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arXiv:2207.13630 · SIAM Journal on Optimization

A Copositive Framework for Analysis of Hybrid Ising-Classical Algorithms

Robin Brown, David E. Bernal, Davide Venturelli, Marco Pavone

Published Apr 15, 2024• 4 citations
arXivHTMLPDF

Abstract

Abstract. Recent years have seen significant advances in quantum/quantum-inspired technologies capable of approximately searching for the ground state of Ising spin Hamiltonians. The promise of leveraging such technologies to accelerate the solution of difficult optimization problems has spurred an increased interest in exploring methods to integrate Ising problems as part of their solution process, with existing approaches ranging from direct transcription to hybrid quantum-classical approaches rooted in existing optimization algorithms. While it is widely acknowledged that quantum computers should augment classical computers, rather than replace them entirely, comparatively little attention has been directed toward deriving analytical characterizations of their interactions. In this paper, we present a formal analysis of hybrid algorithms in the context of solving mixed-binary quadratic programs (MBQP) via Ising solvers. By leveraging an existing completely positive reformulation of MBQPs, as well as a new strong-duality result, we show the exactness of the dual problem over the cone of copositive matrices, thus allowing the resulting reformulation to inherit the straightforward analysis of convex optimization. We propose to solve this reformulation with a hybrid quantum-classical cutting-plane algorithm. Using existing complexity results for convex cutting-plane algorithms, we deduce that the classical portion of this hybrid framework is guaranteed to be polynomial time. This suggests that when applied to NP-hard problems, the complexity of the solution is shifted onto the subroutine handled by the Ising solver.

