In this thesis, we develop, analyze, and implement effective and efficient methods for constrained stochastic and derivative-free optimization. For each method, we prove the convergence result under general assumptions. We also conduct numerical experiments to demonstrate the efficiency and efficacy of our proposed methods. In Chapter 2, we develop a model-based derivative-free optimization method. A key component of variational quantum algorithms (VQAs) is the choice of a classical optimizer to update the ansatz parameterization. Quantum algorithms, however, are destined to run on noisy hardware with limited fidelity, leading to objective function evaluations–such as those in the quantum approximate optimization algorithm (QAOA) or the variational quantum eigensolver (VQE)–that are compromised by both stochastic errors and hardware-induced noise. To address these challenges, we adapt recent developments from the noise-aware numerical optimization literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. We study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant. Moreover, we propose a series of sequential quadratic programming (SQP) methods tailored for stochastic equality constrained optimization. In Chapter 3, we develop a stochastic method for solving equality constrained problems that utilizes predictive variance reduction within the SQP paradigm, and prove that a measure of first-order stationarity converges to zero in expectation under reasonable assumptions, with practical performance demonstrated on constrained binary classification problems. In Chapter 4, we propose a line search SQP method for general nonlinear equality constrained optimization that employs a modified line search strategy using second-order information to mitigate the Maratos effect, thereby achieving global convergence and local superlinear convergence. We further extend this approach to settings where the objective function is stochastic or represented as a finite sum, and design a practical inexact matrix-free variant and demonstrate the numerical performance empirically. Finally, in Chapter 5, we propose, analyze, and implement an SQP algorithm for minimizing a nonlinear smooth function subject to smooth equality constraints with noisy function and derivative estimates, addressing the challenges posed by bounded noise in the objective and constraint functions as well as potential rank-deficiency in the constraint Jacobians. This algorithm employs a decomposition approach to compute inexact search directions and utilizes adaptive step size selection schemes, which guarantee global convergence of infeasible stationarity error to a neighborhood of zero that is proportional to the noise level.
In this thesis, we develop, analyze, and implement effective and efficient methods for constrained stochastic and derivative-free optimization. For each method, we prove the convergence result under general assumptions. We also conduct numerical experiments to demonstrate the efficiency and efficacy of our proposed methods. In Chapter 2, we develop a model-based derivative-free optimization method. A key component of variational quantum algorithms (VQAs) is the choice of a classical optimizer to update the ansatz parameterization. Quantum algorithms, however, are destined to run on noisy hardware with limited fidelity, leading to objective function evaluations–such as those in the quantum approximate optimization algorithm (QAOA) or the variational quantum eigensolver (VQE)–that are compromised by both stochastic errors and hardware-induced noise. To address these challenges, we adapt recent developments from the noise-aware numerical optimization literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. We study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant. Moreover, we propose a series of sequential quadratic programming (SQP) methods tailored for stochastic equality constrained optimization. In Chapter 3, we develop a stochastic method for solving equality constrained problems that utilizes predictive variance reduction within the SQP paradigm, and prove that a measure of first-order stationarity converges to zero in expectation under reasonable assumptions, with practical performance demonstrated on constrained binary classification problems. In Chapter 4, we propose a line search SQP method for general nonlinear equality constrained optimization that employs a modified line search strategy using second-order information to mitigate the Maratos effect, thereby achieving global convergence and local superlinear convergence. We further extend this approach to settings where the objective function is stochastic or represented as a finite sum, and design a practical inexact matrix-free variant and demonstrate the numerical performance empirically. Finally, in Chapter 5, we propose, analyze, and implement an SQP algorithm for minimizing a nonlinear smooth function subject to smooth equality constraints with noisy function and derivative estimates, addressing the challenges posed by bounded noise in the objective and constraint functions as well as potential rank-deficiency in the constraint Jacobians. This algorithm employs a decomposition approach to compute inexact search directions and utilizes adaptive step size selection schemes, which guarantee global convergence of infeasible stationarity error to a neighborhood of zero that is proportional to the noise level.
