Multiobjective variational quantum optimization for constrained problems: an application to cash handling
Pablo Díez-Valle, Jorge Luis-Hita, Senaida Hernández-Santana, Fernando Martínez-García, Álvaro Díaz-Fernández, Eva Andrés, Juan José García‐Ripoll, Escolástico Sánchez-Martínez, Diego Porras
Abstract Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms (VQAs) have emerged as promising candidates for solving these problems in the noisy intermediate-scale quantum stage. However, the constraints are often complex enough to make their efficient mapping to quantum hardware difficult or even infeasible. An alternative standard approach is to transform the optimization problem to include these constraints as penalty terms, but this method involves additional hyperparameters and does not ensure that the constraints are satisfied due to the existence of local minima. In this paper, we introduce a new method for solving combinatorial optimization problems with challenging constraints using VQAs. We propose the multi-objective variational constrained optimizer (MOVCO) to classically update the variational parameters by a multiobjective optimization performed by a genetic algorithm. This optimization allows the algorithm to progressively sample only states within the in-constraints space, while optimizing the energy of these states. We test our proposal on a real-world problem with great relevance in finance: the cash handling problem. We introduce a novel mathematical formulation for this problem, and compare the performance of MOVCO versus a penalty based optimization. Our empirical results show a significant improvement in terms of the cost of the achieved solutions, but especially in the avoidance of local minima that do not satisfy any of the mandatory constraints.
Abstract Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms (VQAs) have emerged as promising candidates for solving these problems in the noisy intermediate-scale quantum stage. However, the constraints are often complex enough to make their efficient mapping to quantum hardware difficult or even infeasible. An alternative standard approach is to transform the optimization problem to include these constraints as penalty terms, but this method involves additional hyperparameters and does not ensure that the constraints are satisfied due to the existence of local minima. In this paper, we introduce a new method for solving combinatorial optimization problems with challenging constraints using VQAs. We propose the multi-objective variational constrained optimizer (MOVCO) to classically update the variational parameters by a multiobjective optimization performed by a genetic algorithm. This optimization allows the algorithm to progressively sample only states within the in-constraints space, while optimizing the energy of these states. We test our proposal on a real-world problem with great relevance in finance: the cash handling problem. We introduce a novel mathematical formulation for this problem, and compare the performance of MOVCO versus a penalty based optimization. Our empirical results show a significant improvement in terms of the cost of the achieved solutions, but especially in the avoidance of local minima that do not satisfy any of the mandatory constraints.
While variational quantum algorithms (VQAs) have demonstrated considerable success in unconstrained optimization, their application to constrained combinatorial problems face a trade-off. Penalty-based methods, despite their circuit simplicity, suffer from a fundamental limitation: inefficient sampling in vast infeasible regions. This often results in suboptimal solutions that violate constraints and impede convergence to high-quality results. In contrast, ansatz-based approaches enforce solution feasibility by design but require complex, problem-specific circuits that are challenging to implement on current noisy intermediate-scale quantum devices. To overcome these limitations, we introduce an alternative VQA whose core innovation lies in a strategically designed loss function. This function offers a dual advantage. First, it is provably guaranteed that its global minimum corresponds uniquely to the optimal feasible solution, as this is achieved by ensuring universally higher loss values for all infeasible solutions. Second, it furnishes distinct computational pathways for feasible versus infeasible regions, thus creating clear and non competing guidance for the optimizer. As a result of these combined features, the algorithm's overall performance is significantly enhanced. Regarding hardware overhead, our design requires adding only an efficient validation oracle module to the penalty-based circuit, resulting in a circuit complexity significantly lower than that of ansatz-based approaches with their custom mixers. To validate the practical efficiency of our method, we empirically demonstrate its effectiveness by solving minimum vertex cover and maximum independent set problems on random graphs of varying small-scale sizes.
In this study, we propose a new method for constrained combinatorial optimization using variational quantum circuits. Quantum computers are considered to have the potential to solve large combinatorial optimization problems faster than classical computers. Variational quantum algorithms, such as Variational Quantum Eigensolver (VQE), have been studied extensively because they are expected to work on noisy intermediate scale devices. Unfortunately, many optimization problems have constraints, which induces infeasible solutions during VQE process. Recently, several methods for efficiently solving constrained combinatorial optimization problems have been proposed by designing a quantum circuit so as to output only the states that satisfy the constraints. However, the types of available constraints are still limited. Therefore, we have started to develop variational quantum circuits that can handle a wider range of constraints. The proposed method utilizes a forwarding operation that maps from feasible states for subproblems to those for larger subproblems. As long as appropriate forwarding operations can be defined, iteration of this process can inductively construct variational circuits outputting feasible states even in the case of multiple and complex constraints. In this paper, the proposed method was applied to facility location problem. As a result, feasible solutions were obtained with 100%, and the probability of obtaining optimal solutions was over 22 times higher than that of conventional VQEs. Nevertheless, the cost of the obtained circuit was comparable to that of conventional circuits.