DOI
10.1137/22m1514581

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Abstract. Recent years have seen significant advances in quantum/quantum-inspired technologies capable of approximately searching for the ground state of Ising spin Hamiltonians. The promise of leveraging such technologies to accelerate the solution of difficult optimization problems has spurred an increased interest in exploring methods to integrate Ising problems as part of their solution process, with existing approaches ranging from direct transcription to hybrid quantum-classical approaches rooted in existing optimization algorithms. While it is widely acknowledged that quantum computers should augment classical computers, rather than replace them entirely, comparatively little attention has been directed toward deriving analytical characterizations of their interactions. In this paper, we present a formal analysis of hybrid algorithms in the context of solving mixed-binary quadratic programs (MBQP) via Ising solvers. By leveraging an existing completely positive reformulation of MBQPs, as well as a new strong-duality result, we show the exactness of the dual problem over the cone of copositive matrices, thus allowing the resulting reformulation to inherit the straightforward analysis of convex optimization. We propose to solve this reformulation with a hybrid quantum-classical cutting-plane algorithm. Using existing complexity results for convex cutting-plane algorithms, we deduce that the classical portion of this hybrid framework is guaranteed to be polynomial time. This suggests that when applied to NP-hard problems, the complexity of the solution is shifted onto the subroutine handled by the Ising solver.
Quantum and physics-inspired solvers provide specialized sampling interfaces for Ising and quadratic unconstrained binary optimization models, but constrained optimization requires broader coordination and certification. This survey uses classical decomposition to analyze how such solvers can be integrated into hybrid quantum-classical algorithms. We distinguish formal decomposition, reformulation and reduction, and computational orchestration. For each interface, we ask what the transformation preserves, which assumptions make the outer method converge, and which certificates the implemented inner routine supplies. The central questions are whether that information meets the classical algorithm's requirements and whether hybridization improves solution quality or total cost enough to justify its coordination overhead. Benders decomposition, column generation, graph reduction, and copositive methods illustrate this distinction by separating heuristic proposals from classical certification. We also distinguish component effects within a fixed wrapper, reduction--solver interactions, and comparisons between complete quantum-enabled and classical systems. The analyzed studies provide conditional component benefits and favorable co-design evidence, but do not establish transferable end-to-end superiority over strong classical comparators. The resulting framework identifies opportunities for constraint programming and operations research in structure-preserving design, safeguarded hybrid algorithms, and controlled benchmarking.
Quantum algorithms have shown promise in solving Quadratic Unconstrained Binary Optimization (QUBO) problems, benefiting from their connection to the transverse field Ising model.Various Ising solvers, both classical and quantum, have emerged to tackle such problems efficiently but lack global optimality guarantees and oftentimes sufer from hardware limitations such as limited qubit availability.In this work, we propose a hybrid branch-andbound (B&B) framework that integrates Ising solvers as heuristics within a classical B&B algorithm.Unlike prior theoretical studies, our work presents a practical implementation, available as open-source at GitHub.We explore when and where to apply Ising solvers in the search tree, and introduce a custom branching rule optimized QUBO embedding.Our method is evaluated on hundreds of QUBO instances from QUBOLib.jl using Gurobi and the D-Wave quantum annealer.Our Results show up to 11% less solution time and 17% fewer nodes compared to default Gurobi, an off-the-shelf commercial optimization solver.These findings demonstrate the value of hybrid quantum-classical strategies for enhancing exact optimization.
Abstract We propose a new approach to utilize quantum computers for binary linear programming (BLP), which can be extended to general integer linear programs (ILP). Quantum optimization algorithms, hybrid or quantum-only, are currently general purpose, standalone solvers for ILP. However, to consider them practically useful, we expect them to overperform the current state of the art classical solvers. That expectation is unfair to quantum algorithms: in classical ILP solvers, after many decades of evolution, many different algorithms work together as a robust machine to get the best result. This is the approach we would like to follow now with our quantum ‘solver’ solutions. In this study we wrap any suitable quantum optimization algorithm into a quantum informed classical constraint generation framework. First we relax our problem by dropping all constraints and encode it into an Ising Hamiltonian for the quantum optimization subroutine. Then, by sampling from the solution state of the subroutine, we obtain information about constraint violations in the initial problem, from which we decide which coupling terms we need to introduce to the Hamiltonian. The coupling terms correspond to the constraints of the initial binary linear program. Then we optimize over the new Hamiltonian again, until we reach a feasible solution, or other stopping conditions hold. Since one can decide how many constraints they add to the Hamiltonian in a single step, our algorithm is at least as efficient as the (hybrid) quantum optimization algorithm it wraps. We support our claim with results on small scale minimum cost exact cover problem instances.
Mixed-integer linear programs (MILPs) are fundamental to power system operations but are challenging to solve due to their NP-hard nature. Quantum annealing, which seeks to find the ground state of an Ising model–a minimization of a quadratic binary function–offers potential speedups for solving combinatorial optimization problems. However, converting MILPs into quadratic unconstrained binary optimization (QUBO) problems often requires lots of slack variables, leading to significant qubit overhead and limiting the capability of quantum annealers. In this work, we propose an efficient formulation approach that generates a QUBO representation of a targeted MILP without introducing auxiliary binary variables. Geometrically, our method approximates the value function of the MILP with a quadratic binary function leveraging a simple convex optimization subroutine. We prove the existence of the QUBO representation, which preserves the MILP’s optimal solution and objective value with the same number of binary variables. The proposed approach is validated on several instances of the security-constrained unit commitment (SCUC) problem, with test cases featuring up to 288 binary variables, demonstrating its efficacy in reducing qubit overhead for quantum-classical hybrid Benders decomposition frameworks.
In recent years, there has been a surge of interest in studying different ways to reformulate nonconvex optimization problems, especially those that involve binary variables. This interest surge is due to advancements in computing technologies, such as quantum and Ising devices, as well as improvements in quantum and classical optimization solvers that take advantage of particular formulations of nonconvex problems to tackle their solutions. Our research characterizes the equivalence between equality-constrained nonconvex optimization problems and their Lagrangian relaxation, enabling the aforementioned new technologies to solve these problems. In addition to filling a crucial gap in the literature, our results are readily applicable to many important situations in practice. To obtain these results, we bridge between specific optimization problem characteristics and broader, classical results on Lagrangian duality for general nonconvex problems. Further, our approach takes a comprehensive approach to the question of equivalence between problem formulations. We consider this question not only from the perspective of the problem's objective but also from the viewpoint of its solution. This perspective, often overlooked in existing literature, is particularly relevant for problems featuring continuous and binary variables.
To date, research in quantum computation promises potential for outperforming classical heuristics in combinatorial optimization. However, when aiming at provable optimality, one has to rely on classical exact methods like integer programming. State-of-the-art integer programming algorithms can compute strong relaxation bounds even for hard instances, but may have to enumerate a large number of subproblems for determining an optimum solution. If the potential of quantum computing is realized, it can be expected that in particular finding high-quality solutions for hard problems can be done fast. Still, near-future quantum hardware considerably limits the size of treatable problems. In this work, we go one step into integrating the potentials of quantum and classical techniques for combinatorial optimization. We propose a hybrid heuristic for the weighted maximum-cut problem and for quadratic unconstrained binary optimization. The heuristic employs a linear programming relaxation, rendering it well-suited for integration into exact branch-and-cut algorithms. For large instances, we reduce the problem size according to a linear relaxation such that the reduced problem can be handled by quantum machines of limited size. Moreover, we improve the applicability of depth-1 QAOA, a parameterized quantum algorithm, by deriving a parameter estimate for arbitrary instances. We present numerous computational results from real quantum hardware.