Related papers: Probability-One Optimization of Generalized Raylei…
This paper proposes a theoretical framework to address the reduced biquaternion equality-constrained total least squares (RBTLSE) problem. The objective is to find an approximate solution to the system $AX \approx B$, subject to linear…
Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…
This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to…
In this paper, we develop and analyze sub-sampled trust-region methods for solving finite-sum optimization problems. These methods employ subsampling strategies to approximate the gradient and Hessian of the objective function,…
This paper develops a systematic and geometric theory of optimal quantization on the unit sphere $\mathbb S^2$, focusing on finite uniform probability distributions supported on the spherical surface - rather than on lower-dimensional…
The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…
We present a new solution framework to solve the generalized trust region subproblem (GTRS) of minimizing a quadratic objective over a quadratic constraint. More specifically, we derive a convex quadratic reformulation (CQR) via minimizing…
We generalize the Rayleigh Quotient Iteration (RQI) to the problem of solving a nonlinear equation where the variables are divided into two subsets, one satisfying additional equality constraints and the other could be considered as…
The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…
In this paper, we introduce some new iterative optimisation algorithms on Riemannian manifolds and Hilbert spaces which have good global convergence guarantees to local minima. More precisely, these algorithms have the following properties:…
The quantum approximate optimization algorithm (QAOA) is considered to be one of the most promising approaches towards using near-term quantum computers for practical application. In its original form, the algorithm applies two different…
In this letter we model the Haplotype assembly problem (HAP) as a maximization problem over an $(n-1)$-dimensional sphere. Due to nonconvexity of the feasible set, we propose a manifold optimization approach to solve the mentioned…
The Quantum Approximate Optimization Algorithm (QAOA) has emerged as a promising variational quantum algorithm for addressing NP hard combinatorial optimization problems. However, a significant limitation lies in optimizing its classical…
Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…
The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional…
We consider global optimization problems, where the feasible region $\X$ is a compact subset of $\mathbb{R}^d$ with $d \geq 10$. For these problems, we demonstrate the following. First: the actual convergence of global random search…
This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…
We propose a stochastic first-order trust-region method with inexact function and gradient evaluations for solving finite-sum minimization problems. Using a suitable reformulation of the given problem, our method combines the inexact…
This paper presents a novel systematic methodology to obtain new simple and tight approximations, lower bounds, and upper bounds for the Gaussian Q-function, and functions thereof, in the form of a weighted sum of exponential functions.…
Grover's algorithm is a fundamental quantum algorithm that offers a quadratic speedup for the unstructured search problem by alternately applying physically implementable oracle and diffusion operators. In this paper, we reformulate the…