Abstract. The use of quantum computing to accelerate complex optimization problems is a burgeoning research field. This paper applies Quantum Linear System Algorithms (QLSAs) to Newton systems within Interior Point Methods (IPMs) to take advantage of quantum speedup in solving Linear Optimization (LO) problems. Due to their inexact nature, QLSAs can be applied only to inexact variants of IPMs. Existing IPMs with inexact Newton directions are infeasible methods due to the inexact nature of their computations. This paper proposes an Inexact-Feasible IPM (IF-IPM) for LO problems, using a novel linear system to generate inexact but feasible steps. We show that this method has [Formula: see text] iteration complexity, analogous to the best exact IPMs, where [Formula: see text] is the number of variables and [Formula: see text] is the binary length of the input data. Moreover, we examine how QLSAs can efficiently solve the proposed system in an iterative refinement (IR) scheme to find the exact solution without excessive calls to QLSAs. We show that the proposed IR-IF-IPM can also be helpful to mitigate the impact of the condition number when a classical iterative method, such as a Conjugate Gradient method or a quantum solver is used at iterations of IPMs. After applying the proposed IF-IPM to the self-dual embedding formulation, we implement it and present illustrative numerical results.
Abstract. The use of quantum computing to accelerate complex optimization problems is a burgeoning research field. This paper applies Quantum Linear System Algorithms (QLSAs) to Newton systems within Interior Point Methods (IPMs) to take advantage of quantum speedup in solving Linear Optimization (LO) problems. Due to their inexact nature, QLSAs can be applied only to inexact variants of IPMs. Existing IPMs with inexact Newton directions are infeasible methods due to the inexact nature of their computations. This paper proposes an Inexact-Feasible IPM (IF-IPM) for LO problems, using a novel linear system to generate inexact but feasible steps. We show that this method has [Formula: see text] iteration complexity, analogous to the best exact IPMs, where [Formula: see text] is the number of variables and [Formula: see text] is the binary length of the input data. Moreover, we examine how QLSAs can efficiently solve the proposed system in an iterative refinement (IR) scheme to find the exact solution without excessive calls to QLSAs. We show that the proposed IR-IF-IPM can also be helpful to mitigate the impact of the condition number when a classical iterative method, such as a Conjugate Gradient method or a quantum solver is used at iterations of IPMs. After applying the proposed IF-IPM to the self-dual embedding formulation, we implement it and present illustrative numerical results.
Quantum linear system algorithms (QLSAs) have the potential to speed up algorithms that rely on solving linear systems. Interior point methods (IPMs) yield a fundamental family of polynomial-time algorithms for solving optimization problems. IPMs solve a Newton linear system at each iteration to compute the search direction; thus, QLSAs can potentially speed up IPMs. Due to the noise in contemporary quantum computers, quantum-assisted IPMs (QIPMs) only admit an inexact solution to the Newton linear system. Typically, an inexact search direction leads to an infeasible solution, so, to overcome this, we propose an inexact-feasible QIPM (IF-QIPM) for solving linearly constrained quadratic optimization problems. We also apply the algorithm to ℓ1-norm soft margin support vector machine (SVM) problems, and demonstrate that our algorithm enjoys a speedup in the dimension over existing approaches. This complexity bound is better than any existing classical or quantum algorithm that produces a classical solution.
The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are polynomial-time algorithms with rapid convergence, their per-iteration cost can be prohibitively high for dense large-scale LO problems. Quantum linear system solvers have shown potential in accelerating the solution of linear systems arising in IPMs. In this work, we introduce a novel almost-exact quantum IPM, where the Newton system is constructed and solved on a quantum computer, while solution updates occur on a classical machine. Additionally, all matrix-vector products are performed on the quantum hardware. This hybrid quantum-classical framework achieves an optimal worst-case scaling of O(n2) for fully dense LO problems. To ensure high precision, despite the limited accuracy of quantum operations, we incorporate iterative refinement techniques both within and outside the proposed IPM iterations. The proposed algorithm has a quantum complexity of O(n1.5κAlog(ε1)) queries to QRAM and O(n2log(ε1)) classical arithmetic operations. Our method outperforms the worst-case complexity of prior classical and quantum IPMs, offering a significant improvement in scalability and computational efficiency.
