Warm-starting quantum optimization

There is an increasing interest in quantum algorithms for problems of integer programming and combinatorial optimization. Classical solvers for such problems employ relaxations, which replace binary variables with continuous ones, for instance in the form of higher-dimensional matrix-valued problems...

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Bibliographic Details
Published in:arXiv.org
Main Authors: Egger, Daniel J, Marecek, Jakub, Woerner, Stefan
Format: Paper
Language:English
Published: Ithaca Cornell University Library, arXiv.org 16.06.2021
Subjects:
Algorithms
Combinatorial analysis
Continuity (mathematics)
Games
Mathematical analysis
Matrix methods
Optimization
Polynomials
Rounding
Semidefinite programming
Solvers
ISSN:2331-8422
Online Access:Get full text
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Summary:There is an increasing interest in quantum algorithms for problems of integer programming and combinatorial optimization. Classical solvers for such problems employ relaxations, which replace binary variables with continuous ones, for instance in the form of higher-dimensional matrix-valued problems (semidefinite programming). Under the Unique Games Conjecture, these relaxations often provide the best performance ratios available classically in polynomial time. Here, we discuss how to warm-start quantum optimization with an initial state corresponding to the solution of a relaxation of a combinatorial optimization problem and how to analyze properties of the associated quantum algorithms. In particular, this allows the quantum algorithm to inherit the performance guarantees of the classical algorithm. We illustrate this in the context of portfolio optimization, where our results indicate that warm-starting the Quantum Approximate Optimization Algorithm (QAOA) is particularly beneficial at low depth. Likewise, Recursive QAOA for MAXCUT problems shows a systematic increase in the size of the obtained cut for fully connected graphs with random weights, when Goemans-Williamson randomized rounding is utilized in a warm start. It is straightforward to apply the same ideas to other randomized-rounding schemes and optimization problems.
Bibliography:SourceType-Working Papers-1
ObjectType-Working Paper/Pre-Print-1
content type line 50
ISSN:2331-8422
DOI:10.48550/arxiv.2009.10095