Quadratic Optimization Problem Research Articles

Rydberg‐Atom Graphs for Quadratic Unconstrained Binary Optimization Problems

AbstractThere is a growing interest in harnessing the potential of the Rydberg‐atom system to address complex combinatorial optimization challenges. Here an experimental demonstration of how the quadratic unconstrained binary optimization (QUBO) problem can be effectively addressed using Rydberg‐atom graphs is presented. The Rydberg‐atom graphs are configurations of neutral atoms organized into mathematical graphs, facilitated by programmable optical tweezers, and designed to exhibit many‐body ground states that correspond to the maximum independent set (MIS) of their respective graphs. Four elementary Rydberg‐atom subgraph components are developed, not only to eliminate the need of local control but also to be robust against interatomic distance errors, while serving as the building blocks sufficient for formulating generic QUBO graphs. To validate the feasibility of the approach, a series of Rydberg‐atom experiments selected to demonstrate proof‐of‐concept operations of these building blocks are conducted. These experiments illustrate how these components can be used to programmatically encode the QUBO problems to Rydberg‐atom graphs and, by measuring their many‐body ground states, how their QUBO solutions are determined subsequently.

Integrating quantum and classical computing for multi-energy system optimization using Benders decomposition

During recent years, quantum computers have received increasing attention, primarily due to their ability to significantly increase computational performance for specific problems. Computational performance could be improved for mathematical optimization by quantum annealers. This special type of quantum computer can solve quadratic unconstrained binary optimization problems. However, multi-energy systems optimization commonly involves integer and continuous decision variables. Due to their mixed-integer problem structure, quantum annealers cannot be directly used for multi-energy system optimization.To solve multi-energy system optimization problems, we present a hybrid Benders decomposition approach combining optimization on quantum and classical computers. In our approach, the quantum computer solves the master problem, which involves only the integer variables from the original energy system optimization problem. The subproblem includes the continuous variables and is solved by a classical computer. For better performance, we apply improvement techniques to the Benders decomposition. We test the approach on a case study to design a cost-optimal multi-energy system. While we provide a proof of concept that our Benders decomposition approach is applicable for the design of multi-energy systems, the computational time is still higher than for approaches using classical computers only. We therefore estimate the potential improvement of our approach to be expected for larger and fault-tolerant quantum computers.

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ \epsilon -approximate inverse Cholesky factors of the kernel matrices with complexity O ( N log d ⁡ ( N / ϵ ) ) O(N\log ^d(N/\epsilon )) in space and O ( N log 2 d ⁡ ( N / ϵ ) ) O(N\log ^{2d}(N/\epsilon )) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

Optimization of robot manipulator configuration calibration by using Zhang neural network for repetitive motion

High precision and low complexity control algorithm plays an important role in the developing of the end-effector instrumentation of different robot manipulators. In order to reduce the kinetic energy and the high-speed drift phenomenon of the repetitive motion tracking task, the robot manipulator needs to calibrate its configuration. In this paper, we formulate the configuration calibration of the robot manipulator for the repetitive motion task as a future quadratic programming optimization problem constrained with equality constraints, which is also regarded as a fundamental problem in artificial intelligence and modern control engineering. Zhang neural network, which is a canonical method, can be adopted to deal with the continuous form of the future optimization problem, named as temporally dependent quadratic programming problem with equality constraints. In order to overcome the issue of temporally dependent inverse computing, a novel Zhang neural network model and its uncertain disturbance tolerant model, which are termed as filtered reciprocal-kind Zhang neural network model and uncertain disturbance tolerant filtered reciprocal-kind Zhang neural network model, respectively, are proposed by integrating the energy-type cost function and Zhang neural network design formula for solving the temporally dependent quadratic programming problem with equality constraints in this paper. Based on the Euler discrete formula and the models, the discrete filtered reciprocal-kind Zhang neural network and the discrete uncertain disturbance tolerant filtered reciprocal-kind Zhang neural network algorithms are proposed for solving the future quadratic programming problem with equality constraints and the robot manipulator configuration calibration problem of repetitive motion. The convergence properties of the reciprocal-kind Zhang neural network model and its corresponding uncertain disturbance tolerant model are obtained by Lyapunov stability theory of nonlinear system and its corresponding perturbed system, while the convergence property of the filtered reciprocal-kind Zhang neural network model is analyzed by the limit thinking. For the repetitive motion task, three experiments for solving the configuration calibration problem of PUMA560, Kinova Jaco2, and Franka Emika Panda robot manipulators are performed to illustrate the effectiveness, robustness and superiority of our proposed discrete filtered reciprocal-kind Zhang neural network algorithms.

