Related papers: Approximation and Exactness in Finite State Optima…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…
Results on the rational approximation of functions containing singularities are presented. We build further on the ''lightning method'', recently proposed by Trefethen and collaborators, based on exponentially clustering poles close to the…
We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
In this paper we discuss optimality conditions for abstract optimization problems over complex spaces. We then apply these results to optimal control problems with a semigroup structure. As an application we detail the case when the state…
The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…
We develop a complexity theory for approximate real computations. We first produce a theory for exact computations but with condition numbers. The input size depends on a condition number, which is not assumed known by the machine. The…
We have proven that there exists a quantum state approximating any multi-copy state universally when we measure the error by means of the normalized relative entropy. While the qubit case was proven by Krattenthaler and Slater (IEEE Trans.…
Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…
A recent proposal of new sets of squeezed states is seen as a particular case of a general context admitting realistic physical Hamiltonians. Such improvements reveal themselves helpful in the study of associated squeezing effects.…
We study succinctness as a measure of the expressive power of transformers. Succinctness -- how compactly a formalism can describe a language relative to other formalisms -- is a classical notion in logic and automata theory. We prove that…
This study introduces a correction to the approximation of effective degrees of freedom as proposed by Satterthwaite (1941, 1946), specifically addressing scenarios where component degrees of freedom are small. The correction is grounded in…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all…
In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…
The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…
A fundamental task in quantum information is to approximate a pure quantum state in terms of sparse states or, for a bipartite system, states of bounded Schmidt rank. The optimal deterministic approximation in each case is straightforward,…
We give a sharp lower bound on the capacity of a real stable polynomial, depending only on the value of its gradient at $x = 1$. This result implies a sharp improvement to a similar inequality proved by Linial-Samorodnitsky-Wigderson in…
Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…