A randomised non-descent method for global optimisation

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low dimensionality. This approach varies in a way to draw subspaces, dimensionality of subspaces, and method to solve restricted problems. We provide empirical study of algorithm on convex, unimodal and multimodal optimisation problems and compare it with efficient algorithms intended for each class of problems.Comment: 9 pages, 7 figure

Efficient Numerical Methods to Solve Sparse Linear Equations with Application to PageRank

In this paper, we propose three methods to solve the PageRank problem for the transition matrices with both row and column sparsity. Our methods reduce the PageRank problem to the convex optimization problem over the simplex. The first algorithm is based on the gradient descent in L1 norm instead of the Euclidean one. The second algorithm extends the Frank-Wolfe to support sparse gradient updates. The third algorithm stands for the mirror descent algorithm with a randomized projection. We proof converges rates for these methods for sparse problems as well as numerical experiments support their effectiveness.Comment: 26 page

Spin dynamics and magnetic-field-induced polarization of excitons in ultrathin GaAs/AlAs quantum wells with indirect band gap and type-II band alignment

The exciton spin dynamics are investigated both experimentally and theoretically in two-monolayer-thick GaAs/AlAs quantum wells with an indirect band gap and a type-II band alignment. The magnetic-field-induced circular polarization of photoluminescence, $P_c$, is studied as function of the magnetic field strength and direction as well as sample temperature. The observed nonmonotonic behaviour of these functions is provided by the interplay of bright and dark exciton states contributing to the emission. To interpret the experiment, we have developed a kinetic master equation model which accounts for the dynamics of the spin states in this exciton quartet, radiative and nonradiative recombination processes, and redistribution of excitons between these states as result of spin relaxation. The model offers quantitative agreement with experiment and allows us to evaluate, for the studied structure, the heavy-hole $g$ factor, $g_{hh}=+3.5$, and the spin relaxation times of electron, $\tau_{se} = 33~\mu$s, and hole, $\tau_{sh} = 3~\mu$s, bound in the exciton.Comment: 17 pages, 16 figure