Related papers: Quantum Hamiltonian Descent for Non-smooth Optimiz…

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…

Time symmetry in quantum mechanics, where the current quantum state is determined jointly by both the past and the future, offers a more comprehensive description of physical phenomena. This symmetry facilitates both forward and backward…

Variational quantum algorithms, optimized using gradient-based methods, often exhibit sub-optimal convergence performance due to their dependence on Euclidean geometry. Quantum natural gradient descent (QNGD) is a more efficient method that…

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

In this paper, we study neural networks from the point of view of nonsmooth optimisation, namely, quasidifferential calculus. We restrict ourselves to the case of uniform approximation by a neural network without hidden layers, the…

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…

In this work we consider the stochastic minimization of nonsmooth convex loss functions, a central problem in machine learning. We propose a novel algorithm called Accelerated Nonsmooth Stochastic Gradient Descent (ANSGD), which exploits…

Quantum computers can solve semidefinite programs (SDPs) using resources that scale better than state-of-the-art classical methods as a function of the problem dimension. At the same time, the known quantum algorithms scale very unfavorably…

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate the…

Simulating the time-evolution of quantum mechanical systems is BQP-hard and expected to be one of the foremost applications of quantum computers. We consider classical algorithms for the approximation of Hamiltonian dynamics using…

In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…

In recent years, with rapid progress in the development of quantum technologies, quantum machine learning has attracted a lot of interest. In particular, a family of hybrid quantum-classical neural networks, consisting of classical and…

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…

Nonlinear differential equations model diverse phenomena but are notoriously difficult to solve. While there has been extensive previous work on efficient quantum algorithms for linear differential equations, the linearity of quantum…

In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

This work addresses the finite-time analysis of nonsmooth nonconvex stochastic optimization under Riemannian manifold constraints. We adapt the notion of Goldstein stationarity to the Riemannian setting as a performance metric for nonsmooth…