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IEEE International Conference on Quantum Computing and Engineering (QCE)

Quantum Hamiltonian Descent Based Augmented Lagrangian Method for Constrained Nonconvex Nonlinear Optimization

Mingze Li, Lei Fan, Zhu Han

Published Aug 30, 2025• 0 citations
Publisher

Abstract

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant challenge due to the complexity of the solution landscape and the presence of nonlinear nonconvex constraints. In this paper, we develop a Quantum Hamiltonian Descent based Augmented Lagrange Method (QHD-ALM) framework to address largescale, constrained nonconvex NLP problems. The augmented Lagrange method (ALM) can convert a constrained NLP to an unconstrained NLP, which can be solved by using Quantum Hamiltonian Descent (QHD). To run the QHD on a classical machine, we propose to use the Simulated Bifurcation algorithm as the engine to simulate the dynamic process. We apply our algorithm to a Power-to-Hydrogen System, and the simulation results verify the effectiveness of our algorithm.

DOI
10.1109/qce65121.2025.10309

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Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant challenge due to the complexity of the solution landscape and the presence of nonlinear nonconvex constraints. In this paper, we develop a Quantum Hamiltonian Descent based Augmented Lagrange Method (QHD-ALM) framework to address largescale, constrained nonconvex NLP problems. The augmented Lagrange method (ALM) can convert a constrained NLP to an unconstrained NLP, which can be solved by using Quantum Hamiltonian Descent (QHD). To run the QHD on a classical machine, we propose to use the Simulated Bifurcation algorithm as the engine to simulate the dynamic process. We apply our algorithm to a Power-to-Hydrogen System, and the simulation results verify the effectiveness of our algorithm.
Quantum Hamiltonian Descent (QHD) is a continuous optimization algorithm based on simulating a time-dependent quantum Hamiltonian whose potential energy encodes the objective function and whose kinetic energy promotes exploration through quantum interference and tunneling. While QHD is formulated for unconstrained optimization, many real-world optimization problems are constrained and highly nonconvex. In this paper, we benchmark AL-QHD, a hybrid framework that embeds QHD within the Augmented Lagrangian Method (ALM), thereby solving a sequence of unconstrained subproblems while using ALM to enforce constraints. We evaluate AL-QHD on standard nonconvex test functions and use iterative refinement to improve solution accuracy at fixed per-run qubit cost. We also perform a gate-based resource analysis on ACOPF-derived power system subproblems constructed from power-network data to estimate the quantum-computer scale required for practical applications. Resource estimates on Texas7k-derived ACOPF instances show steep hard-gate scaling, reaching ∼4.46×107\sim 4.46 \times 10^7∼4.46×107 entangling gates in a NISQ-oriented model and ∼9.42×108\sim 9.42 \times 10^8∼9.42×108 T gates in a fault-tolerant model at ∼5.3×102\sim 5.3 \times 10^2∼5.3×102 active variables. These results suggest that AL-QHD is a useful framework for studying constrained nonconvex optimization with QHD, but that practical ACOPF-scale applications would likely require large-scale fault-tolerant quantum hardware.
We propose Quantum Constrained Hamiltonian Descent (QCHD), a continuous-time quantum framework for optimization under smooth equality constraints. The unconstrained counterpart, Quantum Hamiltonian Descent (QHD), minimizes a cost function by simulating the Schrödinger dynamics of a particle in the potential given by the cost function. Applying Dirac's formalism to the classical dynamics with constraints, we construct an intrinsic quantum Hamiltonian with a Laplace--Beltrami operator on the constraint manifold in a kinetic term. Its evolution preserves the constraints exactly without penalty terms and is expected to solve quantum-dynamically the constrained optimization problem. We analyze its relation to Quantum Hamiltonian Descent supplemented by a strong penalty term. For a squared-distance penalty, the effective tangential dynamics acquires an extrinsic-curvature potential and, in nontrivial normal-rotation sectors, a coupling to the normal-bundle connection. These embedding-dependent terms remain in the strong-penalty limit, generally yielding quantum dynamics different from QCHD. Numerical comparisons for circular, elliptical, and two simultaneous constraints show faster optimization and improved concentration near global minima for the initial states and finite penalty strengths considered.
