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Results for “Superlinear convergence”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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4 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

A posteriori superlinear convergence bounds for block conjugate gradient

In this paper, we extend to the block case the a posteriori bound showing superlinear convergence of the conjugate gradient method developed by van der Vorst and Vuik in [J. Comput. Applied Math., 48 (1993), pp. 327–341]. That is, we obtain similar bounds but now for the block conjugate gradient method. We also present a series of computational experiments, illustrating the validity of the bound developed here as well as the bound by Simoncini and Szyld from [SIAM Review, 47 (2005), pp. 247–272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity and how this onset depends on the eigenvalue distribution and the block size.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Reducing measurement costs by recycling the Hessian in adaptive variational quantum algorithms

Abstract Adaptive protocols enable the construction of more efficient state preparation circuits in variational quantum algorithms (VQAs) by utilizing data obtained from the quantum processor during the execution of the algorithm. This idea originated with Adaptive Derivative-Assembled Problem-Tailored variational quantum eigensolver (ADAPT-VQE), an algorithm that iteratively grows the state preparation circuit operator by operator, with each new operator accompanied by a new variational parameter, and where all parameters acquired thus far are optimized in each iteration. In ADAPT-VQE and other adaptive VQAs that followed it, it has been shown that initializing parameters to their optimal values from the previous iteration speeds up convergence and avoids shallow local traps in the parameter landscape. However, no other data from the optimization performed at one iteration is carried over to the next. In this work, we propose an improved quasi-Newton optimization protocol specifically tailored to adaptive VQAs. The distinctive feature in our proposal is that approximate second derivatives of the cost function are recycled across iterations in addition to optimal parameter values. We implement a quasi-Newton optimizer where an approximation to the inverse Hessian matrix is continuously built and grown across the iterations of an adaptive VQA. The resulting algorithm has the flavor of a continuous optimization where the dimension of the search space is augmented when the gradient norm falls below a given threshold. We show that this inter-optimization exchange of second-order information leads the approximate Hessian in the state of the optimizer to be consistently closer to the exact Hessian. As a result, our method achieves a superlinear convergence rate even in situations where the typical implementation of a quasi-Newton optimizer converges only linearly. Our protocol decreases the measurement costs in implementing adaptive VQAs on quantum hardware as well as the runtime of their classical simulation.

Ramôa, Mafalda (ORCID:0000000302187801)↗
DOE OSTI2024

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Efficient ptychographic phase retrieval via a matrix-free Levenberg-Marquardt algorithm

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on gradient descent methods in a nonlinear minimization framework. Calculating closed-form gradients for use in these methods is tedious work, and formulating second order derivatives is even more laborious. Additionally, second order techniques often require the storage and inversion of large matrices of partial derivatives, with memory requirements that can be prohibitive for data-rich imaging modalities. We use a reverse-mode automatic differentiation (AD) framework to implement an efficient matrix-free version of the Levenberg-Marquardt (LM) algorithm, a longstanding method that finds popular use in nonlinear least-square minimization problems but which has seen little use in phase retrieval. Furthermore, we extend the basic LM algorithm so that it can be applied for more general constrained optimization problems (including phase retrieval problems) beyond just the least-square applications. Since we use AD, we only need to specify the physics-based forward model for a specific imaging application; the first and second-order derivative terms are calculated automatically through matrix-vector products, without explicitly forming the large Jacobian or Gauss-Newton matrices typically required for the LM method. We demonstrate that this algorithm can be used to solve both the unconstrained ptychographic object retrieval problem and the constrained “blind” ptychographic object and probe retrieval problems, under the popular Gaussian noise model as well as the Poisson noise model. We compare this algorithm to state-of-the-art first order ptychographic reconstruction methods to demonstrate empirically that this method outperforms best-in-class first-order methods: it provides excellent convergence guarantees with (in many cases) a superlinear rate of convergence, all with a computational cost comparable to, or lower than, the tested first-order algorithms.

36 MATERIALS SCIENCE↗