantum workflows. In this manner, we are able to overcome…

Sequential quadratic programming (SQP) methods have been remarkably successful in solving a broad range of nonlinear optimization problems. These methods iteratively construct and solve quadratic programming (QP) subproblems to compute…

Optimization and Control · Mathematics 2025-12-08 Anugrah Jo Joshy , John T. Hwang

It is crucial to reduce the resources required to run quantum algorithms and simulate physical systems on quantum computers due to coherence time limitations. With regards to Hamiltonian simulation, a significant effort has focused on…

Quantum Physics · Physics 2022-12-01 Diana B. Chamaki , Stuart Hadfield , Katherine Klymko , Bryan O'Gorman , Norm M. Tubman

In this paper, a quantum algorithm based on gaussian process regression model is proposed. The proposed quantum algorithm consists of three sub-algorithms. One is the first quantum subalgorithm to efficiently generate mean predictor. The…

Quantum Physics · Physics 2022-07-20 Menghan Chen , Gongde Guo , Song Lin , Jing Li

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom

We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…

Optimization and Control · Mathematics 2024-08-30 Michael J. O'Neill

Motivated by applications in optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving stochastic optimization problems. In the literature, the convergence analysis of these algorithms relies on strong…

Optimization and Control · Mathematics 2016-03-16 Farzad Yousefian , Angelia Nedić , Uday V. Shanbha

Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…

Optimization and Control · Mathematics 2025-12-16 Panchajanya Sanyal , Srujan Teja Thomdapu , Ketan Rajawat

Drawing inspiration from gradient-descent methods developed for data processing in quantum state tomography [\href{https://iopscience.iop.org/article/10.1088/2058-9565/ae0baa}{Quantum Sci.~Technol.~\textbf{10} 045055 (2025)}] and quantum…

Quantum Physics · Physics 2026-02-05 Akshay Gaikwad , Manuel Sebastian Torres , Anton Frisk Kockum

In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…

Optimization and Control · Mathematics 2026-03-12 Yuchen Fang , Jihun Kim , Sen Na , James Demmel , Javad Lavaei

Recent works on quantum algorithms for solving semidefinite optimization (SDO) problems have leveraged a quantum-mechanical interpretation of positive semidefinite matrices to develop methods that obtain quantum speedups with respect to the…

Quantum Physics · Physics 2025-06-06 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis Zuluaga

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang

Calculation of Bayesian posteriors and model evidences typically requires numerical integration. Bayesian quadrature (BQ), a surrogate-model-based approach to numerical integration, is capable of superb sample efficiency, but its lack of…

Machine Learning · Computer Science 2023-04-11 Masaki Adachi , Satoshi Hayakawa , Martin Jørgensen , Harald Oberhauser , Michael A. Osborne

Coherent-state quantum process tomography (csQPT) is a method of completely characterizing a quantum-optical "black box" by probing it with coherent states and performing homodyne measurements on the output [M. Lobino et al, Science 322,…

Quantum Physics · Physics 2013-03-15 Aamir Anis , A. I. Lvovsky

We propose HQCM-EBTC, a hybrid quantum-classical model for automated brain tumor classification using MRI images. Trained on a dataset of 7,576 scans covering normal, meningioma, glioma, and pituitary classes, HQCM-EBTC integrates a…

Machine Learning · Computer Science 2025-06-30 Marwan Ait Haddou , Mohamed Bennai

Convolutional Neural Networks (CNNs) are pivotal in computer vision and Big Data analytics but demand significant computational resources when trained on large-scale datasets. Conventional training via back-propagation (BP) with losses like…

Machine Learning · Computer Science 2025-06-03 Aasish Kumar Sharma , Sanjeeb Prashad Pandey , Julian M. Kunkel

We propose an efficient block-encoding technique for the implementation of the Linear Combination of Hamiltonian Simulations (LCHS) for simulating dissipative initial-value problems. This algorithm approximates a target nonunitary operator…

Quantum Physics · Physics 2026-04-17 Ivan Novikau , Ilon Joseph

Nonlinear model predictive control~(NMPC) generally requires the solution of a non-convex optimization problem at each sampling instant under strict timing constraints, based on a set of differential equations that can often be stiff and/or…

Optimization and Control · Mathematics 2019-03-22 Pedro Hespanhol , Rien Quirynen

Cancer classification based on gene expression increases early diagnosis and recovery, but high-dimensional genes with a small number of samples are a major challenge. This work introduces a new hybrid quantum kernel support vector machine…

Machine Learning · Computer Science 2022-02-25 Essam H. Houssein , Zainab Abohashima , Mohamed Elhoseny , Waleed M. Mohamed