Gradient descent is a fundamental algorithm in both theory and practice for continuous optimization. Identifying its quantum counterpart would be appealing to both theoretical and practical quantum applications. A conventional approach to quantum speedups in optimization relies on the quantum acceleration of intermediate steps of classical algorithms, while keeping the overall algorithmic trajectory and solution quality unchanged. We propose Quantum Hamiltonian Descent (QHD), which is derived from the path integral of dynamical systems referring to the continuous-time limit of classical gradient descent algorithms, as a truly quantum counterpart of classical gradient methods where the contribution from classically-prohibited trajectories can significantly boost QHD's performance for non-convex optimization. Moreover, QHD is described as a Hamiltonian evolution efficiently simulatable on both digital and analog quantum computers. By embedding the dynamics of QHD into the evolution of the so-called Quantum Ising Machine (including D-Wave and others), we empirically observe that the D-Wave-implemented QHD outperforms a selection of state-of-the-art gradient-based classical solvers and the standard quantum adiabatic algorithm, based on the time-to-solution metric, on non-convex constrained quadratic programming instances up to 75 dimensions. Finally, we propose a "three-phase picture" to explain the behavior of QHD, especially its difference from the quantum adiabatic algorithm.
Non-smooth optimization models play a fundamental role in various disciplines, including engineering, science, management, and finance. However, classical algorithms for solving such models often struggle with convergence speed, scalability, and parameter tuning, particularly in high-dimensional and non-convex settings. In this paper, we explore how quantum mechanics can be leveraged to overcome these limitations. Specifically, we investigate the theoretical properties of the Quantum Hamiltonian Descent (QHD) algorithm for non-smooth optimization in both continuous and discrete time. First, we propose continuous-time variants of the general QHD algorithm and establish their global convergence and convergence rate for non-smooth convex and strongly convex problems through a novel Lyapunov function design. Furthermore, we prove the finite-time global convergence of continuous-time QHD for non-smooth non-convex problems under mild conditions (i.e., locally Lipschitz). In addition, we propose discrete-time QHD, a fully digitized implementation of QHD via operator splitting (i.e., product formula). We find that discrete-time QHD exhibits similar convergence properties even with large time steps. Finally, numerical experiments validate our theoretical findings and demonstrate the computational advantages of QHD over classical non-smooth non-convex optimization algorithms.
We develop an open-source, end-to-end software (named QHDOPT), which can solve nonlinear optimization problems using the quantum Hamiltonian descent (QHD) algorithm. QHDOPT offers an accessible interface and automatically maps tasks to various supported quantum backends (i.e., quantum hardware machines). These features enable users, even those without prior knowledge or experience in quantum computing, to utilize the power of existing quantum devices for nonlinear and nonconvex optimization tasks. In its intermediate compilation layer, QHDOPT employs SimuQ, an efficient interface for Hamiltonian-oriented programming, to facilitate multiple algorithmic specifications and ensure compatible cross-hardware deployment. The detailed documentation of QHDOPT is available at https://github.com/jiaqileng/QHDOPT . History: Accepted by Giacomo Nannicini, Area Editor for Quantum Computing and Operations Research. Accepted for Special Issue. Funding: This work was supported by the U.S. Department of Energy’s Advanced Research Projects Agency–Energy [Grant DE-SC0020273], the Alfred P. Sloan Foundation, the Simons Foundation [Simons Investigator Award 825053], the Simons Quantum Postdoctoral Fellowship, the National Science Foundation [Grants CCF-1816695, CCF-1942837, and ECCS-2045978], the Unitary Fund, and the Air Force Office of Scientific Research [Grant FA95502110051]. 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.2024.0587 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2024.0587 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .