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Guneykan Ozgul

Publications and source records attributed to Guneykan Ozgul.

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Near-Optimal Quantum Lower Bounds for Convex Optimization via Fourier Rank

We establish a near-linear quantum query lower bound for high-accuracy convex optimization over an explicit family of $n$-dimensional ellipsoids. We focus on linear optimization with an explicitly given objective, where the feasible set is accessed through a membership oracle. We show that any algorithm that, for every unit linear objective, returns an exactly feasible point with additive objective error $Θ(n^{-2})$ requires $Ω\!\left(\frac{n}{\log n\,\log\log n}\right)$ membership queries. The same lower bound can be shown to hold if the returned point is only required to be approximately feasible, within $Θ(n^{-2})$ distance from the feasible set. This resolves, up to logarithmic factors, an open question posed by Chakrabarti, Childs, Li, and Wu~(\textit{Quantum}, 2020) and by van Apeldoorn, Gilyén, Gribling, and de Wolf~(\textit{Quantum}, 2020). Coupled with the upper bounds in these papers, the query complexity of high-accuracy convex optimization is characterized tightly up to logarithmic factors. The proof is built around a lower bound for determinant computation that is derived via a novel polynomial method based on Fourier-rank. In the continuous matrix phase-query model, computing the determinant of a real $n\times n$ matrix requires at least $n/2$ matrix-vector product queries. The construction also yields an $Ω(n)$ phase-query lower bound for estimating the minimum eigenvalue of a real symmetric $n\times n$ matrix to additive accuracy $Θ(n^{-2})$. These results extend the determinant and minimum-eigenvalue lower bounds of Childs, Hung, and Li~(ICALP 2021) from finite fields to the real-valued setting. Based on the same constructions, we also prove a near-optimal gradient-query lower bound for constant-accuracy optimization of smooth and strongly convex functions.

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Quantum Speedups for Sampling and Non-convex Optimization with Stochastic Oracles

We present quantum speedups for sampling from distributions of the form $π\propto e^{-f}$ on $\mathbb{R}^d$. We consider two stochastic oracle models: a stochastic gradient oracle, where $f=\frac{1}{n}\sum_{i=1}^n f_i $ and component gradients $\{\nabla f_i\}_{i \in [n]}$ are available, and a stochastic evaluation oracle, where only noisy values of $f$ are available. Our framework accelerates classical stochastic Langevin Monte Carlo (LMC) and Hamiltonian Monte Carlo (HMC) algorithms by replacing stochastic gradient estimators with variance-controlled quantum mean estimation and gradient estimation subroutines. Unlike quantum walk based approaches, our algorithms do not require reversibility or exact gradients, and they preserve the structure of the underlying Markov chain. In the finite-sum setting, quantum mean estimation combined with classical variance-reduction techniques improves the stochastic gradient-query complexity for the approximate sampling task. In the stochastic zeroth-order setting, we develop gradient estimators robust to noisy function evaluations, yielding improved evaluation complexity for LMC and HMC. These results apply to strongly log-concave and/or non-log-concave distributions satisfying a log-Sobolev inequality, with convergence guarantees in Wasserstein distance and Kullback--Leibler divergence. We also show that faster sampling methods lead to quantum speedups for optimization, including for non-smooth and approximately convex objectives.

quant-ph