相关论文: A Non-Convex Optimization Strategy for Computing C…

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

A longstanding belief in quantum tomography is that estimating a mixed state is far harder than estimating a pure state. This is borne out in the mathematics, where mixed state algorithms have always required more sophisticated techniques…

We present a multipartite entanglement measure for $N$-qudit pure states, using the norm of the correlation tensor which occurs in the Bloch representation of the state. We compute this measure for important class of $N$-qutrit pure states,…

We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional…

We propose a new, nonparametric method for multivariate regression subject to convexity or concavity constraints on the response function. Convexity constraints are common in economics, statistics, operations research, financial engineering…

We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…

Symmetric nonnegative matrix factorization (SymNMF) has important applications in data analytics problems such as document clustering, community detection and image segmentation. In this paper, we propose a novel nonconvex variable…

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

Simulating quantum systems constructively furthers our understanding of qualitative and quantitative features which may be analytically intractable. In this letter, we directly simulate and explore the entanglement structure present in a…

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…

Classical algorithms are often not effective for solving nonconvex optimization problems where local minima are separated by high barriers. In this paper, we explore possible quantum speedups for nonconvex optimization by leveraging the…

In this paper, we study stochastic constrained minimax optimization problems with nonconvex-nonconcave structure, a central problem in modern machine learning, for which reliable and efficient algorithms remain largely unexplored due to its…

Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…

Strongly-coupled gauge theories far from equilibrium may exhibit unique features that could illuminate the physics of the early universe and of hadron and ion colliders. Studying real-time phenomena has proven challenging with…

Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…

This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…

We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…