The quantum approximate optimization algorithm (QAOA) has enjoyed increasing attention in noisy, intermediate-scale quantum computing with its application to combinatorial optimization problems. QAOA has the potential to demonstrate a quantum advantage for NP-hard combinatorial optimization problems. As a hybrid quantum-classical algorithm, the classical component of QAOA resembles a simulation optimization problem in which the simulation outcomes are attainable only through a quantum computer. The simulation that derives from QAOA exhibits two unique features that can have a substantial impact on the optimization process: (i) the variance of the stochastic objective values typically decreases in proportion to the optimality gap, and (ii) querying samples from a quantum computer introduces an additional latency overhead. In this paper, we introduce a novel stochastic trust-region method derived from a derivative-free, adaptive sampling trust-region optimization method intended to efficiently solve the classical optimization problem in QAOA by explicitly taking into account the two mentioned characteristics. The key idea behind the proposed algorithm involves constructing two separate local models in each iteration: a model of the objective function and a model of the variance of the objective function. Exploiting the variance model allows us to restrict the number of communications with the quantum computer and also helps navigate the nonconvex objective landscapes typical in QAOA optimization problems. We numerically demonstrate the superiority of our proposed algorithm using the SimOpt library and Qiskit when we consider a metric of computational burden that explicitly accounts for communication costs. 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. Y. Ha and S. Shashaani also gratefully acknowledge the U.S. National Science Foundation Division of Civil, Mechanical and Manufacturing Innovation Grant CMMI-2226347 and the U.S. Office of Naval Research [Grant N000142412398]. 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.2024.0575 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2024.0575 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
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