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arXiv:2001.02069 · IEEE Transactions on Quantum Engineering

Multiblock ADMM Heuristics for Mixed-Binary Optimization on Classical and Quantum Computers

Claudio Gambella, Andrea Simonetto

Published Jan 1, 2020• 60 citations
arXivHTMLPDF

Abstract

Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved using, for example, the variational quantum eigensolver (VQE) and the quantum approximate optimization algorithm (QAOA). In this article, we present a decomposition-based approach to extend the applicability of current approaches to “quadratic plus convex” mixed binary optimization (MBO) problems, so as to solve a broad class of real-world optimization problems. In the MBO framework, we show that the alternating direction method of multipliers (ADMM) can split the MBO into a binary unconstrained problem (that can be solved with quantum algorithms), and continuous constrained convex subproblems (that can be solved cheaply with classical optimization solvers). The validity of the approach is then showcased by numerical results obtained on several optimization problems via simulations with VQE and QAOA on the quantum circuits implemented in Qiskit, an open-source quantum computing software development framework.

DOI
10.1109/tqe.2020.3033139

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Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved using, for example, the variational quantum eigensolver (VQE) and the quantum approximate optimization algorithm (QAOA). In this article, we present a decomposition-based approach to extend the applicability of current approaches to “quadratic plus convex” mixed binary optimization (MBO) problems, so as to solve a broad class of real-world optimization problems. In the MBO framework, we show that the alternating direction method of multipliers (ADMM) can split the MBO into a binary unconstrained problem (that can be solved with quantum algorithms), and continuous constrained convex subproblems (that can be solved cheaply with classical optimization solvers). The validity of the approach is then showcased by numerical results obtained on several optimization problems via simulations with VQE and QAOA on the quantum circuits implemented in Qiskit, an open-source quantum computing software development framework.
This paper reviews a hybrid quantum-classical distributed algorithm for NP-hard combinatorial optimization problems, which is embedded in IBM Qiskit's Alternating Direction Method of Multipliers (ADMM) optimizer. We demonstrate a proof of concept for solving Mixed-Integer Convex Programs (MICP) in power system applications using a use case on power distribution network reconfiguration in IBM quantum computers. Using the Qiskit ADMM optimizer, the MICP is decomposed into two subproblems: a quadratic unconstrained binary optimization (QUBO) solved by quantum algorithms and a convex one solved by classical solvers. Our essential contribution is integrating the Quantum Random Access Optimization (QRAO) into the quantum-classical distributed framework and the existing Quantum Approximate Optimization Algorithm (QAOA) implemented in the Qiskit ADMM Optimizer. QRAO utilizes Quantum Random Access Codes (QRACs) to minimize qubit requirements and utilizes quantum state rounding for solution extraction. We examine the impact of noise on solutions derived from QRAO and compare them with results from QAOA using a use case on network reconfiguration in response to faults in the power distribution system.
Analytical and practical evidence indicates the advantage of quantum computing solutions over classical alternatives. Quantum-based heuristics relying on the variational quantum eigensolver (VQE) and the quantum approximate optimization algorithm (QAOA) have been shown numerically to generate high-quality solutions to hard combinatorial problems, yet incorporating constraints to such problems has been elusive. To this end, this work puts forth a quantum heuristic to cope with stochastic binary quadratically constrained quadratic programs (QCQP). Identifying the strength of quantum circuits to efficiently generate samples from probability distributions that are otherwise hard to sample from, the variational quantum circuit is trained to generate binaryvalued vectors to approximately solve the aforesaid stochastic program. The method builds upon dual decomposition and entails solving a sequence of judiciously modified standard VQE tasks. Tests on several synthetic problem instances using a quantum simulator corroborate the near-optimality and feasibility of the method, and its potential to generate feasible solutions for the deterministic QCQP too.
