In this paper we study two-player bilinear zero-sum games with constrained strategy spaces. An instance of natural occurrences of such constraints is when mixed strategies are used …
L Kong, M Tao - arXiv preprint arXiv:2403.12012, 2024 - arxiv.org
Explicit, momentum-based dynamics for optimizing functions defined on Lie groups was recently constructed, based on techniques such as variational optimization and left …
L Kong, Y Wang, M Tao - arXiv preprint arXiv:2205.14173, 2022 - arxiv.org
The problem of optimization on Stiefel manifold, ie, minimizing functions of (not necessarily square) matrices that satisfy orthogonality constraints, has been extensively studied. Yet, a …
This article considers the generative modeling of the states of quantum systems, and an approach based on denoising diffusion model is proposed. The key contribution is an …
In this letter, we propose a bio-inspired derivative-free optimization algorithm capable of minimizing objective functions with vanishing or exploding gradients. The proposed method …
L Kong, M Tao - Advances in neural information processing …, 2020 - proceedings.neurips.cc
This article suggests that deterministic Gradient Descent, which does not use any stochastic gradient approximation, can still exhibit stochastic behaviors. In particular, it shows that if the …
V Duruisseaux, J Schmitt, M Leok - SIAM Journal on Scientific Computing, 2021 - SIAM
It is well known that symplectic integrators lose their near energy preservation properties when variable time-steps are used. The most common approach to combining adaptive time …
OD Street, S Takao - arXiv preprint arXiv:2312.09769, 2023 - arxiv.org
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles …
V Duruisseaux, M Leok - Optimization Methods and Software, 2023 - Taylor & Francis
Geometric numerical integration has recently been exploited to design symplectic accelerated optimization algorithms by simulating the Bregman Lagrangian and Hamiltonian …