No quantum speedup over gradient descent for non-smooth convex optimization

• URL: http://arxiv.org/abs/2010.01801v1
• Date: Mon, 5 Oct 2020 06:32:47 GMT
• Title: No quantum speedup over gradient descent for non-smooth convex optimization
• Authors: Ankit Garg, Robin Kothari, Praneeth Netrapalli, Suhail Sherif
• Abstract summary: Black-box access to a (not necessarily smooth) function $f:mathbbRn to mathbbR$ and its (sub)gradient. Our goal is to find an $epsilon$-approximate minimum of $f$ starting from a point that is distance at most $R$ from the true minimum. We show that although the function family used in the lower bound is hard for randomized algorithms, it can be solved using $O(GR/epsilon)$ quantum queries.
• Score: 22.16973542453584
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We study the first-order convex optimization problem, where we have black-box access to a (not necessarily smooth) function $f:\mathbb{R}^n \to \mathbb{R}$ and its (sub)gradient. Our goal is to find an $\epsilon$-approximate minimum of $f$ starting from a point that is distance at most $R$ from the true minimum. If $f$ is $G$-Lipschitz, then the classic gradient descent algorithm solves this problem with $O((GR/\epsilon)^{2})$ queries. Importantly, the number of queries is independent of the dimension $n$ and gradient descent is optimal in this regard: No deterministic or randomized algorithm can achieve better complexity that is still independent of the dimension $n$. In this paper we reprove the randomized lower bound of $\Omega((GR/\epsilon)^{2})$ using a simpler argument than previous lower bounds. We then show that although the function family used in the lower bound is hard for randomized algorithms, it can be solved using $O(GR/\epsilon)$ quantum queries. We then show an improved lower bound against quantum algorithms using a different set of instances and establish our main result that in general even quantum algorithms need $\Omega((GR/\epsilon)^2)$ queries to solve the problem. Hence there is no quantum speedup over gradient descent for black-box first-order convex optimization without further assumptions on the function family.

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