Related papers: Quantum speedups for convex dynamic programming
We establish an improved classical algorithm for solving linear systems in a model analogous to the QRAM that is used by quantum linear solvers. Precisely, for the linear system $A\x = \b$, we show that there is a classical algorithm that…
By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…
Quantum algorithms for simulating electronic ground states are slower than popular classical mean-field algorithms such as Hartree-Fock and density functional theory, but offer higher accuracy. Accordingly, quantum computers have been…
This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…
Leverage score sampling is crucial to the design of randomized algorithms for large-scale matrix problems, while the computation of leverage scores is a bottleneck of many applications. In this paper, we propose a quantum algorithm to…
Quantum computers have long been expected to efficiently solve complex classical differential equations. Most digital, fault-tolerant approaches use Carleman linearization to map nonlinear systems to linear ones and then apply quantum…
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…
This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…
State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms.…
Quantum algorithms offer an exponential advantage with respect to the number of dependent variables for solving certain nonlinear ordinary differential equations (ODEs). These algorithms typically begin by transforming the original…
This paper narrows the gap between previous literature on quantum linear algebra and practical data analysis on a quantum computer, formalizing quantum procedures that speed-up the solution of eigenproblems for data representations in…
We give a quantum algorithm to exactly solve certain problems in combinatorial optimization, including weighted MAX-2-SAT as well as problems where the objective function is a weighted sum of products of Ising variables, all terms of the…
We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the…
The \Problem{knapsack} problem is a fundamental problem in combinatorial optimization. It has been studied extensively from theoretical as well as practical perspectives as it is one of the most well-known NP-hard problems. The goal is to…
We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in…
An important goal in algorithm design is determining the best running time for solving a problem (approximately). For some problems, we know the optimal running time, assuming certain conditional lower bounds. In this work, we study the…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
We study the two-dimensional geometric knapsack problem for convex polygons. Given a set of weighted convex polygons and a square knapsack, the goal is to select the most profitable subset of the given polygons that fits non-overlappingly…
The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…