Related papers: Quantum Algorithms and Lower Bounds for Finite-Sum…
We present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
We study quantum algorithms for approximating Lasserre's hierarchy values for polynomial optimization. Let $f,g_1,\ldots,g_m$ be real polynomials in $n$ variables and $f^\star$ the infimum of $f$ over the semialgebraic set $S(g)=\{x:…
The anticipated applications of quantum computers span across science and industry, ranging from quantum chemistry and many-body physics to optimization, finance, and machine learning. Proposed quantum solutions in these areas typically…
Estimating the volume of a convex body is a central problem in convex geometry and can be viewed as a continuous version of counting. We present a quantum algorithm that estimates the volume of an $n$-dimensional convex body within…
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…
Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others. Current nearly optimal algorithms work only in affine spaces due to…
We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…
Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…
Many computational problems are subject to a quantum speed-up: one might find that a problem having an O(n^3)-time or O(n^2)-time classic algorithm can be solved by a known O(n^1.5)-time or O(n)-time quantum algorithm. The question…
Achieving high-quality solutions faster than classical solvers on computationally hard problems is a challenge for quantum optimization to deliver utility. Using a superconducting quantum computer, we experimentally investigate the…
We present an efficient quantum algorithm for estimating Gauss sums over finite fields and finite rings. This is a natural problem as the description of a Gauss sum can be done without reference to a black box function. With a reduction…
We propose a new algorithm that finds an $\varepsilon$-approximate fixed point of a smooth function from the $n$-dimensional $\ell_2$ unit ball to itself. We use the general framework of finding approximate solutions to a variational…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
We present a quantum algorithm for finding the minimum of a function based on multistep quantum computation and apply it for optimization problems with continuous variables, in which the variables of the problem are discretized to form the…
Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite…
In this paper, we revisit the smooth and strongly-convex-strongly-concave minimax optimization problem. Zhang et al. (2021) and Ibrahim et al. (2020) established the lower bound $\Omega\left(\sqrt{\kappa_x\kappa_y} \log…
We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…