License: Creative Commons Attribution 3.0 Unported license (CC BY 3.0)
When quoting this document, please refer to the following
DOI: 10.4230/LIPIcs.MFCS.2020.23
URN: urn:nbn:de:0030-drops-126919
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2020/12691/
Chia, Nai-Hui ;
Li, Tongyang ;
Lin, Han-Hsuan ;
Wang, Chunhao
Quantum-Inspired Sublinear Algorithm for Solving Low-Rank Semidefinite Programming
Abstract
Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank constraints; specifically, given an SDP with m constraint matrices, each of dimension n and rank r, our algorithm can compute any entry and efficient descriptions of the spectral decomposition of the solution matrix. The algorithm runs in time O(m⋅poly(log n,r,1/ε)) given access to a sampling-based low-overhead data structure for the constraint matrices, where ε is the precision of the solution. In addition, we apply our algorithm to a quantum state learning task as an application.
Technically, our approach aligns with 1) SDP solvers based on the matrix multiplicative weight (MMW) framework by Arora and Kale [TOC '12]; 2) sampling-based dequantizing framework pioneered by Tang [STOC '19]. In order to compute the matrix exponential required in the MMW framework, we introduce two new techniques that may be of independent interest:
- Weighted sampling: assuming sampling access to each individual constraint matrix A₁,…,A_τ, we propose a procedure that gives a good approximation of A = A₁+⋯+A_τ.
- Symmetric approximation: we propose a sampling procedure that gives the spectral decomposition of a low-rank Hermitian matrix A. To the best of our knowledge, this is the first sampling-based algorithm for spectral decomposition, as previous works only give singular values and vectors.
BibTeX - Entry
@InProceedings{chia_et_al:LIPIcs:2020:12691,
author = {Nai-Hui Chia and Tongyang Li and Han-Hsuan Lin and Chunhao Wang},
title = {{Quantum-Inspired Sublinear Algorithm for Solving Low-Rank Semidefinite Programming}},
booktitle = {45th International Symposium on Mathematical Foundations of Computer Science (MFCS 2020)},
pages = {23:1--23:15},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-95977-159-7},
ISSN = {1868-8969},
year = {2020},
volume = {170},
editor = {Javier Esparza and Daniel Kr{\'a}ľ},
publisher = {Schloss Dagstuhl--Leibniz-Zentrum f{\"u}r Informatik},
address = {Dagstuhl, Germany},
URL = {https://drops.dagstuhl.de/opus/volltexte/2020/12691},
URN = {urn:nbn:de:0030-drops-126919},
doi = {10.4230/LIPIcs.MFCS.2020.23},
annote = {Keywords: Spectral decomposition, Semi-definite programming, Quantum-inspired algorithm, Sublinear algorithm}
}
Keywords: |
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Spectral decomposition, Semi-definite programming, Quantum-inspired algorithm, Sublinear algorithm |
Collection: |
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45th International Symposium on Mathematical Foundations of Computer Science (MFCS 2020) |
Issue Date: |
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2020 |
Date of publication: |
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18.08.2020 |