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We develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time $\widetilde{O} \left( n\sqrt{r} \frac{\zeta \kappa}{\delta^2} \log \left(1/\epsilon\right) \right)$, where $r$ is the…

Optimization and Control · Mathematics 2019-08-23 Iordanis Kerenidis , Anupam Prakash , Dániel Szilágyi

Constrained optimization plays a crucial role in the fields of quantum physics and quantum information science and becomes especially challenging for high-dimensional complex structure problems. One specific issue is that of quantum process…

Quantum Physics · Physics 2024-04-30 Daniel Volya , Andrey Nikitin , Prabhat Mishra

L. K. Grover's search algorithm in quantum computing gives an optimal, quadratic speedup in the search for a single object in a large unsorted database. In this paper, we generalize Grover's algorithm in a Hilbert-space framework for both…

Quantum Physics · Physics 2007-05-23 Goong Chen , Stephen A. Fulling , Jeesen Chen

This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…

Quantum Physics · Physics 2022-03-28 Xiaowei Huang , Jingquan Luo , Lvzhou Li

We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…

Optimization and Control · Mathematics 2015-03-13 Donald Goldfarb , Shiqian Ma

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

Grover's algorithm is a fundamental quantum algorithm that offers a quadratic speedup for the unstructured search problem by alternately applying physically implementable oracle and diffusion operators. In this paper, we reformulate the…

Quantum Physics · Physics 2025-12-15 Zhijian Lai , Dong An , Jiang Hu , Zaiwen Wen

We study to what extent quantum algorithms can speed up solving convex optimization problems. Following the classical literature we assume access to a convex set via various oracles, and we examine the efficiency of reductions between the…

Quantum Physics · Physics 2020-01-15 Joran van Apeldoorn , András Gilyén , Sander Gribling , Ronald de Wolf

It is shown that quantum computer can detect the existence of root of a function almost exponentially more efficient than the classical counterpart. It is also shown that a quantum computer can produce quantum state corresponding to the…

Quantum Physics · Physics 2025-03-11 Nhat A. Nghiem

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

We assess the potential of quantum computing to accelerate computation of central tasks in genomics, focusing on often-neglected theoretical limitations. We discuss state-of-the-art challenges of quantum search, optimization, and machine…

Quantum Physics · Physics 2026-01-09 Aurora Maurizio , Guglielmo Mazzola

In this paper, we introduce the Quasi-Quadratic Gradient (QQG), a novel search direction designed to accelerate the BFGS method within the quasi-Newton framework. By defining the QQG as the product of the inverse Hessian approximation and…

Optimization and Control · Mathematics 2026-04-28 John Chiang

We propose a quasi-Newton-type method for nonconvex optimization with Lipschitz continuous gradients and Hessians. The algorithm finds an $\varepsilon$-stationary point within $\tilde{\mathrm{O}}(d^{1/4} \varepsilon^{-13/8})$ gradient…

Optimization and Control · Mathematics 2025-12-11 Naoki Marumo

Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with…

Machine Learning · Computer Science 2020-10-16 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Hideki Asai

This work demonstrates the utility of gradients for the global optimization of certain differentiable functions with many suboptimal local minima. To this end, a principle for generating search directions from non-local quadratic…

Optimization and Control · Mathematics 2023-08-21 Nils Müller

The main approach to hybrid quantum-classical neural networks (QNN) is employing quantum computing to build a neural network (NN) that has quantum features, which is then optimized classically. Here, we propose a different strategy: to use…

Quantum Physics · Physics 2025-04-22 Stefan-Alexandru Jura , Mihai Udrescu

We develop a quantum-classical hybrid algorithm for function optimization that is particularly useful in the training of neural networks since it makes use of particular aspects of high-dimensional energy landscapes. Due to a recent…

Quantum Physics · Physics 2017-10-20 Leonard Wossnig , Sebastian Tschiatschek , Stefan Zohren

Stochastic optimization methods have become a class of popular optimization tools in machine learning. Especially, stochastic gradient descent (SGD) has been widely used for machine learning problems such as training neural networks due to…

Optimization and Control · Mathematics 2021-02-26 Qingsong Zhang , Feihu Huang , Cheng Deng , Heng Huang

We study some extensions of Grover's quantum searching algorithm. First, we generalize the Grover iteration in the light of a concept called amplitude amplification. Then, we show that the quadratic speedup obtained by the quantum searching…

Quantum Physics · Physics 2017-01-03 Gilles Brassard , Peter Hoyer , Alain Tapp

We propose a new framework to design and analyze accelerated methods that solve general monotone equation (ME) problems $F(x)=0$. Traditional approaches include generalized steepest descent methods and inexact Newton-type methods. If $F$ is…

Optimization and Control · Mathematics 2024-07-22 Tianyi Lin , Michael. I. Jordan