Quadratic Optimization Problem Research Articles

A hybrid algorithm for quadratically constrained quadratic optimization problems

Quadratically Constrained Quadratic Programs (QCQPs) are an important class of optimization problems with diverse real-world applications. In this work, we propose a variational quantum algorithm for general QCQPs. By encoding the variables in the amplitude of a quantum state, the requirement for the qubit number scales logarithmically with the dimension of the variables, which makes our algorithm suitable for current quantum devices. Using the primal-dual interior-point method in classical optimization, we can deal with general quadratic constraints. Our numerical experiments on typical QCQP problems, including Max-Cut and optimal power flow problems, demonstrate better performance of our hybrid algorithm over classical counterparts.

Solving QUBO problems with cP systems

AbstractP systems with compound terms (cP systems) have been proposed by Radu Nicolescu in 2018. These expressive cP systems have been used to solve well-known NP-complete problems efficiently, such as the Hamiltonian path, traveling salesman, 3-coloring, and software verification problems. In this paper, we use cP systems to provide an efficient parallel solution to the integer-valued quadratic unconstrained Boolean optimization (QUBO) problem.

Joint Transmit and Receive Beamforming Design for DPC-Based MIMO DFRC Systems

This paper proposes an optimal beamforming strategy for a downlink multi-user multi-input–multi-output (MIMO) dual-function radar communication (DFRC) system with dirty paper coding (DPC) adopted at the transmitter. We aim to achieve the maximum weighted sum rate of communicating users while adhering to a predetermined transmit covariance constraint for radar performance assurance. To make the intended problem trackable, we leverage the equivalence of the weighted sum rate and the weighted minimum mean squared error (MMSE) to reframe the issue and devise a block coordinate descent (BCD) approach to iteratively calculate transmit and receive beamforming solutions. Through this methodology, we demonstrate that the optimal receive beamforming aligns with the traditional MMSE approach, whereas the optimal transmit beamforming design can be cast into a quadratic optimization problem defined on a complex Stiefel manifold. Based on the majorization–minimization (MM) method, an iterative algorithm is then developed to compute the optimal transmit beamforming design by solving a series of orthogonal Procrustes problems (OPPs) that admit closed-form optimal solutions. Numerical findings serve to validate the efficacy of our scheme. It is demonstrated that our approach can achieve at least 73% higher spectral efficiency than the existing methods in a high signal-to-noise ratio (SNR) regime.

Capacitated Clustering via Majorization-Minimization and Collaborative Neurodynamic Optimization.

This paper addresses capacitated clustering based on majorization-minimization and collaborative neurodynamic optimization (CNO). Capacitated clustering is formulated as a combinatorial optimization problem. Its objective function consists of fractional terms with intra-cluster similarities in their numerators and cluster cardinalities in their denominators as normalized cluster compactness measures. To obviate the difficulty in optimizing the objective function with factional terms, the combinatorial optimization problem is reformulated as an iteratively reweighted quadratic unconstrained binary optimization problem with a surrogate function and a penalty function in a majorization-minimization framework. A clustering algorithm is developed based on CNO for solving the reformulated problem. It employs multiple Boltzmann machines operating concurrently for local searches and a particle swarm optimization rule for repositioning neuronal states upon their local convergence. Experimental results on ten benchmark datasets are elaborated to demonstrate the superior clustering performance of the proposed approaches against seven baseline algorithms in terms of 21 internal cluster validity criteria.

QUBO Problem Formulation of Fragment-Based Protein-Ligand Flexible Docking.

Protein-ligand docking plays a significant role in structure-based drug discovery. This methodology aims to estimate the binding mode and binding free energy between the drug-targeted protein and candidate chemical compounds, utilizing protein tertiary structure information. Reformulation of this docking as a quadratic unconstrained binary optimization (QUBO) problem to obtain solutions via quantum annealing has been attempted. However, previous studies did not consider the internal degrees of freedom of the compound that is mandatory and essential. In this study, we formulated fragment-based protein-ligand flexible docking, considering the internal degrees of freedom of the compound by focusing on fragments (rigid chemical substructures of compounds) as a QUBO problem. We introduced four factors essential for fragment-based docking in the Hamiltonian: (1) interaction energy between the target protein and each fragment, (2) clashes between fragments, (3) covalent bonds between fragments, and (4) the constraint that each fragment of the compound is selected for a single placement. We also implemented a proof-of-concept system and conducted redocking for the protein-compound complex structure of Aldose reductase (a drug target protein) using SQBM+, which is a simulated quantum annealer. The predicted binding pose reconstructed from the best solution was near-native (RMSD = 1.26 Å), which can be further improved (RMSD = 0.27 Å) using conventional energy minimization. The results indicate the validity of our QUBO problem formulation.

