Fast Zeroth-Order Convex Optimization with Quantum Gradient Methods

Junhyung Lyle Kim (JPMorganChase) · Brandon Augustino (J.P. Morgan Chase) · Dylan Herman (J.P. Morgan Chase) · Enrico Fontana (J.P. Morgan Chase) · Jacob Watkins (J.P. Morgan Chase) · Marco Pistoia (J.P. Morgan Chase) · Shouvanik Chakrabarti (J. P. Morgan Chase and Co.)
(sub)gradient estimationclassical gradient descentdimension-independent query complexitiesdual averagingeigenvalue optimizationexponential separationlinear programsmirror descentmirror proxnoisy function evaluationnon-euclidean settingsquantum algorithmsquantum mirror descentsemidefinite programmingzero-sum gameszeroth-order convex optimization

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.