The Quantum Approximate Optimization Algorithm (QAOA) is a promising candidate for solving combinatorial optimization problems more efficiently than classical computers. Recent studies have shown that warm-starting the standard algorithm improves the performance. In this paper we compare the performance of standard QAOA with that of warm-start QAOA in the context of portfolio optimization and investigate the warm-start approach for different problem instances. In particular, we analyze the extent to which the improved performance of warm-start QAOA is due to quantum effects, and show that the results can be reproduced or even surpassed by a purely classical preprocessing of the original problem followed by standard QAOA.
The Quantum Approximate Optimization Algorithm (QAOA) is a promising candidate for solving combinatorial optimization problems more efficiently than classical computers. Recent studies have shown that warm-starting the standard algorithm improves the performance. In this paper we compare the performance of standard QAOA with that of warm-start QAOA in the context of portfolio optimization and investigate the warm-start approach for different problem instances. In particular, we analyze the extent to which the improved performance of warm-start QAOA is due to quantum effects, and show that the results can be reproduced or even surpassed by a purely classical preprocessing of the original problem followed by standard QAOA.
There is an increasing interest in quantum algorithms for problems of integer programming and combinatorial optimization. Classical solvers for such problems employ relaxations, which replace binary variables with continuous ones, for instance in the form of higher-dimensional matrix-valued problems (semidefinite programming). Under the Unique Games Conjecture, these relaxations often provide the best performance ratios available classically in polynomial time. Here, we discuss how to warm-start quantum optimization with an initial state corresponding to the solution of a relaxation of a combinatorial optimization problem and how to analyze properties of the associated quantum algorithms. In particular, this allows the quantum algorithm to inherit the performance guarantees of the classical algorithm. We illustrate this in the context of portfolio optimization, where our results indicate that warm-starting the Quantum Approximate Optimization Algorithm (QAOA) is particularly beneficial at low depth. Likewise, Recursive QAOA for MAXCUT problems shows a systematic increase in the size of the obtained cut for fully connected graphs with random weights, when Goemans-Williamson randomized rounding is utilized in a warm start. It is straightforward to apply the same ideas to other randomized-rounding schemes and optimization problems.
Quantum approximate optimization algorithm (QAOA) is a promising hybrid quantum-classical algorithm to solve combinatorial optimization problems in the era of noisy intermediate-scale quantum computers. Recently it has been revealed that warm-start approaches can improve the performance of QAOA, where approximate solutions are obtained by classical algorithms in advance and incorporated into the initial state and/or unitary ansatz. In this work, we study in detail how the accuracy of approximate solutions affects the performance of the warm-start QAOA (WS-QAOA). We numerically find that in typical MAX-CUT problems, WS-QAOA achieves higher fidelity (probability that exact solutions are observed) and approximation ratio than QAOA as the Hamming distance of approximate solutions to the exact ones becomes smaller. We reveal that this could be quantitatively attributed to the initial state of the ansatz. We also solve MAX-CUT problems by WS-QAOA with approximate solutions obtained via QAOA, having higher fidelity and approximation ratio than QAOA especially when the circuit is relatively shallow. We believe that our study may deepen understanding of the performance of WS-QAOA and also provide a guide as to the necessary quality of approximate solutions.
The Quantum Approximate Optimization Algorithm (QAOA) is a quantum algorithm that finds approximate solutions to problems in combinatorial optimization, especially those that can be formulated as a Quadratic Unconstrained Binary Optimization (QUBO) problem. In prior work, researchers have considered various ways of "warm-starting" QAOA by constructing an initial quantum state using classically-obtained solutions or information; these warm-starts typically cause QAOA to yield better approximation ratios at much lower circuit depths. For the Max-Cut problem, one warm-start approaches constructs the initial state using the high-dimensional vectors that are output from an SDP relaxation of the corresponding Max-Cut problem. This work leverages these semidefinite warmstarts for a broader class of problem instances by using a standard reduction that transforms any QUBO instance into a Max-Cut instance. We empirically compare this approach to a "QUBO-relaxation" approach that relaxes the QUBO directly. Our results consider a variety of QUBO instances ranging from randomly generated QUBOs to QUBOs corresponding to specific problems such as the traveling salesman problem, maximum independent set, and portfolio optimization. We find that the best choice of warmstart approach is strongly dependent on the problem type.
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.
Abstract The Quantum Approximate Optimization Algorithm (QAOA) stands as a hybrid classical‐quantum algorithm utilized for addressing combinatorial optimization challenges. Central to its effectiveness is the initial mixer, which is responsible for instigating the optimization process by generating the starting state. However, conventional QAOA implementations often assign equal probabilities to all solutions at the outset, potentially resulting in suboptimal performance when tackling complex combinatorial optimization problems. In this study, a novel enhancement is proposed to the QAOA, leveraging the Difference of Convex Algorithm (DCA). This method aims to refine QAOA's performance by facilitating the discovery of optimal parameters through a continuous warm‐start approach, as originally introduced by Egger et al. Through experimentation utilizing datasets from prior studies focusing on the weighted maximum cut problem, the efficacy of our proposed method is evaluated. Comparative analysis against existing methodologies reveals a significant improvement in the approximate ratio achieved by our approach.
In the search for quantum advantage in real--world problems, one promising avenue is to use a quantum algorithm to improve on the solution found using an efficient classical algorithm. The quantum approximate optimization algorithm (QAOA) is particularly well adapted for such a "warm start" approach, and can be combined with the powerful classical Goemans-Williamson (GW) algorithms based on semi-definite programming. Nonetheless, the best way to leverage the power of the QAOA remains an open question. Here we propose a general model that describes a class of QAOA variants, and use it to explore routes to quantum advantages in a canonical optimization problem, MaxCut. For these algorithms we derive analytic expectation values of the cost Hamiltonian for the MaxCut problem in the level-1 case. Using these analytic results we obtain reliable averages over many instances for fairly large numbers of qubits. We find that the warm start adaptive-bias QAOA (WS-ab-QAOA) initialized by the GW algorithm outperforms previously proposed warm start variants on problems with 40 to 180 qubits. To assess whether a quantum advantage exists with this algorithm, we did numerical simulations with up to 1000 qubits to see whether the level-1 WS-ab-QAOA can improve the GW solution for 3-regular graphs. In fact the improvement in the 1000-qubit case even in level 1 can only be matched by the GW algorithm after about 105.5 random projections performed after the semi-definite program stage. This work gives evidence that the final stage of optimization after an efficient classical algorithm has produced an approximate solution may be a place where quantum advantages can be realized.