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.
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.
Variational quantum approaches have shown great promise in finding near-optimal solutions to computationally challenging tasks, including solving optimization problems. Nonetheless, optimization problems with constraints may not have been handled in a disciplined fashion thus far. To address this gap, this work proposes a hybrid quantum-classical algorithmic paradigm termed the variational quantum eigensolver with constraints (VQEC) that extends the celebrated VQE to handle optimization with constraints. As with the standard VQE, the vector of optimization variables is captured by the state of a variational quantum circuit (VQC). To deal with constraints, VQEC optimizes a Lagrangian function classically over both the VQC parameters as well as the dual variables associated with constraints. To comply with the quantum setup, variables are updated via a perturbed primal-dual method leveraging the parameter shift rule. Among a wide gamut of potential applications, we showcase how VQEC can approximately solve quadratically constrained binary optimization problems, find stochastic binary policies satisfying quadratic constraints on the average and in probability, and solve large-scale linear programs over the probability simplex. Under an assumption on the error for the VQC to approximate an arbitrary probability mass function, we provide bounds on the optimality gap attained by a VQC. Numerical tests on a quantum simulator investigate the effect of various parameters and corroborate that VQEC can generate high-quality solutions.
Variational quantum approaches have shown great promise in finding near-optimal solutions to computationally challenging tasks. Nonetheless, enforcing constraints in a disciplined fashion has been largely unexplored. To address this gap, this work proposes a hybrid quantum-classical algorithmic paradigm termed VQEC that extends the celebrated VQE to handle optimization with constraints. As with the standard VQE, the vector of optimization variables is captured by the state of a variational quantum circuit (VQC). To deal with constraints, VQEC optimizes a Lagrangian function classically over both the VQC parameters as well as the dual variables associated with constraints. To comply with the quantum setup, variables are updated via a perturbed primal-dual method leveraging the parameter shift rule. Among a wide gamut of potential applications, we showcase how VQEC can approximately solve quadratically-constrained binary optimization (QCBO) problems, find stochastic binary policies satisfying quadratic constraints on the average and in probability, and solve large-scale linear programs (LP) over the probability simplex. Under an assumption on the error for the VQC to approximate an arbitrary probability mass function (PMF), we provide bounds on the optimality gap attained by a VQC. Numerical tests on a quantum simulator investigate the effect of various parameters and corroborate that VQEC can generate high-quality solutions.
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.
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.
In finance, portfolio optimization aims at finding optimal investments maximizing a trade-off between return and risks, given some constraints. Classical formulations of this quadratic optimization problem have exact or heuristic solutions, but the complexity scales up as the market dimension increases. Recently, researchers are evaluating the possibility of facing the complexity scaling issue by employing quantum computing. In this paper, the problem is solved using the Variational Quantum Eigensolver (VQE), which in principle is very efficient. The main outcome of this work consists of the definition of the best hyperparameters to set, in order to perform Portfolio Optimization by VQE on real quantum computers. In particular, a quite general formulation of the constrained quadratic problem is considered, which is translated into Quadratic Unconstrained Binary Optimization by the binary encoding of variables and by including constraints in the objective function. This is converted into a set of quantum operators (Ising Hamiltonian), whose minimum eigenvalue is found by VQE and corresponds to the optimal solution. In this work, different hyperparameters of the procedure are analyzed, including different ansatzes and optimization methods by means of experiments on both simulators and real quantum computers. Experiments show that there is a strong dependence of solutions quality on the sufficiently sized quantum computer and correct hyperparameters, and with the best choices, the quantum algorithm run on real quantum devices reaches solutions very close to the exact one, with a strong convergence rate towards the classical solution, even without error-mitigation techniques. Moreover, results obtained on different real quantum devices, for a small-sized example, show the relation between the quality of the solution and the dimension of the quantum processor. Evidences allow concluding which are the best ways to solve real Portfolio Optimization problems by VQE on quantum devices, and confirm the possibility to solve them with higher efficiency, with respect to existing methods, as soon as the size of quantum hardware will be sufficiently high.
The main object of study of this work is the Quantum Approximate Optimization Algorithm (QAOA) —the best-known heuristic quantum algorithm for addressing combinatorial optimization problems. Despite its popularity, QAOA poses major challenges. Namely, its performance remains poorly understood, especially in the low depth regime most relevant to near-term quantum computing. Besides, the algorithm is of variational nature, relying on several hyperparameters to be classically trained. In this work, we contribute to addressing these issues by developing techniques to understand the performance of QAOA at low depth, and deducing from these pretrained hyperparameters, thereby eliminating or considerably reducing the need for a classical optimization loop. We first consider applying QAOA to constraint satisfaction problems with the goal of maximizing the algorithm’s approximation ratio (fraction of satisfied constraints). As a particular example, we consider QAOA applied to MAXCUT on non-regular graphs, showing how analytic techniques provide good guess hyperparameters in this setting. Next, we analyze the performance of QAOA on a well-studied constraint satisfaction problem: random k-SAT. In this case, the performance is measured by the probability of finding an assignment satisfying all constraints (“success probability”). To estimate this quantity, we develop new techniques, mapping quantum expectation values of the QAOA circuits to classical spin models. We further show how these techniques can be generalized to a larger family of random constraint satisfaction problems. We conclude the work by two feasibility studies inspired by real-world use cases encountered in collaborations with industrial partners: peptide sampling, and solving flow problems. These problems are naturally phrased by encoding combinatorial variables in qudits, a relatively unexplored setting in the existing literature. We present partial analytic and numerical results for optimal QAOA hyperparameters and the scaling of its success probability in this framework, underlining potential specific difficulties when using QAOA with qudits.