Binary matrix factorization via collaborative neurodynamic optimization

Binary matrix factorization is an important tool for dimension reduction for high-dimensional datasets with binary attributes and has been successfully applied in numerous areas. This paper presents a collaborative neurodynamic optimization approach to binary matrix factorization based on the original combinatorial optimization problem formulation and quadratic unconstrained binary optimization problem reformulations. The proposed approach employs multiple discrete Hopfield networks operating concurrently in search of local optima. In addition, a particle swarm optimization rule is used to reinitialize neuronal states iteratively to escape from local minima toward better ones. Experimental results on eight benchmark datasets are elaborated to demonstrate the superior performance of the proposed approach against six baseline algorithms in terms of factorization error. Additionally, the viability of the proposed approach is demonstrated for pattern discovery on three datasets.

Linear quadratic optimal control turnpike in finite and infinite dimension: Two-term expansion of the value function

In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in this expansion, proportional to T, corresponds to the optimal value attained through the classical turnpike theory in the associated static problem. The remaining terms are associated with optimal stabilization problems towards the turnpike.

Quantum Parallel Training of a Boltzmann Machine on an Adiabatic Quantum Computer

AbstractDespite the anticipated speed‐up of quantum computing, the achievement of a measurable advantage remains subject to ongoing debate. Adiabatic Quantum Computers (AQCs) are quantum devices designed to solve quadratic uncostrained binary optimization (QUBO) problems, but their intrinsic thermal noise can be leveraged to train computationally demanding machine learning algorithms such as the Boltzmann Machine (BM). Despite an asymptotic advantage is expected only for large networks, a limited quantum speed up can be already achieved on a small BM is shown, by exploiting parallel adiabatic computation. This approach exhibits a 8.6‐fold improvement in wall time on the Bars and Stripes dataset when compared to a parallelized classical Gibbs sampling method, which has never been outperformed before by quantum approaches.

Multi-Objective Portfolio Optimization Using a Quantum Annealer

In this study, the portfolio optimization problem is explored, using a combination of classical and quantum computing techniques. The portfolio optimization problem with specific objectives or constraints is often a quadratic optimization problem, due to the quadratic nature of, for example, risk measures. Quantum computing is a promising solution for quadratic optimization problems, as it can leverage quantum annealing and quantum approximate optimization algorithms, which are expected to tackle these problems more efficiently. Quantum computing takes advantage of quantum phenomena like superposition and entanglement. In this paper, a specific problem is introduced, where a portfolio of loans need to be optimized for 2030, considering ‘Return on Capital’ and ‘Concentration Risk’ objectives, as well as a carbon footprint constraint. This paper introduces the formulation of the problem and how it can be optimized using quantum computing, using a reformulation of the problem as a quadratic unconstrained binary optimization (QUBO) problem. Two QUBO formulations are presented, each addressing different aspects of the problem. The QUBO formulation succeeded in finding solutions that met the emission constraint, although classical simulated annealing still outperformed quantum annealing in solving this QUBO, in terms of solutions close to the Pareto frontier. Overall, this paper provides insights into how quantum computing can address complex optimization problems in the financial sector. It also highlights the potential of quantum computing for providing more efficient and robust solutions for portfolio management.

Qubit Efficient Quantum Algorithms for the Vehicle Routing Problem on Noisy Intermediate‐Scale Quantum Processors

AbstractThe vehicle routing problem with time windows (VRPTW) is a common optimization problem faced within the logistics industry. In this work, the use of a previously‐introduced qubit encoding scheme is explored to reduce the number of qubits, to evaluate the effectiveness of Noisy Intermediate‐Scale Quantum (NISQ) devices when applied to industry relevant optimization problems. A quantum variational approach is applied to a testbed of multiple VRPTW instances ranging from 11 to 3964 routes. These intances are formulated as quadratic unconstrained binary optimization (QUBO) problems based on realistic shipping scenarios. The results are compared with standard binary‐to‐qubit mappings after executing on simulators as well as various quantum hardware platforms, including IBMQ, AWS (Rigetti), and IonQ. These results are benchmarked against the classical solver, Gurobi. The approach can find approximate solutions to the VRPTW comparable to those obtained from quantum algorithms using the full encoding, despite the reduction in qubits required. These results suggest that using the encoding scheme to fit larger problem sizes into fewer qubits is a promising step in using NISQ devices to find approximate solutions for industry‐based optimization problems, although additional resources are still required to eke out the performance from larger problem sizes.

