Abstract Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use Quantum Linear System Algorithms (QLSAs) to substitute classical linear system solvers. However, the performance of QLSAs depends on the condition numbers of the linear systems, which are typically proportional to the square of the reciprocal of the duality gap in QIPMs. To improve conditioning, a preconditioned inexact infeasible QIPM (II-QIPM) based on optimal partition estimation is developed in this work. We improve the condition number of the linear systems in II-QIPMs from quadratic dependence on the reciprocal of the duality gap to linear, and obtain better dependence with respect to the accuracy when compared to other II-QIPMs. Our method also attains better dependence with respect to the dimension when compared to other inexact infeasible Interior Point Methods.
Abstract Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use Quantum Linear System Algorithms (QLSAs) to substitute classical linear system solvers. However, the performance of QLSAs depends on the condition numbers of the linear systems, which are typically proportional to the square of the reciprocal of the duality gap in QIPMs. To improve conditioning, a preconditioned inexact infeasible QIPM (II-QIPM) based on optimal partition estimation is developed in this work. We improve the condition number of the linear systems in II-QIPMs from quadratic dependence on the reciprocal of the duality gap to linear, and obtain better dependence with respect to the accuracy when compared to other II-QIPMs. Our method also attains better dependence with respect to the dimension when compared to other inexact infeasible Interior Point Methods.
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.
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.
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 interior point methods (QIPMs) promise polynomial speed-ups over classical solvers for linear programming by outsourcing the solution of Newton linear systems to quantum linear solvers (QLSAs). However, asymptotic speed-ups do not necessarily translate to practical advantages on realistic problem instances. In this work, I evaluate whether practical advantage of a standard hybrid QIPM pipeline can already be excluded relative to the classical open-source solver HiGHS on a broad and diverse collection of LP instances spanning eight problem families, including public benchmark libraries, such as MIPlib, and relaxations of combinatorial optimisation problems. Following the hybrid benchmarking paradigm initiated by Cade et al., I derive rigorous lower bounds on the quantum runtime under a series of highly benevolent assumptions and compare them against classical runtimes. I equip the QIPMs with the best-performing functional QLSA, the Chebyshev-based method, as identified by Lefterovici et al., and evaluate two Newton system formulations proposed by Mohammadisiahroudi et al.: the modified normal equation system and the orthogonal subspace system. The exclusion analysis yields a consistent negative picture: across all instances and for any realistic quantum cycle duration, the quantum runtime lower bounds already exceed the classical runtimes, establishing that these hybrid QIPMs will offer no practical advantage over good classical solvers for realistic linear programming instances.