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Pré-Publication, Document De Travail Année : 2023

Quantum speedups for linear programming via interior point methods

Résumé

We describe a quantum algorithm based on an interior point method for solving a linear program with $n$ inequality constraints on $d$ variables. The algorithm explicitly returns a feasible solution that is $\epsilon$-close to optimal, and runs in time $\sqrt{n}\, \mathrm{poly}(d,\log(n),\log(1/\varepsilon))$ which is sublinear for tall linear programs (i.e., $n \gg d$). Our algorithm speeds up the Newton step in the state-of-the-art interior point method of Lee and Sidford [FOCS '14]. This requires us to efficiently approximate the Hessian and gradient of the barrier function, and these are our main contributions. To approximate the Hessian, we describe a quantum algorithm for the spectral approximation of $A^T A$ for a tall matrix $A \in \mathbb R^{n \times d}$. The algorithm uses leverage score sampling in combination with Grover search, and returns a $\delta$-approximation by making $O(\sqrt{nd}/\delta)$ row queries to $A$. This generalizes an earlier quantum speedup for graph sparsification by Apers and de Wolf [FOCS '20]. To approximate the gradient, we use a recent quantum algorithm for multivariate mean estimation by Cornelissen, Hamoudi and Jerbi [STOC '22]. While a naive implementation introduces a dependence on the condition number of the Hessian, we avoid this by pre-conditioning our random variable using our quantum algorithm for spectral approximation.
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hal-04292682 , version 1 (22-03-2024)

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Simon Apers, Sander Gribling. Quantum speedups for linear programming via interior point methods. 2024. ⟨hal-04292682⟩
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