A key component of variational quantum algorithms (VQAs) is the choice of classical optimizer employed to update the parameterization of an ansatz. It is well recognized that quantum algorithms will, for the foreseeable future, necessarily be run on noisy devices with limited fidelities. Thus, the evaluation of an objective function (e.g., the guiding function in the quantum approximate optimization algorithm (QAOA) or the expectation of the electronic Hamiltonian in variational quantum eigensolver (VQE)) required by a classical optimizer is subject not only to stochastic error from estimating an expected value but also to error resulting from intermittent hardware noise. Model-based derivative-free optimization methods have emerged as popular choices of a classical optimizer in the noisy VQA setting, based on empirical studies. However, these optimization methods were not explicitly designed with the consideration of noise. In this work we adapt recent developments from the “noise-aware numerical optimization” literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. We study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant. History: Accepted by Giacomo Nannicini, Area Editor for Quantum Computing and Operations Research. Accepted for Special Issue. Funding: This material is based upon work supported by the U.S. Department of Energy, Office of Science, National Quantum Information Science Research Centers and the Office of Advanced Scientific Computing Research, Accelerated Research for Quantum Computing program under contract number DE-AC02-06CH11357. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2024.0578 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2024.0578 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
This thesis is devoted to four modern quantum optimisation algorithms and their applications. In the first chapter, we provide a complete Quantum Approximate Optimisation Algorithm (QAOA) pipeline for the discrete global minimum-variance portfolio (DGMVP) problem. We introduce an ansatz with efficient initial-state preparation, new hard mixing operators satisfying the constraints of the DGMVP problem, and scalable cost operators utilising binary encoding of the qubits. Benchmarking the method with the most effective optimisation strategies---dual annealing and unfrozen layerwise optimisation---indicates a scaling advantage over classical methods in finding the global optimum of the DGMVP problem. In the second chapter, we show an end-to-end quantum/quantum-inspired Goemans-Williamson semidefinite programming (SDP) method for relaxing Quadratic Unconstrained Binary Optimisation (QUBO) problems and extracting their rounding energy. Our method identifies a class of QUBO instances that is effectively solvable in polylogarithmic time relative to the problem dimension, under the assumptions of Pauli sparsification of the QUBO cost matrix, reducibility of the diagonal constraints, and efficient evaluation of the corresponding Gibbs-state expectation values. Further, we identify the commuting 1D Hamiltonian and the Kronecker graph as practically important instances. Our numerical experiments show that our method solves the SDP and QUBO with up to 250 variables for 1D Hamiltonian instances and achieves results competitive with the best classical solver for Kronecker graphs, giving strong evidence of the power of our algorithm. In the third chapter, we improve the current QAOA method with an iterative warm-start initial-state preparation method. We implement the t-th order statistic state as the warm-start initial state generated from each QAOA optimisation loop. We achieve an improved approximation ratio when solving the 3-regular MaxCut problem, and find that the worst-case approximation ratio converges to that of the best classical algorithm for p=1 QAOA. Additionally, our method achieves more favourable scaling than standalone QAOA, single-string warm-started QAOA, and a classical constrained-sampling approach when solving the DGMVP problem. In the fourth chapter, we provide a hard-constrained Grover adaptive search (GAS) method for fixed-sum quadratic binary optimisation problems, and an extension of the alternating direction method of multipliers (ADMM) framework for fixed-sum quartic binary optimisation. Our method guarantees at least a quadratic speed-up over the classical method, and exponentially reduces the gate count for solving fixed-sum binary optimisation when compared with the soft-constrained GAS in the fault-tolerant quantum computing regime. In summary, our contributions include efficient algorithms and novel frameworks that substantially improve performance and broaden the applicability of these quantum optimisation methods. The proposed methods exhibit favourable scaling behaviour and indicate potential quantum advantages in solving challenging optimisation problems, thereby motivating further research at the interface of quantum computing and optimisation.
