17,197 research outputs found

    Sparse Plus Low Rank Matrix Decomposition: A Discrete Optimization Approach

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    We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental problem in Operations Research and Machine Learning which arises in various applications, including data compression, latent semantic indexing, collaborative filtering, and medical imaging. We introduce a novel formulation for SLR that directly models its underlying discreteness. For this formulation, we develop an alternating minimization heuristic that computes high-quality solutions and a novel semidefinite relaxation that provides meaningful bounds for the solutions returned by our heuristic. We also develop a custom branch-and-bound algorithm that leverages our heuristic and convex relaxations to solve small instances of SLR to certifiable (near) optimality. Given an input nn-by-nn matrix, our heuristic scales to solve instances where n=10000n=10000 in minutes, our relaxation scales to instances where n=200n=200 in hours, and our branch-and-bound algorithm scales to instances where n=25n=25 in minutes. Our numerical results demonstrate that our approach outperforms existing state-of-the-art approaches in terms of rank, sparsity, and mean-square error while maintaining a comparable runtime

    Robust Social Welfare Maximization via Information Design in Linear-Quadratic-Gaussian Games

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    Information design in an incomplete information game includes a designer with the goal of influencing players' actions through signals generated from a designed probability distribution so that its objective function is optimized. We consider a setting in which the designer has partial knowledge on agents' utilities. We address the uncertainty about players' preferences by formulating a robust information design problem against worst case payoffs. If the players have quadratic payoffs that depend on the players' actions and an unknown payoff-relevant state, and signals on the state that follow a Gaussian distribution conditional on the state realization, then the information design problem under quadratic design objectives is a semidefinite program (SDP). Specifically, we consider ellipsoid perturbations over payoff coefficients in linear-quadratic-Gaussian (LQG) games. We show that this leads to a tractable robust SDP formulation. Numerical studies are carried out to identify the relation between the perturbation levels and the optimal information structures

    Computation of Green's function by local variational quantum compilation

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    Computation of the Green's function is crucial to study the properties of quantum many-body systems such as strongly correlated systems. Although the high-precision calculation of the Green's function is a notoriously challenging task on classical computers, the development of quantum computers may enable us to compute the Green's function with high accuracy even for classically-intractable large-scale systems. Here, we propose an efficient method to compute the real-time Green's function based on the local variational quantum compilation (LVQC) algorithm, which simulates the time evolution of a large-scale quantum system using a low-depth quantum circuit constructed through optimization on a smaller-size subsystem. Our method requires shallow quantum circuits to calculate the Green's function and can be utilized on both near-term noisy intermediate-scale and long-term fault-tolerant quantum computers depending on the computational resources we have. We perform a numerical simulation of the Green's function for the one- and two-dimensional Fermi-Hubbard model up to 4×44\times4 sites lattice (32 qubits) and demonstrate the validity of our protocol compared to a standard method based on the Trotter decomposition. We finally present a detailed estimation of the gate count for the large-scale Fermi-Hubbard model, which also illustrates the advantage of our method over the Trotter decomposition.Comment: 22 pages, 13 figure

    Quantifying the Expressive Capacity of Quantum Systems: Fundamental Limits and Eigentasks

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    The expressive capacity of quantum systems for machine learning is limited by quantum sampling noise incurred during measurement. Although it is generally believed that noise limits the resolvable capacity of quantum systems, the precise impact of noise on learning is not yet fully understood. We present a mathematical framework for evaluating the available expressive capacity of general quantum systems from a finite number of measurements, and provide a methodology for extracting the extrema of this capacity, its eigentasks. Eigentasks are a native set of functions that a given quantum system can approximate with minimal error. We show that extracting low-noise eigentasks leads to improved performance for machine learning tasks such as classification, displaying robustness to overfitting. We obtain a tight bound on the expressive capacity, and present analyses suggesting that correlations in the measured quantum system enhance learning capacity by reducing noise in eigentasks. These results are supported by experiments on superconducting quantum processors. Our findings have broad implications for quantum machine learning and sensing applications.Comment: 7 + 21 pages, 4 + 12 figures, 1 tabl

    An Analysis Tool for Push-Sum Based Distributed Optimization

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    The push-sum algorithm is probably the most important distributed averaging approach over directed graphs, which has been applied to various problems including distributed optimization. This paper establishes the explicit absolute probability sequence for the push-sum algorithm, and based on which, constructs quadratic Lyapunov functions for push-sum based distributed optimization algorithms. As illustrative examples, the proposed novel analysis tool can improve the convergence rates of the subgradient-push and stochastic gradient-push, two important algorithms for distributed convex optimization over unbalanced directed graphs. Specifically, the paper proves that the subgradient-push algorithm converges at a rate of O(1/t)O(1/\sqrt{t}) for general convex functions and stochastic gradient-push algorithm converges at a rate of O(1/t)O(1/t) for strongly convex functions, over time-varying unbalanced directed graphs. Both rates are respectively the same as the state-of-the-art rates of their single-agent counterparts and thus optimal, which closes the theoretical gap between the centralized and push-sum based (sub)gradient methods. The paper further proposes a heterogeneous push-sum based subgradient algorithm in which each agent can arbitrarily switch between subgradient-push and push-subgradient. The heterogeneous algorithm thus subsumes both subgradient-push and push-subgradient as special cases, and still converges to an optimal point at an optimal rate. The proposed tool can also be extended to analyze distributed weighted averaging.Comment: arXiv admin note: substantial text overlap with arXiv:2203.16623, arXiv:2303.1706

