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We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate…

Quantum Physics · Physics 2019-07-01 Davide Venturelli , Alexei Kondratyev

We present a quantum algorithm for fitting a linear regression model to a given data set using the least squares approach. Different from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs…

Quantum Physics · Physics 2017-08-01 Guoming Wang

Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In…

Machine Learning · Computer Science 2023-05-11 Minhui Huang , Xuxing Chen , Kaiyi Ji , Shiqian Ma , Lifeng Lai

In the paper, we consider the problem of searching for the Largest empty rectangle in a 2D map, and the one-dimensional version of the problem is the problem of searching for the largest empty segment. We present a quantum algorithm for the…

Quantum Physics · Physics 2025-12-04 Kamil Khadiev , Vladislav Remidovskii , Timur Bikmullin , Aliya Khadieva

We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main concern is that gradient updates are trapped in saddle points.…

Machine Learning · Computer Science 2015-03-10 Rong Ge , Furong Huang , Chi Jin , Yang Yuan

Logistic regression (LR) is an important machine learning model for classification, with wide applications in text classification, image analysis and medicine diagnosis, etc. However, training LR generally entails an iterative gradient…

Quantum Physics · Physics 2019-07-12 Hai-Ling Liu , Chao-Hua Yu , Yu-Sen Wu , Shi-Jie Pan , Su-Juan Qin , Fei Gao , Qiao-Yan Wen

A commonly used heuristic in non-convex optimization is Normalized Gradient Descent (NGD) - a variant of gradient descent in which only the direction of the gradient is taken into account and its magnitude ignored. We analyze this heuristic…

Machine Learning · Computer Science 2016-11-22 Kfir Y. Levy

A broad class of hybrid quantum-classical algorithms known as "variational algorithms" have been proposed in the context of quantum simulation, machine learning, and combinatorial optimization as a means of potentially achieving a quantum…

Quantum Physics · Physics 2021-04-09 Aram Harrow , John Napp

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Optimization and Control · Mathematics 2021-09-07 Abdurakhmon Sadiev , Aleksandr Beznosikov , Pavel Dvurechensky , Alexander Gasnikov

We describe a quantum algorithm for finding the smallest eigenvalue of a Hermitian matrix. This algorithm combines Quantum Phase Estimation and Quantum Amplitude Estimation to achieve a quadratic speedup with respect to the best classical…

The Hessian-vector product has been utilized to find a second-order stationary solution with strong complexity guarantee (e.g., almost linear time complexity in the problem's dimensionality). In this paper, we propose to further reduce the…

Optimization and Control · Mathematics 2017-10-03 Mingrui Liu , Tianbao Yang

Quantum annealers aim at solving non-convex optimization problems by exploiting cooperative tunneling effects to escape local minima. The underlying idea consists in designing a classical energy function whose ground states are the sought…

Quantum Physics · Physics 2018-09-12 Carlo Baldassi , Riccardo Zecchina

We introduce an algorithm for combinatorial search on quantum computers that is capable of significantly concentrating amplitude into solutions for some NP search problems, on average. This is done by exploiting the same aspects of problem…

Quantum Physics · Physics 2007-05-23 Tad Hogg

We introduce an algorithm for combinatorial search on quantum computers that is capable of significantly concentrating amplitude into solutions for some NP search problems, on average. This is done by exploiting the same aspects of problem…

Artificial Intelligence · Computer Science 2009-09-25 T. Hogg

Among various algorithms designed to exploit the specific properties of quantum computers with respect to classical ones, the quantum adiabatic algorithm is a versatile proposition to find the minimal value of an arbitrary cost function…

Statistical Mechanics · Physics 2013-01-29 Victor Bapst , Laura Foini , Florent Krzakala , Guilhem Semerjian , Francesco Zamponi

We examine the relative performance of algorithms for the calculation of curvature in spacetime. The classical coordinate component method is compared to two distinct versions of the Newman-Penrose tetrad approach for a variety of…

General Relativity and Quantum Cosmology · Physics 2009-10-28 Denis Pollney , Peter Musgrave , Kevin Santosuosso , Kayll Lake

We explore the potential for quantum speedups in convex optimization using discrete simulations of the Quantum Hamiltonian Descent (QHD) framework, as proposed by Leng et al., and establish the first rigorous query complexity bounds. We…

While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…

Optimization and Control · Mathematics 2018-02-19 Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

We propose quantum algorithms, purely quantum in nature, for calculating the determinant and inverse of an $(N-1)\times (N-1)$ matrix (depth is $O(N^2\log N)$) which is a simple modification of the algorithm for calculating the determinant…

Quantum Physics · Physics 2025-06-02 Alexander I. Zenchuk , Georgii A. Bochkin , Wentao Qi , Asutosh Kumar , Junde Wu

While quantum computing provides an exponential advantage in solving system of linear equations, there is little work to solve system of nonlinear equations with quantum computing. We propose quantum Newton's method (QNM) for solving…

Quantum Physics · Physics 2025-12-29 Cheng Xue , Yu-Chun Wu , Guo-Ping Guo