Predictor-based constrained fixed-time sliding mode control of multi-UAV formation flight

In this work, a predictor-based fixed-time sliding mode control is designed to tackle the problem of achieving precise trajectory tracking control of multiple unmanned aerial vehicle formation flight. The proposed approach simultaneously addresses various practical requirements, such as optimality, constraints, fixed-time convergence, external interferences, and computational burden. Initially, using the Taylor series concept, we derive the predictive models for the fixed-time sliding surface and reaching law. Subsequently, we formulate a constrained performance index by integrating these predictions with the control input. Ultimately, the optimal control input is computed through solving the constrained quadratic optimization problem. An outstanding feature of this study is the theoretical guarantee of closed-loop fixed-time system stability in the presence of external disturbances and constraints. Furthermore, the comparative analysis with sliding mode predictive control law and fixed-time sliding mode control methods demonstrates that the proposed approach achieves a straightforward control method with improved performance and acceptable accuracy. Finally, an experimental test is conducted to demonstrate the algorithm's potential for hardware implementation by employing the Hardware-in-the-Loop test.

A tight compact quadratically constrained convex relaxation of the Optimal Power Flow problem

In this paper, we consider the Optimal Power Flow (OPF) problem which consists in determining the power production at each bus of an electric network by minimizing the production cost. Our contribution is an exact solution algorithm for the OPF problem. It consists in a spatial branch-and-bound algorithm based on a compact quadratically-constrained convex relaxation. It is computed by solving the semidefinite rank relaxation of OPF once at the root node of the algorithm. An important result is that the optimal value of our compact relaxation is equal to the rank relaxation value. Then, at every sub-nodes of our branch-and-bound, the lower bound is obtained by solving a quadratic convex problem instead of an SDP. Another contribution is that we add only O(n+m) variables that model the squares of the initial variables, where n is the number of buses in the power system and m the number of transmission lines, to construct our relaxation. Then, since the relations between the initial and auxiliary variables are non-convex, we relax them to get a quadratic convex relaxation. Finally, in our branch-and-bound algorithm, we only have to force a reduced number of equalities to prove global optimality. This quadratic convex relaxation approach is here tailored to the OPF problem, but it can address any application whose formulation is a quadratic optimization problem subject to quadratic equalities and ring constraints. Our first experiments on instances of the OPF problem show that our new algorithm Compact OPF (COPF) is more efficient than the standard solvers and other quadratic convex relaxation based methods we compare it with.

Optimal control for both forward and backward discrete-time systems

Forward discrete-time systems use past information to update the current state, while backward discrete-time systems use future information to update the current state. This study focuses on optimal control problems within the context of forward and backward discrete-time systems. We begin by investigating a general optimal control problem for both forward and backward discrete-time systems. Leveraging the inherent properties of these systems and the Bellman optimality principle, we derive recursive equations as a means to solve such optimal control problems. Using these recursive equations, we obtain analytical expressions for both the optimal controls and optimal values of bang–bang and linear quadratic optimal control problems. Finally, we present a numerical example and an industrial wastewater treatment problem to illustrate and demonstrate our findings.

Pointwise Error Estimates of Numerical Solutions to Linear Quadratic Optimal Control Problems

An auxiliary optimal control problem is formulated that provides with its unique solution, a continuous representation of the global error of a numerical approximation to the solution of a linear quadratic optimal control problem. The resulting error functions are characterized as the unique solutions to an optimality system that is reformulated as a boundary value problem. With this formulation, reliable pointwise error estimates can be generated utilizing well-established techniques of defect control. A novel algorithm based on defect correction and defect control is presented that generates pointwise approximations to the global error of numerical optimal control solutions on a uniform grid. It is proven and numerically validated that this algorithm can generate pointwise estimates that approximate the true global error with a prescribed accuracy.

Computing the recession cone of a convex upper image via convex projection

AbstractIt is possible to solve unbounded convex vector optimization problems (CVOPs) in two phases: (1) computing or approximating the recession cone of the upper image and (2) solving the equivalent bounded CVOP where the ordering cone is extended based on the first phase. In this paper, we consider unbounded CVOPs and propose an alternative solution methodology to compute or approximate the recession cone of the upper image. In particular, we relate the dual of the recession cone with the Lagrange dual of weighted sum scalarization problems whenever the dual problem can be written explicitly. Computing this set requires solving a convex (or polyhedral) projection problem. We show that this methodology can be applied to semidefinite, quadratic, and linear vector optimization problems and provide some numerical examples.

Transformation of Elliptic Curve Discrete Logarithm Problem to QUBO Using Direct Method in Quantum Annealing Applications

This paper investigates how to reduce the elliptic curve discrete logarithm problem over prime fields to the quadratic unconstrained binary optimization (QUBO) problem in order to obtain as few logical qubits as possible. In the best case scenario, if n is the bitlength of a characteristic of prime field Fp, approximately 3n³ logical qubits are required for such a reduction in the Edwards curve case. We present a practical attack on an elliptic curve discrete logarithm problem over the 3-bit prime field F7 for an elliptic curve with the subgroup of order 8. We solved this problem using the D-Wave Advantage QPU. To the best of the authors' knowledge, no one has made, so far, a practical attack on the elliptic curve discrete logarithm over a prime field using the direct quantum method.

