This paper considers the problem for finding the $(δ,ε)$-Goldstein stationary point of Lipschitz continuous objective, which is a rich function class to cover a great number of important applications. We construct a zeroth-order quantum estimator for the gradient of the smoothed surrogate. Based on such estimator, we propose a novel quantum algorithm that achieves a query complexity of $\tilde{\mathcal{O}}(d^{3/2}δ^{-1}ε^{-3})$ on the stochastic function value oracle, where $d$ is the dimension of the problem. We also enhance the query complexity to $\tilde{\mathcal{O}}(d^{3/2}δ^{-1}ε^{-7/3})$ by introducing a variance reduction variant. Our findings demonstrate the clear advantages of utilizing quantum techniques for non-convex non-smooth optimization, as they outperform the optimal classical methods on the dependency of $ε$ by a factor of $ε^{-2/3}$.
This paper considers the problem for finding the (δ,ε)-Goldstein stationary point of Lipschitz continuous objective, which is a rich function class to cover a great number of important applications. We construct a zeroth-order quantum estimator for the gradient of the smoothed surrogate. Based on such estimator, we propose a novel quantum algorithm that achieves a query complexity of O~(d3/2δ−1ε−3) on the stochastic function value oracle, where d is the dimension of the problem. We also enhance the query complexity to O~(d3/2δ−1ε−7/3) by introducing a variance reduction variant. Our findings demonstrate the clear advantages of utilizing quantum techniques for non-convex non-smooth optimization, as they outperform the optimal classical methods on the dependency of ε by a factor of ε−2/3.
Recent results suggest that quantum computers possess the potential to speed up nonconvex optimization problems. However, a crucial factor for the implementation of quantum optimization algorithms is their robustness against experimental and statistical noises. In this paper, we systematically study quantum algorithms for finding an ε-approximate second-order stationary point (ε-SOSP) of a d-dimensional nonconvex function, a fundamental problem in nonconvex optimization, with noisy zeroth- or first-order oracles as inputs. We first prove that, up to noise of O(ε10/d5), accelerated perturbed gradient descent with quantum gradient estimation takes O(logd/ε1.75) quantum queries to find an ε-SOSP. We then prove that perturbed gradient descent is robust to the noise of O(ε6/d4) and O(ε/d0.5+ζ) for ζ>0 on the zeroth- and first-order oracles, respectively, which provides a quantum algorithm with poly-logarithmic query complexity. We then propose a stochastic gradient descent algorithm using quantum mean estimation on the Gaussian smoothing of noisy oracles, which is robust to O(ε1.5/d) and O(ε/d) noise on the zeroth- and first-order oracles, respectively. The quantum algorithm takes O(d2.5/ε3.5) and O(d2/ε3) queries to the two oracles, giving a polynomial speedup over the classical counterparts. Moreover, we characterize the domains where quantum algorithms can find an ε-SOSP with poly-logarithmic, polynomial, or exponential number of queries in d, or the problem is information-theoretically unsolvable even by an infinite number of queries. In addition, we prove an Ω(ε−12/7) lower bound in ε for any randomized classical and quantum algorithm to find an ε-SOSP using either noisy zeroth- or first-order oracles.
We consider the problem of minimizing a continuous function given quantum access to a stochastic gradient oracle. We provide two new methods for the special case of minimizing a Lipschitz convex function. Each method obtains a dimension versus accuracy trade-off which is provably unachievable classically and we prove that one method is asymptotically optimal in low-dimensional settings. Additionally, we provide quantum algorithms for computing a critical point of a smooth non-convex function at rates not known to be achievable classically. To obtain these results we build upon the quantum multivariate mean estimation result of Cornelissen et al. 2022 and provide a general quantum-variance reduction technique of independent interest.
We present quantum speedups for sampling from distributions of the form π∝e−f on Rd. We consider two stochastic oracle models: a stochastic gradient oracle, where $f=\frac{1}{n}\sum_{i=1}^n f_i $ and component gradients {∇fi}i∈[n] are available, and a stochastic evaluation oracle, where only noisy values of f are available. Our framework accelerates classical stochastic Langevin Monte Carlo (LMC) and Hamiltonian Monte Carlo (HMC) algorithms by replacing stochastic gradient estimators with variance-controlled quantum mean estimation and gradient estimation subroutines. Unlike quantum walk based approaches, our algorithms do not require reversibility or exact gradients, and they preserve the structure of the underlying Markov chain. In the finite-sum setting, quantum mean estimation combined with classical variance-reduction techniques improves the stochastic gradient-query complexity for the approximate sampling task. In the stochastic zeroth-order setting, we develop gradient estimators robust to noisy function evaluations, yielding improved evaluation complexity for LMC and HMC. These results apply to strongly log-concave and/or non-log-concave distributions satisfying a log-Sobolev inequality, with convergence guarantees in Wasserstein distance and Kullback--Leibler divergence. We also show that faster sampling methods lead to quantum speedups for optimization, including for non-smooth and approximately convex objectives.
We study quantum algorithms based on quantum (sub)gradient estimation using noisy function evaluation oracles, and demonstrate the first dimension-independent query complexities (up to poly-logarithmic factors) for zeroth-order convex optimization in both smooth and nonsmooth settings. Interestingly, only using noisy function evaluation oracles, we match the first-order query complexities of classical gradient descent, thereby exhibiting exponential separation between quantum and classical zeroth-order optimization. We then generalize these algorithms to work in non-Euclidean settings by using quantum (sub)gradient estimation to instantiate mirror descent and its variants, including dual averaging and mirror prox. By leveraging a connection between semidefinite programming and eigenvalue optimization, we use our quantum mirror descent method to give a new quantum algorithm for solving semidefinite programs, linear programs, and zero-sum games. We identify a parameter regime in which our zero-sum games algorithm is faster than any existing classical or quantum approach.
Quantum algorithms for optimization problems are of general interest. Despite recent progress in classical lower bounds for nonconvex optimization under different settings and quantum lower bounds for convex optimization, quantum lower bounds for nonconvex optimization are still widely open. In this paper, we conduct a systematic study of quantum query lower bounds on finding ε-approximate stationary points of nonconvex functions, and we consider the following two important settings: 1) having access to p-th order derivatives; or 2) having access to stochastic gradients. The classical query lower bounds is Ω(ε−p1+p) regarding the first setting, and Ω(ε−4) regarding the second setting (or Ω(ε−3) if the stochastic gradient function is mean-squared smooth). In this paper, we extend all these classical lower bounds to the quantum setting. They match the classical algorithmic results respectively, demonstrating that there is no quantum speedup for finding ε-stationary points of nonconvex functions with p-th order derivative inputs or stochastic gradient inputs, whether with or without the mean-squared smoothness assumption. Technically, our quantum lower bounds are obtained by showing that the sequential nature of classical hard instances in all these settings also applies to quantum queries, preventing any quantum speedup other than revealing information of the stationary points sequentially.
We study the problem of finding stationary points of non-convex functions when access to the objective is provided only through a comparison oracle that, given two points, outputs which has the larger function value. For a twice differentiable f:Rn→R with Lipschitz gradient and Hessian, we develop an algorithm that visits an ε-stationary point using O(n2/ε1.5) queries. Our approach uses a subroutine that estimates the normalized Hessian to accuracy δ using O(n2log(1/δ)) queries. We further study this problem with a quantum comparison oracle model where queries can be made in superpositions, and develop the first quantum algorithm that finds an ε-stationary point, which takes O(n/ε1.5) queries.