Quantum linear system algorithms (QLSAs) have the potential to speed up Interior Point Methods (IPMs). However, a major bottleneck is the inexactness of quantum tomography to extract classical solutions from quantum states. In addition, QLSAs are sensitive to the condition number, and this sensitivity is exacerbated when the Newton systems arising in IPMs converge to a singular matrix. Recently, an Inexact Feasible Quantum IPM (IF-QIPM) has been developed that addresses the inexactness of QLSAs. However, this method requires a large number of gates and qubits to be implemented. Here, we propose a new IF-QIPM using the normal equation system, which requires fewer gates and qubits. To mitigate the sensitivity to the condition number and other input data-related parameters, we use preconditioning coupled with iterative refinement to obtain better complexity. Finally, we demonstrate the effectiveness of our approach on IBM Qiskit simulators.
The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as artificial intelligence and machine learning, has highlighted the limitations of classical interior point methods (IPMs). Despite their favorable polynomial-time convergence, conventional IPMs often suffer from high per-iteration computational costs, especially for dense problem instances. Recent advances in quantum computing, particularly quantum linear system solvers, offer promising avenues to accelerate the most computationally intensive steps of IPMs. However, practical challenges such as quantum error, hardware noise, and sensitivity to poorly conditioned systems remain significant obstacles. In response, a series of Quantum IPMs (QIPMs) has been developed to address these challenges, incorporating techniques such as feasibility maintenance, iterative refinement, and preconditioning. In this work, we review this line of research with a focus on our recent contributions, including an almost-exact QIPM framework. This hybrid quantum-classical approach constructs and solves the Newton system entirely on a quantum computer, while performing solution updates classically. Crucially, all matrix-vector operations are executed on quantum hardware, enabling the method to achieve an optimal worst-case scalability w.r.t dimension, surpassing the scalability of existing classical and quantum IPMs.
Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing methods, especially Quantum Interior Point Methods (QIPMs), to solve convex optimization problems, such as Linear Optimization, Semidefinite Optimization, and Second-order Cone Optimization problems. Most of them have applied a Quantum Linear System Algorithm at each iteration to compute a Newton step. However, using quantum linear solvers in QIPMs comes with many challenges, such as having ill-conditioned systems and the considerable error of quantum solvers. This paper investigates how one can efficiently use quantum linear solvers in QIPMs. Accordingly, an Inexact Infeasible Quantum Interior Point Method is developed to solve linear optimization problems. We also discuss how we can get an exact solution by Iterative Refinement without excessive time of quantum solvers. Finally, computational results with a QISKIT implementation of our QIPM using quantum simulators are analyzed.
The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as arti?cial intelligence and machine learning, has highlighted the limitations of classical interior point methods (IPMs). Despite their favorable polynomial-time convergence, conventional IPMs often su!er from high per-iteration computational costs, especially for dense problem instances. Recent advances in quantum computing, particularly quantum linear system solvers, o!er promising avenues to accelerate the most computationally intensive steps of IPMs. However, practical challenges such as quantum error, hardware noise, and sensitivity to poorly conditioned systems remain signi?cant obstacles. In response, a series of Quantum IPMs (QIPMs) has been developed to address these challenges, incorporating techniques such as feasibility maintenance, iterative re?nement, and preconditioning. In this work, we review this line of research with a focus on our recent contributions, including an almost-exact QIPM framework. This hybrid quantum-classical approach constructs and solves the Newton system entirely on a quantum computer, while performing solution updates classically. Crucially, all matrix-vector operations are executed on quantum hardware, enabling the method to achieve an optimal worstcase scalability w.r.t dimension, surpassing the scalability of existing classical and quantum IPMs.