The cosine measure of a set of vectors in \(\mathbb{R}^n\) measures how well the set covers all directions in \(\mathbb{R}^n\). It identifies the direction furthest, in angle, from the set. It is used in the convergence theory of various optimization algorithms, but also highlights interesting geometric properties of sets. For example, the cosine measure of … Read more
We propose a minimal-gradient subspace method for unconstrained optimization. For strictly convex quadratics, conjugate gradient can be interpreted as exact minimization over a two-dimensional affine subspace. We use the same reduced subspace in the nonlinear case, but compute a trial step by minimizing a local model of the next gradient norm. For SPD quadratics, every … Read more
We present AutoOPT, a domain-specific harness for end-to-end automation of optimization research. AutoOPT organizes the discovery of optimal first-order methods into four stages: numerical design through the BnB-PEP methodology; symbolic discovery of the analytic description and a convergence proof through frontier large language models (LLMs); formal verification in the Lean 4 proof assistant; and human … Read more
We introduce a Momentum Trust-Region Algorithm for unconstrained optimization that incorporates Nesterov-type acceleration into the classical trust-region framework. The method builds trust-region models around a momentum-shifted point and uses an Armijo-type backtracking procedure to safeguard progress along the resulting displacement. This design preserves the robustness of trust-region methods while exploiting momentum to improve practical efficiency. … Read more
This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function. We target a broad class of integrands obeying a nonsmooth, localized variant of the descent lemma in the decision variable, a structural assumption that simultaneously covers … Read more
Augmented Lagrangian (AL) methods are a classical framework for constrained optimization, but for directly verifiable approximate KKT points, known first-order complexity bounds for standard inexact AL methods are suboptimal, while the best known proximal augmented Lagrangian (PAL) bounds retain an additional logarithmic factor. We consider linearly constrained convex composite problems with a smooth convex term … Read more
We present an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem, and that runs on a Turing machine in time polynomial in the size of the instance and in 1/epsilon, provided that the number of integer variables and the number of negative eigenvalues of the Hessian of the objective … Read more
We consider mixed-integer convex optimization problems in which binary indicators control continuous variables. We introduce the Coordinate Optimality Reformulation (CORe) framework, which augments standard indicator formulations by incorporating coordinate-wise optimality information. The resulting reformulations preserve global optimality while substantially improving branch-and-bound performance, particularly in sparse and structured settings where the coordinate-wise optimality conditions expose exploitable … Read more
Parameter estimation is a fundamental challenge in the calibration of ordinary differential equation (ODE) models, where repeated numerical integration can lead to high computational cost. In this work, we investigate whether quantum algorithms can be leveraged to assist parameter estimation in nonlinear dynamical systems. We develop a hybrid classical–quantum framework that reformulates a data-assimilation-augmented parameter … Read more
Parameter estimation in nonlinear dynamical systems from observational data is a fundamental inverse problem with applications in many disciplines such as epidemiology, systems biology, climate science, and related fields. In practice, this is further complicated by the fact that observational data are often noisy, sparse, and available only for a subset of the state variables. … Read more