Solving combinatorial optimization problems on near-term quantum devices has gained a lot of attention in recent years. Currently, most studies have focused on single-objective problems, whereas many real-world applications need to consider multiple, mostly conflicting objectives, such as cost and quality. We present a variational quantum optimization algorithm to solve discrete multiobjective optimization problems on quantum computers. The proposed quantum multiobjective optimization (QMOO) algorithm incorporates all cost Hamiltonians representing the classical objective functions in the quantum circuit and produces a quantum state consisting of Pareto-optimal solutions in superposition. From this state, we retrieve a set of solutions and utilize the widely applied hypervolume indicator to determine its quality as an approximation to the Pareto front. The variational parameters of the QMOO circuit are tuned by maximizing the hypervolume indicator in a quantum-classical hybrid fashion. We show the effectiveness of the proposed algorithm on several benchmark problems with up to five objectives. We investigate the influence of the classical optimizer and the circuit depth, and compare them to results from classical optimization algorithms. We find that the algorithm is robust to shot noise and produces good results with as few as 128 measurement shots in each iteration. These promising results open the possibility to run the algorithm on near-term quantum hardware.
The semiconductor supply chain gives rise to many complex, large and heavily constrained combinatorial optimization problems. We derive simpler problems from these complex formulations and analyze quantum algorithms for their solution. We study two main regimes: variational algorithms derived from the Quantum Approximate Optimization Algorithm (QAOA) and quantum search algorithms based on Grover’s search algorithm and Amplitude Amplification. In the first case, the main challenge lies in integrating problem constraints into the QAOA framework, which was originally devised for unconstrained problems such as MaxCut. The canonical method of adding penalty terms to the objective leads to an undesirable inflation of the energy spectrum. Instead, we examine alternative problem encodings as well as constraint-preserving mixing operators, which are designed to limit the quantum algorithm to the subspace of feasible states. We make explicit suggestions for a wide selection of problems. In the second case, we operate under the premise that any quantum search protocol for combinatorial optimization must use tailored initial states– otherwise the square root speedup of quantum search is not enough to offset the exponential size of the search space in a combinatorial optimization problem. Consequently, we examine state preparation routines for a wide range or problems. The main devices lie in preparing superpositions of only feasible states and superpositions which are centered around a reference solution. We present a benchmarking technique, in an exact and an approximate version, which allows us to generate performance metrics for our algorithms based on quantum search. We use the benchmarking tools to carry out numerical studies for a selection of problems. We conclude that our variational methods tailored to constrained problems while technically sound– lead to deep quantum circuits which are not suitable for the NISQ machines which QAOA was originally developed for. Our conclusion for optimization algorithms based on quantum search is more optimisitic. Their compatability with classical optimization principles, such as neighborhood search, gives rise to promising further research directions. Advanced benchmarking techniques allow us to test these algorithms independently of quantum hardware developments.
Constrained combinatorial optimization with strict linear constraints underpins applications in drug discovery, power grids, logistics, and finance, yet remains computationally demanding for classical algorithms, especially at large scales. The Quantum Approximate Optimization Algorithm (QAOA) offers a promising quantum framework, but conventional penalty-based formulations distort optimization landscapes and demand deep circuits, undermining scalability on near-term hardware. In this work, we introduce Hamming Weight Operators, a new class of constraint-aware operators that confine quantum evolution strictly within the feasible subspace. Building on this idea, we develop Adaptive Hamming Weight Operator QAOA, which dynamically selects the most effective operators to construct shallow, problem-tailored circuits. We validate our approach on benchmark tasks from both finance and high-energy physics, specifically portfolio optimization and two-jet clustering with energy balance. Across these problems, our method inherently satisfies all constraints by construction, converges faster, and achieves higher Approximation Ratios than penalty-based QAOA, while requiring roughly half as many gates. By embedding constraint-aware operators into an adaptive variational framework, our approach establishes a scalable and hardware-efficient pathway for solving practical constrained optimization problems on near-term quantum devices.
Solving combinatorial optimization problems using variational quantum algorithms (VQAs) has emerged as a promising research direction. Since the introduction of the Quantum Approximate Optimization Algorithm (QAOA), numerous variants have been proposed to enhance its performance. QAOA was later extended to the Quantum Alternating Operator Ansatz (QAOA+), which generalizes the initial state, phase-separation operator, and mixer to address constrained problems without relying on the standard Quadratic Unconstrained Binary Optimization (QUBO) formulation. However, QAOA+ often requires additional ancilla qubits and a large number of multi-controlled Toffoli gates to prepare the superposition of feasible states, resulting in deep circuits that are challenging for near-term quantum devices. Furthermore, VQAs are generally hindered by issues such as barren plateaus and suboptimal local minima. Recently, Quantum Imaginary Time Evolution (QITE), a groundstate preparation algorithm, has been explored as an alternative to QAOA and its variants. QITE has demonstrated improved performance in quantum chemistry problems and has been applied to unconstrained combinatorial problems such as MaxCut. In this work, we apply the variational form of QITE (VarQITE) to solve the Multiple Knapsack Problem (MKP), a constrained problem, using a Max-Cut-tailored ansatz. To the best of our knowledge, this is the first attempt to address constrained optimization using VarQITE. We show that VarQITE achieves significantly lower mean optimality gaps compared to QAOA and other conventional methods. Moreover, we demonstrate that scaling the Hamiltonian coefficients can further reduce optimization costs and accelerate convergence.