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The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

We introduce a variational hybrid classical-quantum algorithm to simulate the Lindblad master equation and its adjoint for time-evolving Markovian open quantum systems and quantum observables. Our method is based on a direct representation…

Quantum Physics · Physics 2023-05-19 Tasneem Watad , Netanel H. Lindner

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

We initiate the study of utilizing Quantum Langevin Dynamics (QLD) to solve optimization problems, particularly those non-convex objective functions that present substantial obstacles for traditional gradient descent algorithms.…

Quantum Physics · Physics 2025-03-11 Zherui Chen , Yuchen Lu , Hao Wang , Yizhou Liu , Tongyang Li

Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…

Numerical Analysis · Mathematics 2025-09-26 Neil K. Chada , Philip J. Herbert

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant…

Optimization and Control · Mathematics 2025-08-06 Mingze Li , Lei Fan , Zhu Han

Variational quantum algorithms (VQAs) represent a promising approach to utilizing current quantum computing infrastructures. VQAs are based on a parameterized quantum circuit optimized in a closed loop via a classical algorithm. This hybrid…

Quantum Physics · Physics 2024-04-10 David Fitzek , Robert S. Jonsson , Werner Dobrautz , Christian Schäfer

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

Stochastic gradient descent based algorithms are typically used as the general optimization tools for most deep learning models. A Restricted Boltzmann Machine (RBM) is a probabilistic generative model that can be stacked to construct deep…

Machine Learning · Statistics 2017-04-07 Kai Fan

Stochastic optimization via Stochastic Gradient Descent (SGD) is a fundamental problem in statistics and optimization. This paper revisits Stochastic Gradient Descent (SGD) for strongly convex objectives, establishing tight, uniform-in-time…

Optimization and Control · Mathematics 2026-03-19 Kang Chen , Yasong Feng , Tianyu Wang

Is Stochastic Gradient Descent (SGD) substantially different from Metropolis Monte Carlo dynamics? This is a fundamental question at the time of understanding the most used training algorithm in the field of Machine Learning, but it…

Disordered Systems and Neural Networks · Physics 2024-05-31 Maria Chiara Angelini , Angelo Giorgio Cavaliere , Raffaele Marino , Federico Ricci-Tersenghi

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

Machine Learning · Computer Science 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik

To address the communication bottleneck challenge in distributed learning, our work introduces a novel two-stage quantization strategy designed to enhance the communication efficiency of distributed Stochastic Gradient Descent (SGD). The…

Machine Learning · Computer Science 2024-02-05 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Congduan Li , Linqi Song

Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz

Semidefinite programs (SDPs) are convex optimization programs with vast applications in control theory, quantum information, combinatorial optimization and operational research. Noisy intermediate-scale quantum (NISQ) algorithms aim to make…

Quantum Physics · Physics 2023-01-31 Kishor Bharti , Tobias Haug , Vlatko Vedral , Leong-Chuan Kwek

The efficient simulation of quantum dynamics and ground states is a central challenge in physics and a key frontier for quantum advantage. While short-time evolution in one-dimensional systems can often be simulated classically, extending…

Quantum Physics · Physics 2025-09-22 Yusen Wu , Yukun Zhang , Chuan Wang , Xiao Yuan

We study the stochastic optimization problem from a continuous-time perspective, with a focus on the Stochastic Gradient Descent with Momentum (SGDM) method. We show that the trajectory of SGDM, despite its \emph{stochastic} nature,…

Optimization and Control · Mathematics 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying