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In this paper, we present a polynomial-complexity algorithm to construct a special orthogonal matrix for the deterministic remote state preparation (DRSP) of an arbitrary $n$-qubit state, and prove that if $n > 3$, such matrices do not exist. Firstly, the construction problem is split into two sub-problems, i.e., finding a solution of a semi-orthogonal matrix and generating all semi-orthogonal matrices. Through giving the definitions and properties of the matching operators, it is proved that the orthogonality of a special matrix is equivalent to the cooperation of multiple matching operators, and then the construction problem is reduced to the problem of solving an XOR linear equation system, which reduces the construction complexity from exponential to polynomial level. Having proved that each semi-orthogonal matrix can be simplified into a unique form, we use the proposed algorithm to confirm that the unique form does not have any solution when $n > 3$, which means it is infeasible to construct such a special orthogonal matrix for the DRSP of an arbitrary $n$-qubit state.

For this article, a nonmonotone nonlinear gradient method framework is designed for nonconvex optimization problems. Using two classical nonmonotone line search techniques, the global convergence is proven, and we do not need the assumption that the gradient is Lipschitz continuous. Furthermore, a specific nonlinear gradient method using the Hardmar product instead of the normal inner product is designed, which has sufficient descent features with no need for line search technology. Numerical experiments in engineering problems and colour image restoration indicate that the specific nonlinear gradient algorithm is comparable with other analogous nonlinear gradient algorithms.

In this paper, we present a three-term conjugate gradient algorithm and three approaches are used in the designed algorithm: (i) A modified weak Wolfe-Powell line search technique is introduced to obtain $$\alpha _k$$ . (ii) The search direction $$d_k$$ is given by a symmetrical Perry matrix which contains two positive parameters, and the sufficient descent property of the generated directions holds independent of the MWWP line search technique. (iii) A parabolic will be proposed and regarded as the projection surface, the next point $$x_{k+1}$$ is generated by a new projection technique. The global convergence of the new algorithm under a MWWP line search is obtained for general functions. Numerical experiments show that the given algorithm is promising.

In this paper, a new conjugacy condition is established to solve unconstrained optimization problems based on a new quasi-Newton equation. We present a modified Dai–Liao conjugate gradient method to solve unconstrained optimization problems with a new value of the parameter t based on the new conjugacy condition. The presented algorithm has the following properties: (i) the modified Dai–Liao conjugate gradient method considers both the gradient and function value information. (ii) The global convergence is achieved for the modified Dai–Liao conjugate gradient method under some suitable assumptions. (iii) Numerical experiments on unconstrained optimization problems and image restoration problems are conducted, and the numerical results show that our method is efficient.

In this paper, a modified Polak–Ribiere–Polyak (PRP) method, which possesses the following desired properties for unconstrained optimization problems, is presented. (i) The search direction of the given method has the gradient value and the function value. (ii) A non-descent backtracking-type line search technique is proposed to obtain the step size $$\alpha _k$$ and construct a point. (iii) The method inherits an important property of the classical PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening. (iv) The strongly global convergence and R-linear convergence of the modified PRP method for nonconvex optimization are established under some suitable assumptions. (v) The numerical results show that the modified PRP method not only is interesting in practical computation but also has better performance than the normal PRP method in estimating the parameters of the nonlinear Muskingum model and performing image restoration.

It is well known that the stochastic optimization problem can be regarded as one of the most hard problems since, in most of the cases, the values of $f$ and its gradient are often not easily to be solved, or the $F(\cdot, \xi)$ is normally not given clearly and (or) the distribution function $P$ is equivocal. Then an effective optimization algorithm is successfully designed and used to solve this problem that is an interesting work. This paper designs stochastic bigger subspace algorithms for solving nonconvex stochastic optimization problems. A general framework for such algorithm is presented for convergence analysis, where the so-called the sufficient descent property, the trust region feature, and the global convergence of the stationary points are proved under the suitable conditions. In the worst-case, we will turn out that the complexity is competitive under a given accuracy parameter. We will proved that the $SFO$ -calls complexity of the presented algorithm with diminishing steplength is $O\left({\epsilon ^{-{\frac {1}{1-\beta }}}}\right)$ and the $SFO$ -calls complexity of the given algorithm with random constant steplength is $O(\epsilon ^{-2})$ respectively, where $\beta \in (0.5,1)$ and $\epsilon $ is accuracy and the needed conditions are weaker than the quasi-Newton methods and the normal conjugate gradient algorithms. The detail algorithm framework with variance reduction is also proposed for experiments and the nonconvex binary classification problem is done to demonstrate the performance of the given algorithm.

It is efficient to use the Hestenes–Stiefe (HS) conjugate gradient algorithm in solving large-scale complex smooth optimization problems because of its simplicity and low calculation requirements. Additionally, this algorithm has been used to simultaneously solve large-scale nonsmooth problems, nonlinear equations, and practical application. In this paper, the authors propose some modified HS conjugate gradient algorithms that not only address large-scale nonlinear equations and nonsmooth convex problems but also have the following properties. i) The algorithms portray a decreasing trait and trust-region property without any additional condition. ii) It combines the steepest descent algorithm with the conjugate gradient algorithm. iii) They employ the global convergence theory and iv) can be successfully used to solve nonlinear optimization problems and image restoration.

A two-player, zero-sum stochastic game with two variables (z,v) can be transformed into the coupled control PDEs by a transition probability matrix of the Markov chain. There exist two control vari...

There are two problems for nonconvex functions under the weak Wolfe–Powell line search in unconstrained optimization problems. The first one is the global convergence of the Polak–Ribiere–Polyak conjugate gradient algorithm and the second is the global convergence of the Broyden–Fletcher–Goldfarb–Shanno quasi-Newton method. Many scholars have proven that the two problems do not converge, even under an exact line search. Two circle counterexamples were proposed to generate the nonconvergence of the Polak–Ribiere–Polyak algorithm for the nonconvex functions under the exact line search, which inspired us to define a new technique to jump out of the circle point and obtain the global convergence. Thus, a new Polak–Ribiere–Polyak algorithm is designed by the following steps. (i) Given the current point and a parabolic surface is designed; (ii) An assistant point is defined based on the current point; (iii) The assistant point is projected onto the surface to generate the next point; (iv) The presented algorithm has the global convergence for nonconvex functions with the weak Wolfe–Powell line search. A similar technique is used for the quasi-Newton method to get a new quasi-Newton algorithm and to establish its global convergence. Numerical results show that the given algorithms are more competitive than other similar algorithms. Meanwhile, the well-known hydrologic engineering application problem, called parameter estimation problem of nonlinear Muskingum model, is also done by the proposed algorithms.

It is well known that the conjugate gradient algorithm is one of the most classic and useful methods for solving large-scale optimization problems, where the Polak-Ribiere-Polyak(PRP) method is an important and effective conjugate gradient algorithm. However, the global convergence of the PRP conjugate gradient method can not be achieved when the WWP line search technique is used for a nonconvex function. In this paper, we propose a modified WWP line search technique for the PRP conjugate gradient algorithm. The new line search technique can guarantee the global convergence of the PRP method for general functions. The numerical results show that the PRP method with a new line search technique enables a practical computation and is effective in the image restoration problems.

Nonlinear systems present a quite complicate problem. As the number of dimensions increases, it becomes more difficult to find the solution of the problem. In this paper, a modified conjugate gradient method is designed that has a sufficient descent property and trust region property. It is interesting that the formula for search direction makes full use of the property of convex combination between the deepest descent algorithm and the classical LS conjugate gradient (CG) method. The global convergence property is established under certain conditions, and the numerical results show that the modified method is effective for normal nonlinear equations and image restoration problems.

Though the alternating least squares algorithm (ALS), as a classic and easily implemented algorithm, has been widely applied to tensor decomposition and approximation problems, it has some drawbacks: the convergence of ALS is not guaranteed, and the swamp phenomenon appears in some cases, causing the convergence rate to slow down dramatically. To overcome these shortcomings, the regularized-ALS algorithm (RALS) was proposed in the literature. By employing the optimal step-size selection rule, we develop a self-adaptive regularized alternating least squares method (SA-RALS) to accelerate RALS in this paper. Theoretically, we show that the step-size is always larger than unity, and can be larger than [Formula: see text], which is quite different from several optimization algorithms. Furthermore, under mild assumptions, we prove that the whole sequence generated by SA-RALS converges to a stationary point of the objective function. Numerical results verify that the SA-RALS performs better than RALS in terms of the number of iterations and the CPU time.

Powell (1984) and Dai (2003) constructed respectively a counterexample to show that the Polak–Ribiere–Polyak (PRP) conjugate gradient algorithm fails to globally converge for nonconvex functions even when the exact line search technique is used, which implies similar failure of the weak Wolfe–Powell (WWP) inexact line search technique. Does another inexact line search technique exist that can ensure global convergence for nonconvex functions? This paper gives a positive answer to this question and proposes a modified WWP (MWWP) inexact line search technique. An algorithm is presented that uses the MWWP inexact line search technique; the next point x k + 1 generated by the PRP formula is accepted if a positive condition holds, and otherwise, x k + 1 is defined by a technique for projection onto a parabolic surface. The proposed PRP conjugate gradient algorithm is shown to possess global convergence under inexact line search for nonconvex functions. Numerical performance of the proposed algorithm is shown to be competitive with those of similar algorithms.

In this paper, we present an inverse iteration algorithm, to find the H-spectral radius and the associated positive eigenvector of a nonnegative weakly irreducible tensor, which always preserve the positivity of approximate eigenvectors. The local quadratical convergence of the proposed algorithm is established based on a basic result of the Newton’s method for solving nonlinear equations. Some numerical examples illustrate the efficiency of the proposed algorithm.

It is well-known that conjugate gradient algorithms are widely applied in many practical fields, for instance, engineering problems and finance models, as they are straightforward and characterized by a simple structure and low storage. However, challenging problems remain, such as the convergence of the PRP algorithms for nonconvexity under an inexact line search, obtaining a sufficient descent for all conjugate gradient methods, and other theory properties regarding global convergence and the trust region feature for nonconvex functions. This paper studies family conjugate gradient formulas based on the six classic formulas, PRP, HS, CD, FR, LS, and DY, where the family conjugate gradient algorithms have better theory properties than those of the formulas by themselves. Furthermore, this technique of the presented conjugate gradient formulas can be extended to any two-term conjugate gradient formula. This paper designs family conjugate gradient algorithms for nonconvex functions, which have the following features without other conditions: (i) the sufficient descent property holds, (ii) the trust region feature is true, and (iii) the global convergence holds under normal assumptions. Numerical results show that the given conjugate gradient algorithms are competitive with those of normal methods.

Deep convolutional neural networks (DCNNs) have achieved promising performance in different computer vision tasks in recent years. Conventionally, deep learning experts are needed to design convolutional neural network’s (CNN’s) architectures when facing new tasks. Neural architecture search (NAS) is to automatically find suitable architectures; however, NAS suffers from the tremendous computational cost. This paper employs a genetic algorithm (GA) and a grid search (GS) strategy to search for the micro-architecture and adjust the macro-architecture efficiently and effectively, named TSCNN. We propose two mutation operations to explore the search space comprehensively. Furthermore, the micro-architecture searched on one dataset is transferred to another dataset to verify its transferability. The proposed algorithm is evaluated on two widely used datasets. The experimental results show that TSCNN achieves very competitive accuracy. On the CIFAR10 dataset, the computational cost is reduced from hundreds or even thousands to only 2.5 GPU-days, and the number of parameters is reduced from thirty more million to only 1.25 M.

Convolutional neural networks (CNNs) have achieved great success in the image classification field in recent years. Usually, human experts are needed to design the architectures of CNNs for different tasks. Evolutionary neural network architecture search could find optimal CNN architectures automatically. However, the previous representations of CNN architectures with evolutionary algorithms have many restrictions. In this paper, we propose a new flexible representation based on the directed acyclic graph to encode CNN architectures, to develop a genetic algorithm (GA) based evolutionary neural network architecture, where the depth of candidate CNNs could be variable. Furthermore, we design new crossover and mutation operators, which can be performed on individuals of different lengths. The proposed algorithm is evaluated on five widely used datasets. The experimental results show that the proposed algorithm achieves very competitive performance against its peer competitors in terms of the classification accuracy and number of parameters.

The Quasi-Newton method is one of the most effective methods using the first derivative for solving all unconstrained optimization problems. The Broyden family method plays an important role among the quasi-Newton algorithms. However, the study of the convergence of the classical Broyden family method is still not enough. While in the special case, BFGS method, there have been abundant achievements. Yuan et al. (Appl Math Model. 47:811–825, (2017)) presented a modified weak Wolfe-Powell line search and obtained the convergence of BFGS method for general functions under this line search. Motivated by their works, a new modified weak Wolfe-Powell line search technique is proposed for unconstrained problems. We assume that the objective function is nonconvex and the global convergence of the restricted Broyden family method is established. Preliminary numerical results including the classical optimization problems and the Muskingum model show that the presented algorithm is promising.

The Broyden–Fletcher–Goldfarb–Shanno (BFGS) method plays an important role among the quasi-Newton algorithms for nonconvex and unconstrained optimization problems. However, in the proof of global convergence, BFGS-type methods generally need to assume that the gradient of the objective function is Lipschitz continuous. This issue prompts us to try to find quasi-Newton method for gradient non-Lipschitz continuous and nonconvex optimization based on the classical BFGS formula. In this paper, we propose an adaptive scaling damped BFGS method for gradient non-Lipschitz continuous and nonconvex problems. With Armijo or Weak Wolfe–Powell (WWP) line search, global convergence can be obtained. Under suitable conditions the convergence rate is superlinear with WWP-type line search. Applications of the given algorithms include the tested optimization problems, which turn out the proposed method is powerful and promising.

The Broyden family method is one of the most effective methods for solving unconstrained optimization problems. However, the study of the global convergence of the Broyden family method is not sufficient. In this paper, a new Broyden family method is proposed based on the BFGS formula of Yuan and Wei (Comput. Optim. Appl. 47: 237-255, 2010). The following approaches are used in the designed algorithm: (1) a modified Broyden family formula is given, (2) every matrix sequence \begin{document}$ \{B_k\} $\end{document} generated by the new algorithm possesses positive-definiteness, and (3) the global convergence of the new presented Broyden family algorithm with the Y-W-L inexact line search is obtained for general functions. Numerical performance shows that the modified Broyden family method is competitive with the classical Broyden family method.

In this paper, an adaptive trust region algorithm that uses Moreau–Yosida regularization is proposed for solving nonsmooth unconstrained optimization problems. The proposed algorithm combines a modified secant equation with the BFGS update formula and an adaptive trust region radius, and the new trust region radius utilizes not only the function information but also the gradient information. The global convergence and the local superlinear convergence of the proposed algorithm are proven under suitable conditions. Finally, the preliminary results from comparing the proposed algorithm with some existing algorithms using numerical experiments reveal that the proposed algorithm is quite promising for solving nonsmooth unconstrained optimization problems.

It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving unconstrained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient.