arXiv subjects

Matt Menickelly

Publications and source records attributed to Matt Menickelly.

At least 19 recordsLinked to original sources

arXiv2026

Adaptive Beam Selection for Efficient Scanning Probe Tomography

In X-ray tomography, reconstruction quality generally improves with larger numbers of projections. However, more projections increase experiment costs, acquisition time and the radiation dose imparted to the sample. One mitigation to these trade-offs is to adopt a sequential design of experiments, in which each subsequent measurement is determined as a function of previously acquired data in order to maximize information gain. In practice, a widely used heuristic to maximize information is to align beams with the edges of the sample. A key challenge, however, is that the true sample is unknown, so identifying edge-aligned beams typically requires reconstructing the sample based on available measurements. This work proposes a novel sequential design method that identifies edge-aligned measurements directly from the sinogram, bypassing any reconstruction, thereby improving computational efficiency and reducing the experimental design's susceptibility to reconstruction errors. Our method dynamically selects the next set of measurement beams by maximizing an acquisition function that balances exploration and exploitation over the domain of all possible measurements, improving reconstruction quality while reducing measurement redundancy.

physics.med-ph↗

arXiv2026

Discrepancy Modeling with Intermediate Variables: A New Framework for Robust Gaussian Process Calibration

Gaussian processes are widely used for surrogate modeling in computer experiments, which often produce numerous intermediate variables that are not explicitly used in standard calibration frameworks. Calibration of imperfect models can be challenging without leveraging these variables, while fitting the emulator and the discrepancy models separately also poses identifiability issues. In this work, we propose a robust Gaussian process calibration framework that leverages intermediate variables for discrepancy modeling. The framework integrates a structured intermediate variable selection process, a discretized scaled Gaussian stochastic process (S-GaSP) to constrain the discrepancy term, and a space-filling design strategy for selecting constraint points. This enables joint modeling of the emulator and discrepancy, improving predictive performance, providing principled uncertainty quantification, and alleviating identifiability risks. We demonstrate its efficacy on a nuclear physics application involving binding energies, where it outperforms baseline approaches.

stat.ME↗

arXiv2026

Birkhoff interpolation models for optimization with some available derivatives

We consider interpolation-based derivative-free optimization in settings where only some derivatives are available. Such situations arise in scientific computing applications involving simulations, adjoint-enabled components, legacy software, or partially differentiable models. We introduce a Birkhoff interpolation framework that permits arbitrary patterns of derivative availability and enables the construction of local polynomial models using mixtures of function values and partial derivative information. In contrast to Hermite interpolation approaches, the proposed framework does not require all available derivatives to be queried at every interpolation point. We develop conditions under which the resulting interpolation systems are poised and establish corresponding model-accuracy bounds for fully quadratic interpolation models. We develop a trust-region framework that maintains poised interpolation sets while selectively incorporating derivative information. The method generalizes an established class of interpolation-based derivative-free optimization algorithms and naturally bridges derivative-free and derivative-based settings. We evaluate our approach on a collection of CUTEst test problems with synthetically generated derivative-availability patterns.

math.OC↗

arXiv2026

Importance Sampling in Expensive Finite-Sum Optimization via Contextual Bandit Methods

In computational science workflows, it is often the case that 1) objective functions for optimization involve multiple simulation outputs, and 2) those simulations can be performed (at least partially) in parallel. In this work, we reexamine past work on a class of randomized algorithms, stochastic average model (SAM) methods. SAM methods are conceptually similar to stochastic average gradient methods, and effectively require that only randomized subsets of simulation outputs be locally modeled in each iteration of a model-based optimization method. This work focuses on the question of how best to perform this randomization of subset selection, especially in settings where there exists useful side information such as alternative lower-fidelity simulations, pre-trained emulators or domain expertise from humans or AI models. In particular, we consider the problem of generating sampling distributions for SAM methods as a contextual bandit problem and we apply the Exponential weights algorithm for Exploration and Exploitation with Experts (Exp4). We provide some preliminary numerical results on synthetic problems.

