Quantum-inspired classical sublinear-time algorithm for solving low-rank semidefinite programming via sampling approaches
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Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. Recently, quantum algorithms with superpolynomial speedups for solving SDPs have been proposed assuming access to its constraint matrices in quantum superposition. Mutually inspired by both classical and quantum SDP solvers, in this paper we present a sublinear classical algorithm for solving low-rank SDPs which is asymptotically as good as existing quantum algorithms. Specifically, given an SDP with m constraint matrices, each of dimension n and rank poly( n), our algorithm gives a succinct description and any entry of the solution matrix in time O(m·poly( n,1/ε)) given access to a sample-based low-overhead data structure of 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 both the SDP solvers based on the matrix multiplicative weight (MMW) framework and the recent studies of quantum-inspired machine learning algorithms. The cost of solving SDPs by MMW mainly comes from the exponentiation of Hermitian matrices, and we propose two new technical ingredients (compared to previous sample-based algorithms) for this task that may be of independent interest: ∙ Weighted sampling: assuming sampling access to each individual constraint matrix A_1,...,A_τ, we propose a procedure that gives a good approximation of A=A_1+...+A_τ. ∙ Symmetric approximation: we propose a sampling procedure that gives low-rank spectral decomposition of a Hermitian matrix A. This improves upon previous sampling procedures that only give low-rank singular value decompositions, losing the signs of eigenvalues.
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