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With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…
We introduce a counterdiabatic (CD) extension of the Quantum Approximate Optimization Algorithm (QAOA) for constrained portfolio optimization. By incorporating approximate adiabatic gauge potentials generated from nested commutators of the…
Quantum variational algorithms are one of the most promising applications of near-term quantum computers; however, recent studies have demonstrated that unless the variational quantum circuits are configured in a problem-specific manner,…
One of the most challenging types of ill-posedness in global optimization is the presence of insensitivity regions in design parameter space, so the identification of their shape will be crucial, if ill-posedness is irrecoverable. Such…
The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…
Recent studies suggest that gradient-based methods applied to relaxed box-constrained Quadratic Unconstrained Binary Optimization (QUBO) formulations can outperform classical heuristics in some large-scale regimes, often relying on heavy…
In this paper, we propose a randomized $\tilde{O}(\mu(G))$-round algorithm for the maximum cardinality matching problem in the CONGEST model, where $\mu(G)$ means the maximum size of a matching of the input graph $G$. The proposed algorithm…
Non-smooth optimization models play a fundamental role in various disciplines, including engineering, science, management, and finance. However, classical algorithms for solving such models often struggle with convergence speed,…
We present a random-subspace variant of cubic regularization algorithm that chooses the size of the subspace adaptively, based on the rank of the projected second derivative matrix. Iteratively, our variant only requires access to…
Cross-modal hashing is a promising approach for efficient data retrieval and storage optimization. However, contemporary methods exhibit significant limitations in semantic preservation, contextual integrity, and information redundancy,…
Recently, Stochastic Gradient Descent (SGD) and its variants have become the dominant methods in the large-scale optimization of machine learning (ML) problems. A variety of strategies have been proposed for tuning the step sizes, ranging…
Bayesian Optimization (BO) in high-dimensional spaces remains fundamentally limited by the curse of dimensionality and the rigidity of global low-dimensional assumptions. While Random EMbedding Bayesian Optimization (REMBO) mitigates this…
In this note, we describe an experiment on portfolio optimization using the Quadratic Unconstrained Binary Optimization (QUBO) formulation. The dataset we use is taken from a real-world problem for which a classical solution is currently…
Discovering configurations that are both high-utility and structurally diverse under expensive black-box evaluation and strict query budgets remains a central challenge in data-driven discovery. Many classical optimizers concentrate on…
We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to some random subspace of the parameters, constructing and…
Mixed discrete-continuous optimization is central to engineering design, where discrete choices interact with continuous fields. These problems are difficult due to high-dimensional, complex search spaces. To tackle them, Quantum Annealing…
Finding a maximum or minimum is a fundamental building block in many mathematical models. Compared with classical algorithms, Durr, Hoyer's quantum algorithm (DHA) achieves quadratic speed. However, its key step, the quantum exponential…
We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…
Portfolio optimization under strict cardinality constraints is a combinatorial challenge that defies classical convex optimization techniques, particularly in the context of "Direct Indexing" and ESG-constrained mandates. In the Noisy…
In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…