This paper introduces two techniques that make the standard Quantum Approximate Optimization Algorithm (QAOA) more suitable for constrained optimization problems. The first technique describes how to use the outcome of a prior greedy classical algorithm to define an initial quantum state and mixing operation to adjust the quantum optimization algorithm to explore the possible answers around this initial greedy solution. The second technique is used to nudge the quantum exploration to avoid the local minima around the greedy solutions. To analyze the benefits of these two techniques we run the quantum algorithm on known hard instances of the Knapsack Problem using unit depth quantum circuits. The results show that the adjusted quantum optimization heuristics typically perform better than various classical heuristics.
This paper introduces two techniques that make the standard Quantum Approximate Optimization Algorithm (QAOA) more suitable for constrained optimization problems. The first technique describes how to use the outcome of a prior greedy classical algorithm to define an initial quantum state and mixing operation to adjust the quantum optimization algorithm to explore the possible answers around this initial greedy solution. The second technique is used to nudge the quantum exploration to avoid the local minima around the greedy solutions. To analyze the benefits of these two techniques we run the quantum algorithm on known hard instances of the Knapsack Problem using unit depth quantum circuits. The results show that the adjusted quantum optimization heuristics typically perform better than various classical heuristics.
Constrained combinatorial optimization problems are challenging for quantum computing, particularly at utility-relevant scales and on near-term hardware. At the same time, these problems are of practical significance in industry; for example, the Unit Commitment (UC) problem in energy systems involves complex operational constraints. To address this challenge, we apply copula-QAOA (cop-QAOA), a hardware-efficient approach for constrained optimization to a single-period UC that can be reduced to a one-dimensional knapsack. Cop-QAOA biases the quantum state toward feasible solutions using constant-depth mixers and appropriately biased initial states. We implement our benchmark on problem instances that are confirmed to be hard for classical solvers such as Gurobi. Our results show that cop-QAOA often finds solutions better than a lazy greedy baseline and very close to, and in some instances surpasses, those obtained by Gurobi, with only a few QAOA rounds. This work presents the largest successful demonstration of the knapsack problem on IBM Quantum hardware using up to 150 qubits, and more generally, the largest demonstration of constrained combinatorial optimization where constraints are enforced via shallow mixers.
Portfolio optimization is a primary component of the decision-making process in finance, aiming to tactfully allocate assets to achieve optimal returns while considering various constraints. Herein, we proposed a method that uses the knapsack-based portfolio optimization problem and incorporates the quantum computing capabilities of the quantum walk mixer with the quantum approximate optimization algorithm (QAOA) to address the challenges presented by the NP-hard problem. Additionally, we present the sequential procedure of our suggested approach and demonstrate empirical proof to illustrate the effectiveness of the proposed method in finding the optimal asset allocations across various constraints and asset choices. Moreover, we discuss the effectiveness of the QAOA components in relation to our proposed method. Consequently, our study successfully achieves the approximate ratio of the portfolio optimization technique using a circuit layer ofp⩾3, compared to the classical best-known solution of the knapsack problem. Our proposed methods potentially contribute to the growing field of quantum finance by offering insights into the potential benefits of employing quantum algorithms for complex optimization tasks in financial portfolio management.
This paper introduces a novel approach to the Quantum Approximate Optimization Algorithm (QAOA), specifically tailored to the knapsack problem. We combine the recently proposed quantum tree generator as an efficient state preparation circuit for all feasible solutions to the knapsack problem with the framework of Grover-mixer QAOA to form the first representative of Amplitude Amplification-mixer QAOA (AAMQAOA). On hard benchmark sets with up to 20 knapsack items, we demonstrate our method's improved performance over the current state-of-the-art Copula-QAOA. However, for larger instance sizes, both approaches fail to deliver better outcomes than greedily packing items in descending value-to-weight ratio, at least for the considered circuit depths. For sufficiently high circuit depths, however, we can prove that AAM-QAOA will eventually be able to sample the optimal solution.
