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arXiv:1809.01731 · Quantum

Quantum algorithms and lower bounds for convex optimization

Shouvanik Chakrabarti, Andrew M. Childs, Tongyang Li, Xiaodi Wu

Published Jan 13, 2020• 43 citations
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Abstract

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 convex function over an n -dimensional convex body using O ~ ( n ) queries to oracles that evaluate the objective function and determine membership in the convex body. This represents a quadratic improvement over the best-known classical algorithm. We also study limitations on the power of quantum computers for general convex optimization, showing that it requires Ω ~ ( n ) evaluation queries and Ω ( n ) membership queries.

DOI
10.22331/q-2020-01-13-221

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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 convex function over an n -dimensional convex body using O ~ ( n ) queries to oracles that evaluate the objective function and determine membership in the convex body. This represents a quadratic improvement over the best-known classical algorithm. We also study limitations on the power of quantum computers for general convex optimization, showing that it requires Ω ~ ( n ) evaluation queries and Ω ( n ) membership queries.
We (the author and the AI systems that did the heavy lifting) show that the quantum query complexity of minimizing a convex function over a convex subset of Rn\mathbb{R}^nRn with evaluation and membership queries is Ω~(n)\tildeΩ(n)Ω~(n), nearly matching the best known upper bound. In particular, we show this even for quadratic minimization, which is equivalent to inverting an n×nn \times nn×n real matrix using matrix-vector queries. We also show linear or nearly linear lower bounds on the quantum query complexity of computing the trace, the sign of the determinant, and the magnitude of the determinant of a real matrix in the matrix-vector query model. We use a novel quantum lower bound technique, the determinantal witness method, based on identifying a witness whose Fourier transform vanishes on low-rank matrices and that correlates well with the function being computed.
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 different oracles. In particular, we show how a separation oracle can be implemented using O~(1) quantum queries to a membership oracle, which is an exponential quantum speed-up over the Ω(n) membership queries that are needed classically. We show that a quantum computer can very efficiently compute an approximate subgradient of a convex Lipschitz function. Combining this with a simplification of recent classical work of Lee, Sidford, and Vempala gives our efficient separation oracle. This in turn implies, via a known algorithm, that O~(n) quantum queries to a membership oracle suffice to implement an optimization oracle (the best known classical upper bound on the number of membership queries is quadratic). We also prove several lower bounds: Ω(n) quantum separation (or membership) queries are needed for optimization if the algorithm knows an interior point of the convex set, and Ω(n) quantum separation queries are needed if it does not.
In this paper we describe how to use convex optimization to design quantum algorithms for certain computational tasks. In particular, we consider the ordered search problem, where it is desired to find a specific item in an ordered list of N items. While the best classical algorithm for this problem uses log2N queries to the list, a quantum computer can solve this problem much faster. By characterizing a class of quantum query algorithms for ordered search in terms of a semidefinite program, we find quantum algorithms using 4log605N ≈ 0.433 log2N queries, which improves upon the previously best known exact algorithm.
As a fundamental tool in AI, convex optimization has been a significant research field for many years, and the same goes for its online version. Recently, general convex optimization problem has been accelerated with the help of quantum computing, and the technique of online convex optimization has been used for accelerating the online quantum state learning problem, thus we want to study whether online convex optimization (OCO) model can also be benefited from quantum computing. In this paper, we consider the OCO model, which can be described as a TTT round iterative game between the player and the adversary. A key factor for measuring the performance of an OCO algorithm A{\cal A}A is the regret denoted by regretT(A)\text{regret}_{T}(\mathcal{A})regretT​(A), and it is said to perform well if its regret is sublinear as a function of TTT. Another factor is the computational cost (e.g., query complexity) of the algorithm. We give a quantum algorithm for the online convex optimization model with only zeroth-order oracle available, which can achieve O(T)O(\sqrt{T})O(T​) and O(log⁡T)O(\log{T})O(logT) regret for general convex loss functions and α\alphaα-strong loss functions respectively, where only O(1)O(1)O(1) queries are needed in each round. Our results show that the zeroth-order quantum oracle is as powerful as the classical first-order oracle, and show potential advantages of quantum computing over classical computing in the OCO model where only zeroth-order oracle available.
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 multiplicative error ε using Õ(n 3 + n 2.5 /ε ) queries to a membership oracle and Õ(n 5 +n 4.5 /ε) additional arithmetic operations. For comparison, the best known classical algorithm uses Õ(n 3.5 +n 3 /ε 2 ) queries and Õ(n 5.5 +n 5 /ε 2 ) additional arithmetic operations. To the best of our knowledge, this is the first quantum speedup for volume estimation. Our algorithm is based on a refined framework for speeding up simulated annealing algorithms that might be of independent interest. This framework applies in the setting of “Chebyshev cooling,” where the solution is expressed as a telescoping product of ratios, each having bounded variance. We develop several novel techniques when implementing our framework, including a theory of continuous-space quantum walks with rigorous bounds on discretization error. To complement our quantum algorithms, we also prove that volume estimation requires Ω (√ n+1/ε) quantum membership queries, which rules out the possibility of exponential quantum speedup in n and shows optimality of our algorithm in 1/ε up to poly-logarithmic factors.
We establish a linear quantum query lower bound for high-accuracy convex optimization over an explicit family of nnn-dimensional ellipsoids. We focus on linear optimization with an explicitly given objective, where the feasible set is accessed through a membership oracle. We show that any algorithm that, for every unit linear objective, returns an exactly feasible point with additive objective error Θ(n−1/2)Θ(n^{-1/2})Θ(n−1/2) requires Ω(n)Ω(n)Ω(n) membership queries, where the ellipsoids are contained in the unit ball. The same lower bound can be shown to hold if the returned point is only required to be approximately feasible, within Θ(n−3/2)Θ(n^{-3/2})Θ(n−3/2) distance from the feasible set. This resolves an open question posed by Chakrabarti, Childs, Li, and Wu~(\textit{Quantum}, 2020) and by van Apeldoorn, Gilyén, Gribling, and de Wolf~(\textit{Quantum}, 2020). Coupled with the upper bounds in these papers, the query complexity of high-accuracy convex optimization is characterized tightly up to logarithmic factors. The proof is built around a lower bound for determinant computation that is derived via a novel polynomial method based on Fourier-rank. In the continuous matrix phase-query model, computing the determinant of a real n×nn\times nn×n matrix requires at least n/2n/2n/2 matrix-vector product queries. The construction also yields an Ω(n)Ω(n)Ω(n) phase-query lower bound for estimating the minimum eigenvalue of a real symmetric n×nn\times nn×n matrix to additive accuracy Θ(n−2)Θ(n^{-2})Θ(n−2). These results extend the determinant and minimum-eigenvalue lower bounds of Childs, Hung, and Li~(ICALP 2021) from finite fields to the real-valued setting. Based on the same constructions, we also prove an Ω(min⁡{κ,n})Ω(\min\{\sqrtκ,n\})Ω(min{κ​,n}) gradient-query lower bound for constant-accuracy optimization of 111-strongly convex and κκκ-smooth functions, which is optimal up to a logarithmic factor.