    Multi-Objective Trust-Region Filter Method for Nonlinear Constraints using Inexact Gradients

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    In this article, we build on previous work to present an optimization algorithm for nonlinearly constrained multi-objective optimization problems. The algorithm combines a surrogate-assisted derivative-free trust-region approach with the filter method known from single-objective optimization. Instead of the true objective and constraint functions, so-called fully linear models are employed, and we show how to deal with the gradient inexactness in the composite step setting, adapted from single-objective optimization as well. Under standard assumptions, we prove convergence of a subset of iterates to a quasi-stationary point and if constraint qualifications hold, then the limit point is also a KKT-point of the multi-objective problem

    An iterative warping and clustering algorithm to estimate multiple wave-shape functions from a nonstationary oscillatory signal

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    Nonsinusoidal oscillatory signals are everywhere. In practice, the nonsinusoidal oscillatory pattern, modeled as a 1-periodic wave-shape function (WSF), might vary from cycle to cycle. When there are finite different WSFs, s1,…,sKs_1,\ldots,s_K, so that the WSF jumps from one to another suddenly, the different WSFs and jumps encode useful information. We present an iterative warping and clustering algorithm to estimate s1,…,sKs_1,\ldots,s_K from a nonstationary oscillatory signal with time-varying amplitude and frequency, and hence the change points of the WSFs. The algorithm is a novel combination of time-frequency analysis, singular value decomposition entropy and vector spectral clustering. We demonstrate the efficiency of the proposed algorithm with simulated and real signals, including the voice signal, arterial blood pressure, electrocardiogram and accelerometer signal. Moreover, we provide a mathematical justification of the algorithm under the assumption that the amplitude and frequency of the signal are slowly time-varying and there are finite change points that model sudden changes from one wave-shape function to another one.Comment: 39 pages, 11 figure

    A hybrid quantum algorithm to detect conical intersections

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    Conical intersections are topologically protected crossings between the potential energy surfaces of a molecular Hamiltonian, known to play an important role in chemical processes such as photoisomerization and non-radiative relaxation. They are characterized by a non-zero Berry phase, which is a topological invariant defined on a closed path in atomic coordinate space, taking the value π\pi when the path encircles the intersection manifold. In this work, we show that for real molecular Hamiltonians, the Berry phase can be obtained by tracing a local optimum of a variational ansatz along the chosen path and estimating the overlap between the initial and final state with a control-free Hadamard test. Moreover, by discretizing the path into NN points, we can use NN single Newton-Raphson steps to update our state non-variationally. Finally, since the Berry phase can only take two discrete values (0 or π\pi), our procedure succeeds even for a cumulative error bounded by a constant; this allows us to bound the total sampling cost and to readily verify the success of the procedure. We demonstrate numerically the application of our algorithm on small toy models of the formaldimine molecule (\ce{H2C=NH}).Comment: 15 + 10 pages, 4 figure

    Optimal Control of the Landau-de Gennes Model of Nematic Liquid Crystals

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    We present an analysis and numerical study of an optimal control problem for the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs), which is a crucial component in modern technology. They exhibit long range orientational order in their nematic phase, which is represented by a tensor-valued (spatial) order parameter Q=Q(x)Q = Q(x). Equilibrium LC states correspond to QQ functions that (locally) minimize an LdG energy functional. Thus, we consider an L2L^2-gradient flow of the LdG energy that allows for finding local minimizers and leads to a semi-linear parabolic PDE, for which we develop an optimal control framework. We then derive several a priori estimates for the forward problem, including continuity in space-time, that allow us to prove existence of optimal boundary and external ``force'' controls and to derive optimality conditions through the use of an adjoint equation. Next, we present a simple finite element scheme for the LdG model and a straightforward optimization algorithm. We illustrate optimization of LC states through numerical experiments in two and three dimensions that seek to place LC defects (where Q(x)=0Q(x) = 0) in desired locations, which is desirable in applications.Comment: 26 pages, 9 figure

    Multidimensional adaptive order GP-WENO via kernel-based reconstruction

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    This paper presents a fully multidimensional kernel-based reconstruction scheme for finite volume methods applied to systems of hyperbolic conservation laws, with a particular emphasis on the compressible Euler equations. Non-oscillatory reconstruction is achieved through an adaptive order weighted essentially non-oscillatory (WENO-AO) method cast into a form suited to multidimensional stencils and reconstruction. A kernel-based approach inspired by Gaussian process (GP) modeling is presented here. This approach allows the creation of a scheme of arbitrary order with simply defined multidimensional stencils and substencils. Furthermore, the fully multidimensional nature of the reconstruction allows a more straightforward extension to higher spatial dimensions and removes the need for complicated boundary conditions on intermediate quantities in modified dimension-by-dimension methods. In addition, a new simple-yet-effective set of reconstruction variables is introduced, as well as an easy-to-implement effective limiter for positivity preservation, both of which could be useful in existing schemes with little modification. The proposed scheme is applied to a suite of stringent and informative benchmark problems to demonstrate its efficacy and utility.Comment: Submitted to Journal of Computational Physics April 202
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