Abstract Solving combinatorial optimization problems represents a challenge for researchers, especially hard NP-complete problems that are commonly handled through heuristic methods providing approximate solutions. The emergence of quantum computing, which enables performing parallel computation, raises hope for solving such problems within a reasonable time frame. This paper proposes a quantum global optimization algorithm for solving combinatorial optimization problems with improved performance and runtime approaching Grover’s optimal time of quantum search. The algorithm determines the global optimum of the objective function defining the addressed problem using an enhanced application of Grover’s search by simultaneously exploring all comparison cases of possible solutions without requiring iterative operations, unlike previous approaches, which affect performance and runtime. The paper also introduces a version of the proposed algorithm for solving the knapsack problem, along with its execution results and a comparison with other competing algorithms.
Combinatorial optimization problems play a central role in computer science and real-world decision-making, as they aim to find the optimal solution from a large set of possibilities. Among these, the Knapsack Problem is a fundamental example with many practical applications. The Quantum Approximate Optimization Algorithm (QAOA) is a quantum-classical hybrid approach designed to address such problems. However, existing simulation approaches for QAOA applied to the Knapsack Problem do not scale well because they fail to exploit the problem's structural properties. To overcome these limitations, this study exploits the entangling characteristics of circuits in the Knapsack Problem and develops an optimized solver tailored to this setting. The key technical contributions include an entanglement-free circuit simulation method that reduces complexity from exponential to linear for non-entangling circuits, enabling 24,000x speedups for QAOA ansatz circuit simulations, and a two-phase parameter selection strategy that enhances the efficiency of finding optimal Knapsack solutions. Our solver extends the scalability of QAOA simulations from the previous limit of approximately 10 qubits to 100 qubits within a system memory of 256 GB. It achieves performance gains of over 100,000x for solving Knapsack Problems while maintaining high solution quality.
Combinatorial Optimization problems play an important role in various domains such as logis- tics, life science or the financial sector. As their complexity in general grows exponentially with their problem size, finding the optimal solution classically becomes infeasible very fast. This raises the central question of whether quantum computers are in principle suitable for solving combinatorial optimization problems better and faster than classical computers. In order to find answers to that question, one needs to study quantum algorithms designed for those problems under ideal conditions (i.e., simulations, which are however limited due to exponential scaling) to investigate their potential, but one also needs real quantum hardware to test its viability and evaluate whether practical advantages are reasonable. In this regard, we consider variational quantum algorithms, especially the Quantum Approximate Optimization Algorithm (QAOA) consisting of a problem and a mixer Hamiltonian with freely selectable parameters, originally proposed as variational hybrid ansatz with classical optimization. This algorithm structure of- fers flexible and relatively shallow circuits, which makes it suitable for current NISQ hardware. However, optimizing the variational circuit parameters can be an NP-hard problem at worst. In this thesis, we study different versions of QAOA, especially with a focus on limitations, perfor- mance and potential advantages opposite classical methods. The first part of the thesis concerns the investigation of various aspects regarding the imple- mentation of the variational QAOA protocol such as: the incorporation of a problem constraint either by adding a suitable penalty term of by choosing a suitable mixer (that restricts the search space), the scaling of the problem Hamiltonian in comparison to the mixer Hamiltonian, the choice of the initial values for the classical optimization of the circuit parameters, and finally the choice of the function to be minimized (i.e., CVaR vs. expectation value). We apply this proto- col to both the portfolio optimization and the feature selection and evaluate the performance. In order to improve QAOA, we consider the warm-start QAOA for different problem instances and analyze its improved performance with regard to involved quantum effects. For this purpose, we propose a classical pre-processing method and demonstrate that the warm-start results can be reproduced or even exceeded by this method. The second part addresses the issue that the standard variational form requires a high number of circuit parameters that have to be optimized at a sufficiently large depth, which is a major limitationforachievingpotentialscalingadvantagescomparedtoclassicalmethods. Toovercome this limitation, we investigate and further develop fixed schedules for QAOA, which only rely on two free parameters. We start with introducing the continuous adiabatic theorem as it motivates the form of QAOA and show its limitations, which we address by applying a discrete version of the theorem. With our findings, a new version of QAOA based on linear-ramps (LR-QAOA) is introduced and further developed. In order to derive suitable parameter values for this schedule, we propose a method based on extrapolation from smaller towards larger problem sizes. With our results obtained on a noiseless emulator, we evaluate the quantum runtime scaling and discuss whether a scaling advantage can be achieved compared to classical methods.