math.OC↗

arXiv2026

MonteQ: A Monte Carlo Tree Search Based Quantum Circuit Synthesis Framework

Hamiltonian simulation is one of the most promising paths toward quantum advantage. Most prior approaches to Hamiltonian simulation circuit synthesis focus on local rewrite rules and low-level optimizations, and give limited attention to high-level scheduling of Pauli terms under varying constraints. In practice, different simulation algorithms require different orderings of the Pauli terms, yet many prior IR-based methods assume a fixed commutation structure, which limits their flexibility. We present MonteQ, a novel quantum circuit synthesis framework for Hamiltonian simulation. MonteQ leverages a two-level design that combines low-level synthesis heuristics with an upper-level tree structure to explore sequences of Pauli rotations. To avoid enumerating this factorially large tree, the Monte Carlo Tree Search algorithm serves as workhorse for judiciously exploring promising paths to leaf nodes. With this two-level design, MonteQ supports both logical-level and hardware-aware synthesis by selecting different low-level heuristics. It also supports different ordering constraints on the Pauli rotations by adjusting the high-level tree structure. For example, MonteQ can preserve the target unitary by using a directed acyclic graph that records the commutation relations among the Pauli rotations, or it can relax unitary preservation constraint to uncover additional optimization options. Our experimental results show that MonteQ can achieve an improvement, as measured in CNOT gate counts, of up to 53% (30% on average) against state-of-the-art compilers like Rustiq on a set of representative synthesis tasks.

quant-ph↗

arXiv2026

Variational quantum state preparation within an entangle-rotate circuit framework for quantum-enhanced metrology in noisy systems

We investigate the generation of quantum states for precision metrology in noisy two-level systems. These states are obtained by optimizing a variational quantum circuit to maximize the quantum Fisher information (QFI) of the output state for a given decoherence rate and interaction Hamiltonian. The circuit architecture, inspired by twist-and-turn schemes, features a sequence of $n$ entangling layers, each consisting of entangling gates followed by a global rotation. We observe notable improvements in the QFI as the circuit layer depth increases, even for appreciable noise rates, demonstrating that our entangle-rotate architecture expands the accessible state space under realistic noise conditions. Our approach thus provides a general and efficient framework for generating quantum-enhanced sensing states. Our analysis extends to systems of power-law interactions spanning from all-to-all to nearest-neighbor interactions. We also analyze the capabilities of our circuit to prepare states for system sizes greater than $8$ qubits.

quant-ph↗

arXiv2025

Augmenting Subspace Optimization Methods with Linear Bandits

We consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These methods are of practical interest in computational settings where derivative information is either expensive or impossible to obtain. Recent attention has been paid in the literature to employing randomized matrix sketching for generating the affine subspaces within this framework. We consider a relatively straightforward, deterministic augmentation of such a generic subspace optimization method. In particular, we consider a sequential optimization framework where actions consist of one-dimensional linear subspaces and rewards consist of (approximations to) the magnitudes of directional derivatives computed in the direction of the action subspace. Reward maximization in this context is consistent with maximizing lower bounds on descent guaranteed by first-order Taylor models. This sequential optimization problem can be analyzed through the lens of dynamic regret. We modify an existing linear upper confidence bound (UCB) bandit method and prove sublinear dynamic regret in the subspace optimization setting. We demonstrate the efficacy of employing this linear UCB method in a setting where forward-mode algorithmic differentiation can provide directional derivatives in arbitrary directions and in a derivative-free setting. For the derivative-free setting, we propose SS-POUNDers, an extension of the derivative-free optimization method POUNDers that employs the linear UCB mechanism to identify promising subspaces. Our numerical experiments suggest a preference, in either computational setting, for employing a linear UCB mechanism within a subspace optimization method.

math.OC↗

arXiv2025

HFBTHO-AD: Differentiation of a nuclear energy density functional code

The HFBTHO code implements a nuclear energy density functional solver to model the structure of atomic nuclei. HFBTHO has previously been used to calibrate energy functionals and perform sensitivity analysis by using derivative-free methods. To enable derivative-based optimization and uncertainty quantification approaches, we must compute the derivatives of HFBTHO outputs with respect to the parameters of the energy functional, which are a subset of all input parameters of the code. We use the algorithmic/automatic differentiation (AD) tool Tapenade to differentiate HFBTHO. We compare the derivatives obtained using AD against finite-difference approximation and examine the performance of the derivative computation.

nucl-th↗

arXiv2025

A Noise-Aware Scalable Subspace Classical Optimizer for the Quantum Approximate Optimization Algorithm

