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The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

Optimization and Control · Mathematics 2016-02-15 Zhaosong Lu , Xiaojun Chen

It has long been known that any Boolean function that depends on n input variables has both degree and exact quantum query complexity of Omega(log n), and that this bound is achieved for some functions. In this paper we study the case of…

Quantum Physics · Physics 2013-03-26 Andris Ambainis , Ronald de Wolf

Finding the optimal solution to a complex optimization problem is of great importance in practically all fields of science, technology, technical design and econometrics. We demonstrate that a modified Grover's quantum algorithm can be…

Quantum Physics · Physics 2015-05-13 Jing Zhu , Zhen Huang , Sabre Kais

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

We provide new tools for worst-case performance analysis of the gradient (or steepest descent) method of Cauchy for smooth strongly convex functions, and Newton's method for self-concordant functions, including the case of inexact search…

Optimization and Control · Mathematics 2020-06-23 Etienne de Klerk , Francois Glineur , Adrien Taylor

We give new quantum algorithms for evaluating composed functions whose inputs may be shared between bottom-level gates. Let $f$ be an $m$-bit Boolean function and consider an $n$-bit function $F$ obtained by applying $f$ to conjunctions of…

Quantum Physics · Physics 2021-09-22 Mark Bun , Robin Kothari , Justin Thaler

This paper considers the problem for finding the $(\delta,\epsilon)$-Goldstein stationary point of Lipschitz continuous objective, which is a rich function class to cover a great number of important applications. We construct a zeroth-order…

Quantum Physics · Physics 2024-10-22 Chengchang Liu , Chaowen Guan , Jianhao He , John C. S. Lui

The logarithm-determinant is an widely-present operation in many areas of physics and computer science. Derivatives of the logarithm-determinant compute physically relevant quantities in statistical physics models, quantum field theories,…

Quantum Physics · Physics 2025-09-23 Thomas E. Baker , Jaimie A. Greasley

We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…

Machine Learning · Computer Science 2021-07-05 Behrooz Sepehry , Ehsan Iranmanesh , Michael P. Friedlander , Pooya Ronagh

We propose an analytical solution for approximating the gradient of the Evidence Lower Bound (ELBO) in variational inference problems where the statistical model is a Bayesian network consisting of observations drawn from a mixture of a…

Machine Learning · Computer Science 2025-04-14 Roumen Nikolaev Popov

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, specially when the objective is to improve the performance of a stochastic system. However, the performance of these…

Information Theory · Computer Science 2014-07-04 Debarghya Ghoshdastidar , Ambedkar Dukkipati , Shalabh Bhatnagar

In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…

Machine Learning · Computer Science 2019-02-11 Changbo Zhu , Huan Xu

Gradient sampling (GS) has proved to be an effective methodology for the minimization of objective functions that may be nonconvex and/or nonsmooth. The most computationally expensive component of a contemporary GS method is the need to…

Optimization and Control · Mathematics 2021-08-10 Frank E. Curtis , Minhan Li

The gradient descent (GD) method -- is a fundamental and likely the most popular optimization algorithm in machine learning (ML), with a history traced back to a paper in 1847 (Cauchy, 1847). It was studied under various assumptions,…

Optimization and Control · Mathematics 2025-02-20 Aleksandr Lobanov , Alexander Gasnikov , Eduard Gorbunov , Martin Takáč

Quantum advantage is the core of quantum computing. Grover's search algorithm is the only quantum algorithm with proven advantage to any possible classical search algorithm. However, realizing this quantum advantage in practice is quite…

Quantum Physics · Physics 2023-06-21 Jian Leng , Fan Yang , Xiang-Bin Wang

Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…

Machine Learning · Computer Science 2023-12-07 Yuanshi Liu , Hanzhen Zhao , Yang Xu , Pengyun Yue , Cong Fang

We provide several quantum algorithms for continuous optimization that do not require gradient estimation. Instead, we encode the optimization problem into the dynamics of a physical system and coherently simulate the time evolution. We…

Quantum Physics · Physics 2026-03-18 Ahmet Burak Catli , Sophia Simon , Nathan Wiebe

In this work, a novel multifidelity machine learning (ML) model, the gradient-enhanced multifidelity neural networks (GEMFNNs), is proposed. This model is a multifidelity version of gradient-enhanced neural networks (GENNs) as it uses both…

Machine Learning · Computer Science 2021-03-24 Jethro Nagawkar , Leifur Leifsson