Related papers: Near-Optimal Quantum Algorithm for Minimizing the …

We study the complexity of optimizing highly smooth convex functions. For a positive integer $p$, we want to find an $\epsilon$-approximate minimum of a convex function $f$, given oracle access to the function and its first $p$ derivatives,…

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…

Finite-sum optimization has wide applications in machine learning, covering important problems such as support vector machines, regression, etc. In this paper, we initiate the study of solving finite-sum optimization problems by quantum…

We characterize the complexity of minimizing $\max_{i\in[N]} f_i(x)$ for convex, Lipschitz functions $f_1,\ldots, f_N$. For non-smooth functions, existing methods require $O(N\epsilon^{-2})$ queries to a first-order oracle to compute an…

We consider the problem of minimizing a continuous function given quantum access to a stochastic gradient oracle. We provide two new methods for the special case of minimizing a Lipschitz convex function. Each method obtains a dimension…

While recent work suggests that quantum computers can speed up the solution of semidefinite programs, little is known about the quantum complexity of more general convex optimization. We present a quantum algorithm that can optimize a…

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…

We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…

This paper resolves a longstanding open question pertaining to the design of near-optimal first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems. Current state-of-the-art first-order algorithms find an…

We provide an explicit construction and direct proof for the lower bound on the number of first order oracle accesses required for a randomized algorithm to minimize a convex Lipschitz function.

We give quantum speedups of several general-purpose numerical optimisation methods for minimising a function $f:\mathbb{R}^n \to \mathbb{R}$. First, we show that many techniques for global optimisation under a Lipschitz constraint can be…

We consider the problem of minimizing a $d$-dimensional Lipschitz convex function using a stochastic gradient oracle. We introduce and motivate a setting where the noise of the stochastic gradient is isotropic in that it is bounded in every…

Submodular functions are set functions mapping every subset of some ground set of size $n$ into the real numbers and satisfying the diminishing returns property. Submodular minimization is an important field in discrete optimization theory…

We note that known methods achieving the optimal oracle complexity for first order convex optimization require quadratic memory, and ask whether this is necessary, and more broadly seek to characterize the minimax number of first order…

In this paper we provide improved running times and oracle complexities for approximately minimizing a submodular function. Our main result is a randomized algorithm, which given any submodular function defined on $n$-elements with range…

We study the first-order convex optimization problem, where we have black-box access to a (not necessarily smooth) function $f:\mathbb{R}^n \to \mathbb{R}$ and its (sub)gradient. Our goal is to find an $\epsilon$-approximate minimum of $f$…

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

We show that any memory-constrained, first-order algorithm which minimizes $d$-dimensional, $1$-Lipschitz convex functions over the unit ball to $1/\mathrm{poly}(d)$ accuracy using at most $d^{1.25 - \delta}$ bits of memory must make at…

Previous algorithms can solve convex-concave minimax problems $\min_{x \in \mathcal{X}} \max_{y \in \mathcal{Y}} f(x,y)$ with $\mathcal{O}(\epsilon^{-2/3})$ second-order oracle calls using Newton-type methods. This result has been…

We propose a first order algorithm, a modified version of FISTA, to solve an optimization problem with an objective function that is a sum of a possibly nonconvex function, with Lipschitz continuous gradient, and a convex function which can…