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In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

最优化与控制 · 数学 2026-03-20 Jian Chen , Xinmin Yang

We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…

最优化与控制 · 数学 2021-10-25 Vien V. Mai , Jacob Lindbäck , Mikael Johansson

We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational…

最优化与控制 · 数学 2024-11-28 Amal Alphonse , Michael Hintermüller , Alexander Kister , Chin Hang Lun , Clemens Sirotenko

Optimal Power Flow (OPF) is a core optimization problem in power system operation and planning, aiming to minimize generation costs while satisfying physical constraints such as power flow equations, generator limits, and voltage limits.…

机器学习 · 计算机科学 2025-12-02 Xuezhi Liu

In this work, an effective numerical method is developed to solve a class of singular boundary value problems arising in various physical models by using the improved differential transform method (IDTM). The IDTM applies the Adomian…

数值分析 · 数学 2016-01-20 Lie-jun Xie , Cai-lian Zhou , Song Xu

Grover's algorithm is a fundamental quantum algorithm that achieves a quadratic speedup for unstructured search problems of size $N$. Recent studies have reformulated this task as a maximization problem on the unitary manifold and solved it…

量子物理 · 物理学 2026-04-06 Zhijian Lai , Dong An , Jiang Hu , Zaiwen Wen

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

最优化与控制 · 数学 2017-09-27 Pavel Dvurechensky , Alexander Gasnikov , Sergey Omelchenko , Alexander Tiurin

We introduce an iterative method to search for time-optimal Hamiltonians that drive a quantum system between two arbitrary, and in general mixed, quantum states. The method is based on the idea of progressively improving the efficiency of…

量子物理 · 物理学 2019-12-25 Francesco Campaioli , William Sloan , Kavan Modi , Felix Alexander Pollock

To define a steepest descent method over a neural network, we need to choose a norm for each layer, a way to aggregate these norms across layers, and whether to use normalization. We systematically explore different alternatives for…

机器学习 · 计算机科学 2025-10-14 Michael Crawshaw , Chirag Modi , Mingrui Liu , Robert M. Gower

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

最优化与控制 · 数学 2025-05-16 Andy Yat-Ming Cheung , Jinxin Wang , Man-Chung Yue , Anthony Man-Cho So

This paper investigates unmanned aerial vehicle (UAV) data collection systems with different multiple access schemes, where a rotary-wing UAV is dispatched to collect data from multiple ground nodes (GNs). Our goal is to maximize the…

信息论 · 计算机科学 2021-08-03 Xidong Mu , Yuanwei Liu , Li Guo , Jiaru Lin , Zhiguo Ding

We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must ideally be chosen at every iteration as small as possible,…

最优化与控制 · 数学 2012-07-18 Michel Baes , Michael Buergisser

In this paper the isogeometric Nystr\"om method is presented. It's outstanding features are: it allows the analysis of domains described by many different geometrical mapping methods in computer aided geometric design and it requires only…

数值分析 · 计算机科学 2015-06-15 Jürgen Zechner , Benjamin Marussig , Gernot Beer , Thomas-Peter Fries

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

信息论 · 计算机科学 2021-06-07 Lei Liu , Shunqi Huang , Brian M. Kurkoski

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

数值分析 · 数学 2022-10-31 Gang Bao , Yixuan Zhang

This study introduces an approach to obtain a neighboring extremal optimal control (NEOC) solution for a closed-loop optimal control problem, applicable to a wide array of nonlinear systems and not necessarily quadratic performance indices.…

最优化与控制 · 数学 2023-12-11 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

最优化与控制 · 数学 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

Alternating-Current Optimal Power Flow (AC-OPF) is framed as a NP-hard non-convex optimization problem that solves for the most economical dispatch of grid generation given the AC-network and device constraints. Although there are no…

最优化与控制 · 数学 2023-08-29 Amritanshu Pandey , Aayushya Agarwal , Larry Pileggi

Optical quantum circuits can be optimized using gradient descent methods, as the gates in a circuit can be parametrized by continuous parameters. However, the parameter space as seen by the cost function is not Euclidean, which means that…

量子物理 · 物理学 2022-05-11 Yuan Yao , Pierre Cussenot , Richard A. Wolf , Filippo M. Miatto

We consider a scalar wave propagation in harmonic regime modelled by Helmholtz equation with heterogeneous coefficients. Using the Multi-Trace Formalism (MTF), we propose a new variant of the Optimized Schwarz Method (OSM) that can…

偏微分方程分析 · 数学 2019-10-14 Xavier Claeys