Alexander M. Dalzell, Sam McArdle, Mario Berta, Przemyslaw Bienias, Chi-Fang Chen, András Gilyén, Connor T. Hann, Michael J. Kastoryano, Emil T. Khabiboulline, Aleksander Kubica, Grant Salton, Samson Wang, Fernando G. S. L. Brandão
This chapter covers applications of quantum computing in the area of continuous optimization, including both convex and nonconvex optimization. We discuss quantum algorithms for computing Nash equilibria for zero-sum games and for solving linear, second-order, and semidefinite programs. These algorithms are based on quantum implementations of the multiplicative weights update method or interior point methods. We also discuss general quantum algorithms for convex optimization which can provide a speedup in cases where the objective function is much easier to evaluate than the gradient of the objective function. Finally, we cover quantum algorithms for escaping saddle points and finding local minima in nonconvex optimization problems.
This chapter covers applications of quantum computing in the area of continuous optimization, including both convex and nonconvex optimization. We discuss quantum algorithms for computing Nash equilibria for zero-sum games and for solving linear, second-order, and semidefinite programs. These algorithms are based on quantum implementations of the multiplicative weights update method or interior point methods. We also discuss general quantum algorithms for convex optimization which can provide a speedup in cases where the objective function is much easier to evaluate than the gradient of the objective function. Finally, we cover quantum algorithms for escaping saddle points and finding local minima in nonconvex optimization problems.
Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing methods, especially Quantum Interior Point Methods (QIPMs), to solve convex optimization problems, such as Linear Optimization, Semidefinite Optimization, and Second-order Cone Optimization problems. Most of them have applied a Quantum Linear System Algorithm at each iteration to compute a Newton step. However, using quantum linear solvers in QIPMs comes with many challenges, such as having ill-conditioned systems and the considerable error of quantum solvers. This paper investigates how one can efficiently use quantum linear solvers in QIPMs. Accordingly, an Inexact Infeasible Quantum Interior Point Method is developed to solve linear optimization problems. We also discuss how we can get an exact solution by Iterative Refinement without excessive time of quantum solvers. Finally, computational results with a QISKIT implementation of our QIPM using quantum simulators are analyzed.
This chapter covers quantum interior point methods, which are quantum algorithmic primitives for application to convex optimization problems, particularly linear, second-order, and semidefinite programs. Interior point methods are a successful classical iterative technique that solve a linear system of equations at each iteration. Quantum interior point methods replace this step with quantum a quantum linear system solver combined with quantum tomography, potentially offering a polynomial speedup.
Finite-sum optimization has wide applications in machine learning, covering important problems such as support vector machines, regression, etc. In this paper, we initiate the study of solving finite-sum optimization problems by quantum computing. Specifically, let f1,…,fn:Rd→R be ℓ-smooth convex functions and ψ:Rd→R be a μ-strongly convex proximal function. The goal is to find an ε-optimal point for F(x)=n1∑i=1nfi(x)+ψ(x). We give a quantum algorithm with complexity O~(n+d+ℓ/μ(n1/3d1/3+n−2/3d5/6)), improving the classical tight bound Θ~(n+nℓ/μ). We also prove a quantum lower bound Ω~(n+n3/4(ℓ/μ)1/4) when d is large enough. Both our quantum upper and lower bounds can extend to the cases where ψ is not necessarily strongly convex, or each fi is Lipschitz but not necessarily smooth. In addition, when F is nonconvex, our quantum algorithm can find an ε-critial point using O~(n+ℓ(d1/3n1/3+d)/ε2) queries.
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.
Machine learning is a branch of Artificial Intelligence that seeks to make machines learn from data. It is being applied for solving real world problems with huge amount of data. Though, Machine Learning is receiving wide acceptance, however, execution time is one of the major concerns in practical implementations of Machine Learning techniques. It largely comprises of a set of techniques that trains a model by reducing the error between the desired or actual outcome and an estimated or predicted outcome, which is often called as loss function. Thus, training in machine learning techniques often requires solving a difficult optimization problem, which is the most expensive step in the entire model-building process and its applications. One of the possible solutions in near future for reducing execution time of training process in Machine learning techniques is to implement them on quantum computers instead of classical computers. It is conjectured that quantum computers may be exponentially faster than classical computers for solving problems which involve matrix operations. Some of the machine learning techniques like support vector machines make extensive use of matrices, which can be made faster by implementing them on quantum computers. However, their efficient implementation is non-trivial and requires existence of quantum memories. Thus, another possible solution in near term is to use a hybrid of Classical Quantum approach, where a machine learning model is implemented in classical computer but the optimization of loss function during training is performed on quantum computer instead of classical computer. Several Quantum optimization algorithms have been proposed in recent years, which can be classified as gradient based and gradient free optimization techniques. Gradient based techniques require the nature of optimization problem being solved to be convex, continuous and differentiable otherwise if the problem is non-convex then they can find local optima only whereas gradient free optimization techniques work well even with non-continuous, non-linear and nonconvex optimization problems. This chapter discusses a global optimization technique based on Adiabatic Quantum Computation (AQC) to solve minimization of loss function without any restriction on its structure and the underlying model, which is being learned. Further, it is also shown that in the proposed framework, AQC based approach would be superior to circuit-based approach in solving global optimization problems.
Optimization is a fundamental process in mathematics and computer science that involves finding the most effective and optimal solution from all possible solutions to a problem. It plays a crucial role in various fields, such as engineering, finance, logistics, and machine learning, by enhancing efficiency, reducing costs, and improving performance. Optimization problems can be categorized into single-objective problems, where a single criterion is maximized or minimized, and multi-objective problems, which involve balancing multiple, often conflicting, objectives. Traditional optimization methods, such as linear, nonlinear, and integer programming, have been extensively used to address such problems. However, with growing problem size and complexity, these methods are at a disadvantage with regard to issues such as computational cost, scalability, and escaping local minima in non-convex spaces. This has necessitated the development of new methods, such as quantum optimization, which promises to eliminate these problems by leveraging the potential of quantum computing.