ILP-based resource optimization realized by quantum annealing for optical wide-area communication networks—A framework for solving combinatorial problems of a real-world application by quantum annealing

Resource allocation of wide-area internet networks is inherently a combinatorial optimization problem that if solved quickly, could provide near real-time adaptive control of internet-protocol traffic ensuring increased network efficacy and robustness, while minimizing energy requirements coming from power-hungry transceivers. In recent works we demonstrated how such a problem could be cast as a quadratic unconstrained binary optimization (QUBO) problem that can be embedded onto the D-Wave Advantage™ quantum annealer system, demonstrating proof of principle. Our initial studies left open the possibility for improvement of D-Wave solutions via judicious choices of system run parameters. Here we report on our investigations for optimizing these system parameters, and how we incorporate machine learning (ML) techniques to further improve on the quality of solutions. In particular, we use the Hamming distance to investigate correlations between various system-run parameters and solution vectors. We then apply a decision tree neural network (NN) to learn these correlations, with the goal of using the neural network to provide further guesses to solution vectors. We successfully implement this NN in a simple integer linear programming (ILP) example, demonstrating how the NN can fully map out the solution space that was not captured by D-Wave. We find, however, for the 3-node network problem the NN is not able to enhance the quality of space of solutions.

Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the Related Hamiltonian Systems

Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the Related Hamiltonian Systems

Linear quadratic optimal control problems of infinite‐dimensional mean‐field type with jumps

AbstractIn this paper, we formulate and investigate a framework for the theory of the linear quadratic optimal control problem (LQ problem) for infinite‐dimensional mean‐field stochastic evolution systems with jumps. We ensure the well‐posedness of the investigated problems by establishing the existence, uniqueness, and a priori estimates for mild solutions to general infinite‐dimensional mean‐field forward stochastic evolution equations (MF‐SEE) and mean‐field backward stochastic evolution equations (MF‐BSEE) with jumps. Leveraging the Yosida approximation theory, we establish a dual theory between MF‐SEE and MF‐BSEE with jumps, overcoming the challenge posed by the inapplicability of Itô's formula in the context of mild solutions. Our main results regarding the existence and uniqueness of the optimal control, along with corresponding dual characterizations and state feedback representations, are obtained through convex analysis techniques, our established dual theory, and decoupling methods.

Enhancing Single-Frame Supervision for Better Temporal Action Localization.

Temporal action localization aims to identify the boundaries and categories of actions in videos, such as scoring a goal in a football match. Single-frame supervision has emerged as a labor-efficient way to train action localizers as it requires only one annotated frame per action. However, it often suffers from poor performance due to the lack of precise boundary annotations. To address this issue, we propose a visual analysis method that aligns similar actions and then propagates a few user-provided annotations (e.g., boundaries, category labels) to similar actions via the generated alignments. Our method models the alignment between actions as a heaviest path problem and the annotation propagation as a quadratic optimization problem. As the automatically generated alignments may not accurately match the associated actions and could produce inaccurate localization results, we develop a storyline visualization to explain the localization results of actions and their alignments. This visualization facilitates users in correcting wrong localization results and misalignments. The corrections are then used to improve the localization results of other actions. The effectiveness of our method in improving localization performance is demonstrated through quantitative evaluation and a case study.

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.

Optimisation of spatiotemporal context-constrained full-view area coverage deployment in camera sensor networks via quantum annealing

Full-view coverage of a space area with a camera sensor network (CSN) is key to monitoring tasks like security monitoring. Unlike traditional CSN challenges that focus on mere target detection, the full-view area coverage problem (FVACP) demands recognition of targets irrespective of their locations or orientations. However, prior approaches often neglect real-world spatiotemporal context constraints like buildings and pedestrian dynamics, leading to inefficient CSN deployment. Moreover, FVACP’s complexity, being an NP-hard issue, underscores the need for effective optimisation strategies. Recently, quantum annealing (QA) has emerged as a promising solution, which potentially outperforms classical computing in optimisation tasks. Therefore, this study proposes a QA-based FVACP optimisation framework. It addresses spatial constraints by optimising candidate deployment points and tackles temporal constraints by optimising sensor orientations. These optimisation tasks are converted into quadratic unconstrained binary optimisation problems, which are suitable for QA techniques and benchmarking against classical methods. The effectiveness of the framework is validated through facial recognition-oriented experiments. Results demonstrate not only efficient CSN deployment with larger benefits and fewer cameras but also confirm the superiority of QA over classical computing given that it delivers approximate optimum outcomes across various scenarios. Consequently, CSN monitoring capabilities in real-world applications can be enhanced.

Solving QUBO problems with cP systems

P 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.