Variable Metric Random Pursuit

We consider unconstrained randomized optimization of smooth convex objective functions in the gradient-free setting. We analyze Random Pursuit (RP) algorithms with fixed (F-RP) and variable metric (V-RP). The algorithms only use zeroth-order information about the objective function and compute an approximate solution by repeated optimization over randomly chosen one-dimensional subspaces. The distribution of search directions is dictated by the chosen metric. Variable Metric RP uses novel variants of a randomized zeroth-order Hessian approximation scheme recently introduced by Leventhal and Lewis (D. Leventhal and A. S. Lewis., Optimization 60(3), 329--245, 2011). We here present (i) a refined analysis of the expected single step progress of RP algorithms and their global convergence on (strictly) convex functions and (ii) novel convergence bounds for V-RP on strongly convex functions. We also quantify how well the employed metric needs to match the local geometry of the function in order for the RP algorithms to converge with the best possible rate. Our theoretical results are accompanied by numerical experiments, comparing V-RP with the derivative-free schemes CMA-ES, Implicit Filtering, Nelder-Mead, NEWUOA, Pattern-Search and Nesterov's gradient-free algorithms.Comment: 42 pages, 6 figures, 15 tables, submitted to journal, Version 3: majorly revised second part, i.e. Section 5 and Appendi

Quantum Cloning of Binary Coherent States - Optimal Transformations and Practical Limits

The notions of qubits and coherent states correspond to different physical systems and are described by specific formalisms. Qubits are associated with a two-dimensional Hilbert space and can be illustrated on the Bloch sphere. In contrast, the underlying Hilbert space of coherent states is infinite-dimensional and the states are typically represented in phase space. For the particular case of binary coherent state alphabets these otherwise distinct formalisms can equally be applied. We capitalize this formal connection to analyse the properties of optimally cloned binary coherent states. Several practical and near-optimal cloning schemes are discussed and the associated fidelities are compared to the performance of the optimal cloner.Comment: 12 pages, 12 figure