Variational quantum algorithms (VQAs) offer a promising path toward using near-term quantum hardware for applications in academic and industrial research. These algorithms aim to find approximate solutions to quantum problems by optimizing a parametrized quantum circuit using a classical optimization algorithm. A successful VQA requires fast and reliable classical optimization algorithms. Understanding and optimizing how off-the-shelf optimization methods perform in this context is important for the future of the field. In this work, we study the performance of four commonly used gradient-free optimization methods [sequential least-squares quadratic programming, constrained optimization by linear approximations, the covariance matrix adaptation evolutionary strategy (CMA-ES), and the simultaneous perturbation stochastic approximation (SPSA)] to find ground-state energies of a range of small chemistry and material science problems. We test a telescoping sampling scheme (where the accuracy of the cost-function estimate provided to the optimizer is increased as the optimization converges) for all methods, demonstrating mixed results across our range of optimizers and problems chosen. We further hyperparameter tune two of the four optimizers (CMA-ES and SPSA) across a large range of models and demonstrate that with appropriate hyperparameter tuning, CMA-ES is competitive with and sometimes outperforms SPSA (which is not observed in the absence of hyperparameter tuning). Finally, we investigate the ability of an optimizer to beat the ``sampling-noise floor'' given by the sampling noise of each cost-function estimate provided to the optimizer. Our results demonstrate the necessity for tailoring and hyperparameter tuning known optimization techniques for inherently noisy variational quantum algorithms and that the variational landscape that one finds in a VQA is highly problem and system dependent. This provides guidance for future implementations of these algorithms in experiments.
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.
The exponential runtime of quantum simulators on classical machines, along with long queue times and high costs associated with real quantum devices, presents significant challenges for the efficient optimization of Variational Quantum Algorithms (VQAs) such as the Variational Quantum Eigensolver (VQE), Quantum Approximate Optimization Algorithm (QAOA), and Quantum Neural Networks (QNNs). To address these limitations, we propose a novel approach, DyPP (Dynamic Parameter Prediction), which accelerates the convergence of VQAs by leveraging regular trends in the parameter weights to update parameters efficiently. We introduce two techniques for optimal prediction performance: Naive Prediction (NaP) and Adaptive Prediction (AdaP). Through extensive experimentation and training of multiple QNN models on various datasets, we demonstrate that DyPP achieves a speedup of approximately 2.25×compared to standard training methods, while also providing improved accuracy (up to 2.3% higher) and lower loss (up to 6.1% reduction) with minimal storage and computational overhead. We further evaluate DyPP’s effectiveness in VQE for molecular ground-state energy estimation and in QAOA for graph MaxCut. Our results show that, on average, DyPP leads to a speedup of up to 3.1× for VQE and 2.91× for QAOA compared to traditional optimization, while requiring up to 3.3× fewer shots (i.e., repeated circuit executions). Even in the presence of hardware noise, DyPP outperforms existing optimization techniques, delivering up to 3.33× speedup and requiring 2.5× fewer shots, thereby enhancing the efficiency of VQAs.
Variational Quantum Algorithms are a major method of harnessing Noisy Intermediate-Scale Quantum devices to solve classically intractable problems in physics, chemistry, optimization, and machine learning. The current review offers a critical overview of VQAs, with special emphasis on their theoretical backgrounds, algorithmic structures, and application performance within realistic models of noise. Several key variants, such as the Variational Quantum Eigensolver, Quantum Approximate Optimization Algorithm, and Quantum Neural Networks, are compared in terms of noise robustness, ansatz archi- tecture, and hybrid quantum-classical methods of optimization. Benchmarks in fields such as quantum chemistry, finance modeling, and particles and nuclei physics reveal the poten- tial of VQAs in achieving practical quantum advantage. Fundamentally limiting factors 1such as barren plateaus, optimization overhead, and hardware constraints are considered in addition to mitigation strategies, including adaptive construction of ansatz, informed training in the presence of noise, and quantum error correction using QVECTOR. The paper is concluded with an overview of the scalability and future of VQAs in the direction of transitioning toward fault-tolerant quantum computing.