Widely used quantum optimization algorithms such as quantum annealing and quantum approximate optimization algorithm (QAOA) for quadratically unconstrained binary optimization (QUBO) problems cannot systematically and efficiently handle constraints and mixed discrete and continuous decision variables. To address this, we present a novel hybrid classicalquantum approach which combines classical alternating direction method of multipliers (ADMM) with QAOA. Compared to conventional penalty-based method, this approach avoids quantization of continuous variables, eliminates the need for additional qubits to capture constraints on a quantum device and leads to reduced QAOA circuit depth suitable for near term implementation. We illustrate the efficacy of our approach on several constrained mixed integer optimization problems.
The advent of quantum computing can potentially revolutionize how complex problems are solved. This paper proposes a two-loop quantum-classical solution algorithm for generation scheduling by infusing quantum computing, machine learning, and distributed optimization. The aim is to facilitate employing noisy near-term quantum machines with a limited number of qubits to solve practical power system optimization problems such as generation scheduling. The outer loop is a 3-block quantum alternative direction method of multipliers (QADMM) algorithm that decomposes the generation scheduling problem into three subproblems, including one quadratically unconstrained binary optimization (QUBO) and two non-QUBOs. The inner loop is a trainable quantum approximate optimization algorithm (T-QAOA) for solving QUBO on a quantum computer. The proposed T-QAOA translates interactions of quantum-classical machines as sequential information and uses a recurrent neural network to estimate variational parameters of the quantum circuit with a proper sampling technique. T-QAOA determines the QUBO solution in a few quantum-learner iterations instead of hundreds of iterations needed for a quantum-classical solver. The outer 3-block ADMM coordinates QUBO and non-QUBO solutions to obtain the solution to the original problem. The conditions under which the proposed QADMM is guaranteed to converge are discussed. Two mathematical and three generation scheduling cases are studied. Analyses performed on quantum simulators and classical computers show the effectiveness of the proposed algorithm. The advantages of T-QAOA are discussed and numerically compared with QAOA which uses a stochastic gradient descent-based optimizer.
This paper presents a distributed quantum approximate optimization algorithm (DQAOA)-enabled three-block alternating direction method of multipliers (ADMM) framework for unit commitment (UC). The relaxed commitment and dispatch variables are solved in a continuous quadratic programming block, while the binary commitment block is formulated as a quadratic unconstrained binary optimization (QUBO) problem. The DQAOA interface allows this QUBO to be solved using brute-force enumeration, monolithic QAOA, or distributed QAOA, while the remaining ADMM updates are kept unchanged. In the distributed mode, the logical commitment qubits are allocated across multiple capacity-constrained quantum processing units (QPU), avoiding the requirement that the complete binary problem fits on a single device. The framework is evaluated on a five-unit UC instance containing 15 binary variables. All three solver modes reduce the ADMM primal residual below a certain tolerance and recover the same commitment schedule, dispatch, and operating cost. The results demonstrate solution consistency across the three solver modes and the multi-QPU capacity accommodation provided by the distributed QAOA method.
The Quantum Approximate Optimization Algorithm (QAOA) is a promising variational quantum algorithm introduced to tackle classically intractable combinatorial optimization problems. This tutorial offers a comprehensive, first-principles introduction to QAOA and its properties, focusing on its application to Quadratic and Polynomial Unconstrained Binary Optimization (QUBO and PUBO) problems. The tutorial begins by outlining variational quantum circuits and QUBO problems, focusing on their key properties and the encoding of problem constraints through quadratic penalty terms. Next, it explores the QAOA in detail, covering its Hamiltonian formulation, gate decomposition, and example applications, along with their implementation and performance results. This is followed by an analysis of the algorithm's energy landscape, where proofs are provided for its symmetry and periodicity, and where a resulting parameter space reduction is proposed. Finally, the tutorial extends these concepts to PUBO problems by generalizing the results to higher-order Hamiltonians and discussing the associated symmetries and circuit construction.