We introduce ANASTAARS, a noise-aware scalable classical optimizer for variational quantum algorithms such as the quantum approximate optimization algorithm (QAOA). ANASTAARS leverages adaptive random subspace strategies to efficiently optimize the ansatz parameters of a QAOA circuit, in an effort to address challenges posed by a potentially large number of QAOA layers. ANASTAARS iteratively constructs random interpolation models within low-dimensional affine subspaces defined via Johnson--Lindenstrauss transforms. This adaptive strategy allows the selective reuse of previously acquired measurements, significantly reducing computational costs associated with shot acquisition. Furthermore, to robustly handle noisy measurements, ANASTAARS incorporates noise-aware optimization techniques by estimating noise magnitude and adjusts trust-region steps accordingly. Numerical experiments demonstrate the practical scalability of the proposed method for near-term quantum computing applications.

quant-ph↗

arXiv2024

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present a quasi-Newton method for unconstrained stochastic optimization. Most existing literature on this topic assumes a setting of stochastic optimization in which a finite sum of component functions is a reasonable approximation of an expectation, and hence one can design a quasi-Newton method to exploit common random numbers. In contrast, and motivated by problems in variational quantum algorithms, we assume that function values and gradients are available only through inexact probabilistic zeroth- and first-order oracles and no common random numbers can be exploited. Our algorithmic framework -- based on prior work on the SASS algorithm -- is general and does not assume common random numbers. We derive a high-probability tail bound on the iteration complexity of the algorithm for nonconvex and strongly convex functions. We present numerical results demonstrating the empirical benefits of augmenting SASS with our quasi-Newton updating scheme, both on synthetic problems and on real problems in quantum chemistry.

math.OC↗

arXiv2024

Modeling and solving cascading failures across interdependent infrastructure systems

Physical infrastructure systems supply crucial resources to residential, commercial, and industrial activities. These infrastructure systems generally consist of multiple types of infrastructure assets that are interdependent. In the event of a disaster, some of the infrastructure assets can be damaged and disabled, creating failures that propagate to other assets that depend on the disabled assets and cause a cascade of failures that may lead to a potential system collapse. We present a bilevel interdiction model in this paper to study this problem of cascading failures in a system of interdependent infrastructure systems with a nondeterministic dependency graph. We also propose a computationally tractable reformulation of the proposed bilevel model and utilize a Benders-type decomposition algorithm to solve the resulting formulation. Computational experiments are performed using infrastructure networks generated from anonymized real-world data to validate the performance of this algorithm.

math.OC↗

arXiv2024

Challenges with Differentiable Quantum Dynamics

Differentiable quantum dynamics require automatic differentiation of a complex-valued initial value problem, which numerically integrates a system of ordinary differential equations from a specified initial condition, as well as the eigendecomposition of a matrix. We explored several automatic differentiation frameworks for these tasks, finding that no framework natively supports our application requirements. We therefore demonstrate a need for broader support of complex-valued, differentiable numerical integration in scientific computing libraries.

quant-ph↗

arXiv2024

A Novel Noise-Aware Classical Optimizer for Variational Quantum Algorithms

A key component of variational quantum algorithms (VQAs) is the choice of classical optimizer employed to update the parameterization of an ansatz. It is well recognized that quantum algorithms will, for the foreseeable future, necessarily be run on noisy devices with limited fidelities. Thus, the evaluation of an objective function (e.g., the guiding function in the quantum approximate optimization algorithm (QAOA) or the expectation of the electronic Hamiltonian in variational quantum eigensolver (VQE)) required by a classical optimizer is subject not only to stochastic error from estimating an expected value but also to error resulting from intermittent hardware noise. Model-based derivative-free optimization methods have emerged as popular choices of a classical optimizer in the noisy VQA setting, based on empirical studies. However, these optimization methods were not explicitly designed with the consideration of noise. In this work we adapt recent developments from the ``noise-aware numerical optimization'' literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. We study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in \texttt{scikit-quant}.

quant-ph↗

arXiv2024

Stochastic Average Model Methods

We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are computationally expensive and evaluating all summands on every iteration of an optimization method may be undesirable. We present the idea of stochastic average model (SAM) methods, inspired by stochastic average gradient methods. SAM methods sample component functions on each iteration of a trust-region method according to a discrete probability distribution on component functions; the distribution is designed to minimize an upper bound on the variance of the resulting stochastic model. We present promising numerical results concerning an implemented variant extending the derivative-free model-based trust-region solver POUNDERS, which we name SAM-POUNDERS.

math.OC↗

arXiv2024

Estimating Computational Noise on Parametric Curves

We consider ECNoise, a practical tool for estimating the magnitude of noise in evaluations of a black-box function. Recent developments in numerical optimization algorithms have seen increased usage of ECNoise as a subroutine to provide a solver with noise level estimates, so that the solver might somehow proportionally adjust for noise. Particularly motivated by problems in computationally expensive derivative-free optimization, we question a fundamental assumption made in the original development of ECNoise, particularly the assumption that the set of points provided to ECNoise must satisfy fairly restrictive geometric conditions (in particular, that the points be collinear and equally spaced). Driven by prior practical experience, we show that in many situations, noise estimates obtained from providing an arbitrary (that is, not collinear) geometry of points as input to ECNoise are often indistinguishable from noise estimates obtained from using the standard (collinear and equally spaced) geometry. We analyze this via parametric curves that interpolate the arbitrary input points. The analysis provides insight into the circumstances in which one can expect arbitrary point selection to cause significant degradation of ECNoise. Moreover, the analysis suggests a practical means (the solution of a small mixed integer linear program) by which one can gradually adjust an initial arbitrary point selection to yield better noise estimates with higher probability.

math.OC↗

arXiv2024

Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms

The Quantum Approximate Optimization Algorithm (QAOA) has enjoyed increasing attention in noisy intermediate-scale quantum computing due to its application to combinatorial optimization problems. Because combinatorial optimization problems are NP-hard, QAOA could serve as a potential demonstration of quantum advantage in the future. As a hybrid quantum-classical algorithm, the classical component of QAOA resembles a simulation optimization problem, in which the simulation outcomes are attainable only through the quantum computer. The simulation that derives from QAOA exhibits two unique features that can have a substantial impact on the optimization process: (i) the variance of the stochastic objective values typically decreases in proportion to the optimality gap, and (ii) querying samples from a quantum computer introduces an additional latency overhead. In this paper, we introduce a novel stochastic trust-region method, derived from a derivative-free adaptive sampling trust-region optimization (ASTRO-DF) method, intended to efficiently solve the classical optimization problem in QAOA, by explicitly taking into account the two mentioned characteristics. The key idea behind the proposed algorithm involves constructing two separate local models in each iteration: a model of the objective function, and a model of the variance of the objective function. Exploiting the variance model allows us to both restrict the number of communications with the quantum computer, and also helps navigate the nonconvex objective landscapes typical in the QAOA optimization problems. We numerically demonstrate the superiority of our proposed algorithm using the SimOpt library and Qiskit, when we consider a metric of computational burden that explicitly accounts for communication costs.

math.OC↗

arXiv2023

Avoiding Geometry Improvement in Derivative-Free Model-Based Methods via Randomization

We present a technique for model-based derivative-free optimization called \emph{basis sketching}. Basis sketching consists of taking random sketches of the Vandermonde matrix employed in constructing an interpolation model. This randomization enables weakening the general requirement in model-based derivative-free methods that interpolation sets contain a full-dimensional set of affinely independent points in every iteration. Practically, this weakening provides a theoretically justified means of avoiding potentially expensive geometry improvement steps in many model-based derivative-free methods. We demonstrate this practicality by extending the nonlinear least squares solver, \texttt{POUNDers} to a variant that employs basis sketching and we observe encouraging results on higher dimensional problems.

math.OC↗

arXiv2023

Structure-Aware Methods for Expensive Derivative-Free Nonsmooth Composite Optimization

We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems. These methods are specially designed for objectives that are some known mapping of outputs from a computationally expensive function. We provide accompanying implementations of these methods: in particular, a novel manifold sampling algorithm (\mspshortref) with subproblems that are in a sense primal versions of the dual problems solved by previous manifold sampling methods and a method (\goombahref) that employs more difficult optimization subproblems. For these two methods, we provide rigorous convergence analysis and guarantees. We demonstrate extensive testing of these methods. Open-source implementations of the methods developed in this manuscript can be found at \url{github.com/POptUS/IBCDFO/}.

math.OC↗