The Meaning and Accuracy of the Improving Functions in the Solution of the CBQR by Krotov’s Method

A new solution to the continuous-time bilinear quadratic regulator optimal control problem (CBQR) was recently developed using Krotov’s Method. This paper provides two theoretical results related to the properties of that solution. The first discusses the equivalent representation of the cost-to-go performance index. The second one breaks down this equivalence into smaller identities referencing the components of the performance index. The paper shows how these results can be used to verify the numerical accuracy of the computed solution. Additionally, the meaning of the improving function and the equivalent representation, which are the main elements in the discussed CBQR’s solution, are explained according to the derived notions. A numerical example of structural control application exemplifies the significance of these results and how they can be applied to a specific CBQR problem.

Quantum annealing-based computed tomography using variational approach for a real-number image reconstruction

Objective. Despite recent advancements in quantum computing, the limited number of available qubits has hindered progress in CT reconstruction. This study investigates the feasibility of utilizing quantum annealing-based computed tomography (QACT) with current quantum bit levels. Approach. The QACT algorithm aims to precisely solve quadratic unconstrained binary optimization problems. Furthermore, a novel approach is proposed to reconstruct images by approximating real numbers using the variational method. This approach allows for accurate CT image reconstruction using a small number of qubits. The study examines the impact of projection data quantity and noise on various image sizes ranging from 4 × 4 to 24 × 24 pixels. The reconstructed results are compared against conventional reconstruction algorithms, namely maximum likelihood expectation maximization (MLEM) and filtered back projection (FBP). Main result. By employing the variational approach and utilizing two qubits for each pixel of the image, accurate reconstruction was achieved with an adequate number of projections. Under conditions of abundant projections and lower noise levels, the image quality in QACT algorithm outperformed that of MLEM and FBP algorithms. However, in situations with limited projection data and in the presence of noise, the image quality in QACT was inferior to that in MLEM. Significance. This study developed the QACT reconstruction algorithm using the variational approach for real-number reconstruction. Remarkably, only 2 qubits were required for each pixel representation, demonstrating their sufficiency for accurate reconstruction.

Unique Identification of Stiffness Parameters in Hyperelastic Models for Anisotropic, Deformable, Thin Materials Based on a Single Experiment - A Feasibility Study Based on Virtual Full-Field Data

BackgroundCharacterizing material properties of thin sheets for design or manufacturing purposes is an essential concern in many engineering applications. This task is particularly challenging for materials with a pronounced anisotropic and nonlinear mechanical behavior.ObjectiveA hybrid, experimental-numerical approach for the characterization of the mechanical, nonlinear response of thin, anisotropic, deformable materials is proposed. In contrast to classical approaches where various biaxial tension tests are analyzed, the main goal here is the complete characterization based on one single experiment.MethodsThe proposed approach is based on a novel non-standard experimental setup which is on the one hand easy to install and use, and which on the other hand intentionally induces a strongly inhomogeneous strain field in the specimen capturing as many deformation modes and intensities as possible. The resulting displacement field can be measured using e.g., digital image correlation, and is then accessible to the parameter identification as full-field data. To allow for an efficient identification, an extended equilibrium gap method is presented, where unknown boundary force distributions applied in the experiment are computed iteratively. The approach’s feasibility is assessed through virtual full-field data obtained by numerical simulation of the proposed experimental setup using predefined parameter values and applying realistic noise. That way, a quantitative assessment of the method’s performance regarding two specifically chosen material models is enabled.ResultsProvided that the stiffness-related material parameters are indeed linear in the stress equations, a quadratic optimization problem can be constructed to allow for a unique identification of the parameter values. Analysis show that reference parameter values for calendered rubber as well as coated textile fabric can be identified, even when realistic noise is applied to the virtual test data.ConclusionBased on the presented investigations, the proposed method has been found to be feasible for the accurate identification of stiffness-related parameters of anisotropic, nonlinear thin sheets using a single experiment.

Quantum computer based feature selection in machine learning

AbstractThe problem of selecting an appropriate number of features in supervised learning problems is investigated. Starting with common methods in machine learning, the feature selection task is treated as a quadratic unconstrained optimisation problem (QUBO), which can be tackled with classical numerical methods as well as within a quantum computing framework. The different results in small problem instances are compared. According to the results of the authors’ study, whether the QUBO method outperforms other feature selection methods depends on the data set. In an extension to a larger data set with 27 features, the authors compare the convergence behaviour of the QUBO methods via quantum computing with classical stochastic optimisation methods. Due to persisting error rates, the classical stochastic optimisation methods are still superior.