A quantum interior-point method for second-order cone programs, applied to soft-margin SVM training, runs in O~(n√r ζκ/δ² log(1/ε)) and is shown in simulation to scale as O(n^2.59) on random SVM instances.
Faster quantum and classical SDP approximations for quadratic binary optimization
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abstract
We give a quantum speedup for solving the canonical semidefinite programming relaxation for binary quadratic optimization. This class of relaxations for combinatorial optimization has so far eluded quantum speedups. Our methods combine ideas from quantum Gibbs sampling and matrix exponent updates. A de-quantization of the algorithm also leads to a faster classical solver. For generic instances, our quantum solver gives a nearly quadratic speedup over state-of-the-art algorithms. Such instances include approximating the ground state of spin glasses and MaxCut on Erd\"{o}s-R\'enyi graphs. We also provide an efficient randomized rounding procedure that converts approximately optimal SDP solutions into approximations of the original quadratic optimization problem.
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Quantum algorithms for Second-Order Cone Programming and Support Vector Machines
A quantum interior-point method for second-order cone programs, applied to soft-margin SVM training, runs in O~(n√r ζκ/δ² log(1/ε)) and is shown in simulation to scale as O(n^2.59) on random SVM instances.