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arXiv:2008.09505

Finding the optimal Nash equilibrium in a discrete Rosenthal congestion game using the Quantum Alternating Operator Ansatz

Mark J. Hodson, Brendan Ruck, Hugh Ong, Stefan Dulman, David Garvin

Published Aug 20, 2020• 0 citations
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Abstract

This paper establishes the tractability of finding the optimal Nash equilibrium, as well as the optimal social solution, to a discrete congestion game using a gate-model quantum computer. The game is of the type originally posited by Rosenthal in the 1970's. To find the optimal Nash equilibrium, we formulate an optimization problem encoding based on potential functions and path selection constraints, and solve it using the Quantum Alternating Operator Ansatz. We compare this formulation to its predecessor, the Quantum Approximate Optimization Algorithm. We implement our solution on an idealized simulator of a gate-model quantum computer, and demonstrate tractability on a small two-player game. This work provides the basis for future endeavors to apply quantum approximate optimization to quantum machine learning problems, such as the efficient training of generative adversarial networks using potential functions.

DOI
10.48550/arxiv.2008.09505

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This paper establishes the tractability of finding the optimal Nash equilibrium, as well as the optimal social solution, to a discrete congestion game using a gate-model quantum computer. The game is of the type originally posited by Rosenthal in the 1970's. To find the optimal Nash equilibrium, we formulate an optimization problem encoding based on potential functions and path selection constraints, and solve it using the Quantum Alternating Operator Ansatz. We compare this formulation to its predecessor, the Quantum Approximate Optimization Algorithm. We implement our solution on an idealized simulator of a gate-model quantum computer, and demonstrate tractability on a small two-player game. This work provides the basis for future endeavors to apply quantum approximate optimization to quantum machine learning problems, such as the efficient training of generative adversarial networks using potential functions.
Abstract Adiabatic quantum computing is implemented on specialized hardware using the heuristics of the quantum annealing algorithm. To solve a problem using quantum annealing,the problem requires the formatting as a discrete quadratic function without constraints. The problem of finding Nash equilibrium in two-player, non-cooperativegames is a two-fold quadratic optimization problem with constraints. This problem was formatted as a single, constrained quadratic optimization in 1964 by Mangasarianand Stone. Here, we show that adding penalty terms to the quadratic function formulation of Nash equilibrium gives a quadratic unconstrained binary optimization(QUBO) formulation of this problem that can be executed on quantum annealers. Three examples are discussed to highlight the success of the formulation, and an overall,time-to-solution (hardware + software processing) speed up by seven to ten times is reported on quantum annealers developed by D-Wave System.
Nash equilibrium (NE) computation is a fundamental problem in game theory, with numerous applications in economics, control theory, computer science, and engineering. However, finding an NE remains computationally challenging, even in two-player normal-form games. In this work, we leverage quantum computing (QC) to develop an efficient quantum annealing-based algorithm for computing NEs in two-player non-cooperative games. Our approach exploits quantum parallelism to enhance computational efficiency. We first formulate the NE computation as a non-convex quadratic problem, which is then transformed into a quadratic unconstrained binary optimization (QUBO) problem through the use of penalization techniques. This reformulation is amenable to quantum annealing solvers. However, due to the probabilistic nature of quantum annealing, the solver typically returns a distribution of candidate solutions, which may not directly correspond to valid NEs. To address this, we propose a novel QA-assisted algorithm that incorporates a post-quantum processing step to refine, verify, and select approximate NEs from the sampled solutions. The effectiveness of the proposed algorithm is demonstrated through experimental validation, highlighting the potential of QC in solving complex equilibrium computation problems.
Abstract Quantum optimization for routing must be evaluated against both feasibility and strategic incentives. We study a finite atomic congestion game in which four vehicles choose among three parallel roads with affine, increasing latencies. The experiment enumerates all 81 assignments in each of eight seeded synthetic instances, computes pure Nash equilibria and tests by linear programming whether any social-optimal correlated equilibrium exists. We compare a 12-qubit, depth-one one-hot penalty-QAOA statevector ansatz, a depth-one continuous-time quantumwalk (CTQW) ansatz represented directly on the 81 feasible profiles, and classical local search under the same maximum of 40 objective calls per start. Across 24 starts per method, local search reached the exact optimum in all starts. The mean relative gap was 23.22% (SD 11.21 percentage points) for QAOA’s expected cost conditioned on feasible outcomes and 8.34% (SD 3.42 points) for the feasible-profile CTQW expected cost. QAOA assigned an average 17.05% of its final ideal-state probability mass to feasible assignments; feasibility was 100% for CTQW by construction. An optimal correlated equilibrium existed in five of the eight games. These are descriptive results for a very small, noiseless statevector benchmark. The CTQW calculation uses classical dense diagonalization, the representations are not resource-matched, and no hardware advantage or quantum speedup is established.
Because of the sustained growth of information and mobile users transmitting a great amount of data packets, modern network performances are being seriously affected by congestion problems. In fact, congestion management is a challenging task that can be roughly summarized as a trade off between transmission latency and cost. In order to contribute to solve the congestion problem on communication networks, a novel framework based on a quantum game model is proposed, where network packets compete selfishly for their fastest route. Simulations show that final network routing and traveling times achieved with the quantum version outperform those obtained with a classical game model with the same options for packet transmission for both. Pareto optimality and Nash equilibrium are studied as well as the influence of simulated and real noise in the quantum protocol. This leads to the opportunity of developing full-stack protocols that may be capable of taking advantage of the quantum properties for optimizing communication systems. Due to its generality, this game approach can be applied both in classical complex networks and in future quantum networks in order to maximize the performance of the quantum internet.
This paper investigates the experimental performance of a discrete portfolio optimization problem relevant to the financial services industry on the gate-model of quantum computing. We implement and evaluate a portfolio rebalancing use case on an idealized simulator of a gate-model quantum computer. The characteristics of this exemplar application include trading in discrete lots, non-linear trading costs, and the investment constraint. We design a novel problem encoding and hard constraint mixers for the Quantum Alternating Operator Ansatz, and compare to its predecessor the Quantum Approximate Optimization Algorithm. Experimental analysis demonstrates the potential tractability of this application on Noisy Intermediate-Scale Quantum (NISQ) hardware, identifying portfolios within 5% of the optimal adjusted returns and with the optimal risk for a small eight-stock portfolio.
Nash equilibrium is a solution concept in non-strictly competitive, noncooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, noncooperative game model is presented here for two-qubit quantum computations that allows for the characterization of Nash equilibrium in these computations via the inner product of their state space. Nash equilibrium outcomes are optimal under given constraints and therefore offer a game-theoretic measure of constrained optimization of two-qubit quantum computations.