scholarly journals GRADIENT FLOWS FOR OPTIMIZATION IN QUANTUM INFORMATION AND QUANTUM DYNAMICS: FOUNDATIONS AND APPLICATIONS

2010 ◽  
Vol 22 (06) ◽  
pp. 597-667 ◽  
Author(s):  
THOMAS SCHULTE-HERBRÜGGEN ◽  
STEFFEN J. GLASER ◽  
GUNTHER DIRR ◽  
UWE HELMKE
Keyword(s):  
Quantum Information ◽  
Constrained Optimization ◽  
Quantum Dynamics ◽  
Homogeneous Spaces ◽  
Optimization Problems ◽  
Reachable Set ◽  
Distance Measures ◽  
Dynamic State ◽  
Gradient Flows ◽  
New Applications

Many challenges in quantum information and quantum control root in constrained optimization problems on finite-dimensional quantum systems. The constraints often arise from two facts: (i) quantum dynamic state spaces are naturally smooth manifolds (orbits of the respective initial states) rather than being Hilbert spaces; (ii) the dynamics of the respective quantum system may be restricted to a proper subset of the entire state space. Mathematically, either case can be treated by constrained optimization over the reachable set of an underlying control system. Thus, whenever the reachable set takes the form a smooth manifold, Riemannian optimization methods apply. Here, we give a comprehensive account on the foundations of gradient flows on Riemannian manifolds including new applications in quantum information and quantum dynamics. Yet, we do not pursue the problem of designing explicit controls for the underlying control systems. The framework is sufficiently general for setting up gradient flows on (sub)manifolds, Lie (sub)groups, and (reductive) homogeneous spaces. Relevant convergence conditions are discussed, in particular for gradient flows on compact and analytic manifolds. This is meant to serve as foundation for new achievements and further research. Illustrative examples and new applications are given: we extend former results on unitary groups to closed subgroups with tensor-product structure, where the finest product partitioning relates to SU loc (2n) := SU(2) ⊗ ⋯ ⊗ SU(2) — known as (qubit-wise) local unitary operations. Such applications include, e.g., optimizing figures of merit on SU loc (2n) relating to distance measures of pure-state entanglement as well as to best rank-1 approximations of higher-order tensors. In quantum information, our gradient flows provide a numerically favorable alternative to standard tensor-SVD techniques.

scholarly journals A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization

2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Zhijun Luo ◽  
Lirong Wang
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Linear Equations ◽  
Coefficient Matrix ◽  
Descent Direction ◽  
Constrained Optimization Problems ◽  
Inequality Constrained Optimization ◽  
Globally Convergent ◽  
Variable Distribution ◽  
Systems Of Linear Equations

A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.

scholarly journals On quantitative stability in infinite-dimensional optimization under uncertainty

2021 ◽  
Author(s):  
M. Hoffhues ◽  
W. Römisch ◽  
T. M. Surowiec
Keyword(s):  
Stochastic Optimization ◽  
Constrained Optimization ◽  
Optimization Problems ◽  
Optimization Under Uncertainty ◽  
Optimal Solutions ◽  
Probability Metrics ◽  
Pde Constrained Optimization ◽  
Quantitative Stability ◽  
Infinite Dimensional ◽  
Optimal Value

AbstractThe vast majority of stochastic optimization problems require the approximation of the underlying probability measure, e.g., by sampling or using observations. It is therefore crucial to understand the dependence of the optimal value and optimal solutions on these approximations as the sample size increases or more data becomes available. Due to the weak convergence properties of sequences of probability measures, there is no guarantee that these quantities will exhibit favorable asymptotic properties. We consider a class of infinite-dimensional stochastic optimization problems inspired by recent work on PDE-constrained optimization as well as functional data analysis. For this class of problems, we provide both qualitative and quantitative stability results on the optimal value and optimal solutions. In both cases, we make use of the method of probability metrics. The optimal values are shown to be Lipschitz continuous with respect to a minimal information metric and consequently, under further regularity assumptions, with respect to certain Fortet-Mourier and Wasserstein metrics. We prove that even in the most favorable setting, the solutions are at best Hölder continuous with respect to changes in the underlying measure. The theoretical results are tested in the context of Monte Carlo approximation for a numerical example involving PDE-constrained optimization under uncertainty.

scholarly journals An Augmented Lagrangian Method for Cardinality-Constrained Optimization Problems

2021 ◽  
Author(s):  
Christian Kanzow ◽  
Andreas B. Raharja ◽  
Alexandra Schwartz
Keyword(s):  
Constrained Optimization ◽  
Numerical Experiments ◽  
Penalty Method ◽  
Augmented Lagrangian ◽  
Constraint Qualification ◽  
Optimization Problems ◽  
Augmented Lagrangian Method ◽  
Constrained Optimization Problems ◽  
Strongly Stationary ◽  
Type Constraint

AbstractA reformulation of cardinality-constrained optimization problems into continuous nonlinear optimization problems with an orthogonality-type constraint has gained some popularity during the last few years. Due to the special structure of the constraints, the reformulation violates many standard assumptions and therefore is often solved using specialized algorithms. In contrast to this, we investigate the viability of using a standard safeguarded multiplier penalty method without any problem-tailored modifications to solve the reformulated problem. We prove global convergence towards an (essentially strongly) stationary point under a suitable problem-tailored quasinormality constraint qualification. Numerical experiments illustrating the performance of the method in comparison to regularization-based approaches are provided.

scholarly journals An Active Set Trust-Region Method for Bound-Constrained Optimization

2021 ◽  
Author(s):  
Morteza Kimiaei
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Positive Definiteness ◽  
Active Set ◽  
Sufficient Descent Condition ◽  
Critical Measure ◽  
Complexity Result ◽  
Bound Constrained Optimization

AbstractThis paper discusses an active set trust-region algorithm for bound-constrained optimization problems. A sufficient descent condition is used as a computational measure to identify whether the function value is reduced or not. To get our complexity result, a critical measure is used which is computationally better than the other known critical measures. Under the positive definiteness of approximated Hessian matrices restricted to the subspace of non-active variables, it will be shown that unlimited zigzagging cannot occur. It is shown that our algorithm is competitive in comparison with the state-of-the-art solvers for solving an ill-conditioned bound-constrained least-squares problem.

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