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Quantum Algorithms for Non-smooth Non-convex Optimization

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AI Theory Optimization 🏢 Chinese University of Hong Kong
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Chengchang Liu et el.

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TL;DR
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Many real-world problems involve finding the minimum of a complex, non-smooth, non-convex function. Classical algorithms for solving such problems are computationally expensive, especially when the function is stochastic (meaning that it involves randomness). This paper focuses on a specific type of minimum called the (δ,ε)-Goldstein stationary point. Finding such points efficiently is challenging, especially in high dimensions (d).

This research proposes novel quantum algorithms to address these challenges. These algorithms use quantum computation to estimate the gradient of a smoothed version of the objective function and then use these estimates to find the (δ,ε)-Goldstein stationary point. The main contribution lies in achieving improved query complexity, meaning that the algorithms need to make fewer queries to the function value oracle compared to classical methods. The improved complexity is particularly significant in the dependence on the accuracy parameter (ε). The quantum algorithms outperform classical methods by a significant factor in the dependence on ε, demonstrating the clear advantages of using quantum techniques for non-convex, non-smooth optimization.

Key Takeaways
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Why does it matter?
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This paper is crucial for researchers in quantum computing and optimization because it demonstrates clear advantages of quantum techniques for non-convex non-smooth optimization, outperforming classical methods. It opens avenues for further research in applying quantum algorithms to real-world problems with complex objective functions, such as those in machine learning and statistical learning. The explicit constructions of quantum oracles provided in this paper also offer practical guidance for researchers working on building efficient quantum algorithms.


Visual Insights
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This table compares the complexities of several classical and quantum first-order methods for finding the epsilon-stationary point of a smooth non-convex objective function. It shows the oracle type (classical or quantum) used by each method and its query complexity, which is expressed in terms of epsilon (the desired accuracy) and d (the dimension of the problem). The table highlights the quantum speedups achieved by quantum algorithms compared to their classical counterparts.

Full paper
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