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We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm uses an appropriately modified finite-difference-based…

Optimization and Control · Mathematics 2023-08-16 Jiaqiao Hu , Meichen Song , Michael C. Fu

Convex optimization is the powerhouse behind the theory and practice of optimization. We introduce a quantum analogue of unconstrained convex optimization: computing the minimum eigenvalue of a Schr\"odinger operator $h = -\Delta + V $ with…

Quantum Physics · Physics 2025-11-10 Eunou Lee

The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…

Optimization and Control · Mathematics 2025-11-10 Liding Xu , Ye-Chao Liu , Sebastian Pokutta

We assess the prospects for algorithms within the general framework of quantum annealing (QA) to achieve a quantum speedup relative to classical state of the art methods in combinatorial optimization and related sampling tasks. We argue for…

Quantum Physics · Physics 2021-06-22 E. J. Crosson , D. A. Lidar

We study the limitations and fast-forwarding of quantum algorithms for linear ordinary differential equation (ODE) systems with a particular focus on non-quantum dynamics, where the coefficient matrix in the ODE is not anti-Hermitian or the…

Quantum Physics · Physics 2025-07-10 Dong An , Jin-Peng Liu , Daochen Wang , Qi Zhao

Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration problem, for which a speed-up is shown by quantum computers…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…

Optimization and Control · Mathematics 2025-01-17 Zhichao Jia , Benjamin Grimmer

In this paper, we introduce faster accelerated primal-dual algorithms for minimizing a convex function subject to strongly convex function constraints. Prior to our work, the best complexity bound was $\mathcal{O}(1/{\varepsilon})$,…

Optimization and Control · Mathematics 2024-11-28 Zhenwei Lin , Qi Deng

This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…

Quantum Physics · Physics 2022-03-28 Xiaowei Huang , Jingquan Luo , Lvzhou Li

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

Machine Learning · Computer Science 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

Recent progress in the development of quantum technologies has enabled the direct investigation of dynamics of increasingly complex quantum many-body systems. This motivates the study of the complexity of classical algorithms for this…

Quantum Physics · Physics 2023-07-12 Dominik S. Wild , Álvaro M. Alhambra

We introduce a hybrid oscillator-qubit formulation of linear combination of Hamiltonian simulation (LCHS) for solving linear ordinary differential equations. Instead of representing the quadrature rule with a discrete-variable (DV) ancilla…

Quantum Physics · Physics 2026-05-12 Elin Ranjan Das , Muqing Zheng , Rishab Dutta , Ang Li , Timothy Stavenger , Yuan Liu

Classical analysis of convex and non-convex optimization methods often requires the Lipshitzness of the gradient, which limits the analysis to functions bounded by quadratics. Recent work relaxed this requirement to a non-uniform smoothness…

Optimization and Control · Mathematics 2023-11-06 Haochuan Li , Jian Qian , Yi Tian , Alexander Rakhlin , Ali Jadbabaie

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

Quantum computers are known for their potential to achieve up-to-exponential speedup compared to classical computers for certain problems. To exploit the advantages of quantum computers, we propose quantum algorithms for linear stochastic…

Quantum Physics · Physics 2025-06-26 Shi Jin , Nana Liu , Wei Wei

Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…

Optimization and Control · Mathematics 2024-09-02 Eduard Gorbunov , Marina Danilova , Innokentiy Shibaev , Pavel Dvurechensky , Alexander Gasnikov

Quality-Diversity (QD) algorithms constitute a branch of optimization that is concerned with discovering a diverse and high-quality set of solutions to an optimization problem. Current QD methods commonly maintain diversity by dividing the…

Machine Learning · Computer Science 2026-03-05 Saeed Hedayatian , Stefanos Nikolaidis

Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the…

Optimization and Control · Mathematics 2026-03-02 Hongpei Li , Yicheng Huang , Huikang Liu , Dongdong Ge , Yinyu Ye

The quantum approximate optimisation algorithm was proposed as a heuristic method for solving combinatorial optimisation problems on near-term quantum computers and may be among the first algorithms to perform useful computations in the…

Quantum Physics · Physics 2022-11-10 David Headley , Thorge Müller , Ana Martin , Enrique Solano , Mikel Sanz , Frank K. Wilhelm