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In this paper, we present a new Hyperfast Second-Order Method with convergence rate $O(N^{-5})$ up to a logarithmic factor for the convex function with Lipshitz the third derivative. This method based on two ideas. The first comes from the…

Optimization and Control · Mathematics 2020-06-30 Dmitry Kamzolov , Alexander Gasnikov

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

We study the oracle complexity of producing $(\delta,\epsilon)$-stationary points of Lipschitz functions, in the sense proposed by Zhang et al. [2020]. While there exist dimension-free randomized algorithms for producing such points within…

Optimization and Control · Mathematics 2025-05-01 Guy Kornowski , Ohad Shamir

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

We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…

Machine Learning · Statistics 2025-06-03 El Mehdi Saad , Wei-Cheng Lee , Francesco Orabona

We introduce a quantum algorithm that produces approximate solutions for combinatorial optimization problems. The algorithm depends on a positive integer p and the quality of the approximation improves as p is increased. The quantum circuit…

Quantum Physics · Physics 2014-11-17 Edward Farhi , Jeffrey Goldstone , Sam Gutmann

An adaptive regularization algorithm using high-order models is proposed for partially separable convexly constrained nonlinear optimization problems whose objective function contains non-Lipschitzian $\ell_q$-norm regularization terms for…

Optimization and Control · Mathematics 2021-05-31 Xiaojun Chen , Philippe Toint , Hong Wang

We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i.e.\ problems where the cost of evaluating/enforcing of the (possibly nonconvex or even disconnected)…

Optimization and Control · Mathematics 2021-05-31 Coralia Cartis , Nick I. M. Gould , Philippe L. Toint

We develop optimization methods which offer new trade-offs between the number of gradient and Hessian computations needed to compute the critical point of a non-convex function. We provide a method that for any twice-differentiable $f\colon…

Optimization and Control · Mathematics 2025-10-24 Deeksha Adil , Brian Bullins , Aaron Sidford , Chenyi Zhang

NP-hard problems are not believed to be exactly solvable through general polynomial time algorithms. Hybrid quantum-classical algorithms to address such combinatorial problems have been of great interest in the past few years. Such…

Quantum Physics · Physics 2024-01-15 Yagnik Chatterjee , Eric Bourreau , Marko J. Rančić

Quantum state tomography (QST), the task of estimating an unknown quantum state given measurement outcomes, is essential to building reliable quantum computing devices. Whereas computing the maximum-likelihood (ML) estimate corresponds to…

Machine Learning · Computer Science 2022-08-30 Chien-Ming Lin , Yu-Ming Hsu , Yen-Huan Li

The Lipschitz bandit is a key variant of stochastic bandit problems where the expected reward function satisfies a Lipschitz condition with respect to an arm metric space. With its wide-ranging practical applications, various Lipschitz…

Machine Learning · Computer Science 2025-11-25 Bongsoo Yi , Yue Kang , Yao Li

We deal with a problem of finding maximum of a function from the Holder class on a quantum computer. We show matching lower and upper bounds on the complexity of this problem. We prove upper bounds by constructing an algorithm that uses the…

Quantum Physics · Physics 2007-05-23 Maciej Gocwin

We investigate quantum algorithms for classification, a fundamental problem in machine learning, with provable guarantees. Given $n$ $d$-dimensional data points, the state-of-the-art (and optimal) classical algorithm for training…

Quantum Physics · Physics 2019-05-28 Tongyang Li , Shouvanik Chakrabarti , Xiaodi Wu

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

Optimization and Control · Mathematics 2021-05-18 Huan Xiong , Mengyang Yu , Li Liu , Fan Zhu , Fumin Shen , Ling Shao

In this paper we provide new quantum algorithms with polynomial speed-up for a range of problems for which no such results were known, or we improve previous algorithms. First, we consider the approximation of the frequency moments $F_k$ of…

Quantum Physics · Physics 2019-07-08 Yassine Hamoudi , Frédéric Magniez

Lipschitz decomposition is a useful tool in the design of efficient algorithms involving metric spaces. While many bounds are known for different families of finite metrics, the optimal parameters for $n$-point subsets of $\ell_p$, for $p >…

Computational Geometry · Computer Science 2026-02-23 Robert Krauthgamer , Nir Petruschka

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Optimization and Control · Mathematics 2019-02-28 S. Gratton , E. Simon , Ph. L. Toint

An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization…

Optimization and Control · Mathematics 2022-05-05 S. Gratton , S. Jerad , Ph. L. Toint
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