1. Alleviating the quantum Big-$M$ problem
- Author
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Alessandroni, Edoardo, Ramos, Sergi, Roth, Ingo, Traversi, Emiliano, and Aolita, Leandro
- Subjects
Quantum Physics ,FOS: Physical sciences ,Quantum Physics (quant-ph) - Abstract
A major obstacle towards practical quantum optimizations is the reformulation of constrained problems as a quadratic unconstrained binary optimization (QUBO). Existing QUBO translators significantly over-estimate the weight $M$ of the penalization terms. This issue, known as the "Big-$M$" problem in classical optimization, becomes even more daunting for quantum solvers, since it affects the physical energy scale. We develop a theory of the quantum big-$M$ problem. We observe that finding the optimal $M$ is NP-hard and establish relevant upper bounds on the Hamiltonian spectral gap $\Delta$, formalizing the intuition that $\Delta=\mathcal{O}(M^{-1})$. Most importantly, we deliver a practical QUBO-reformulation algorithm based on the SDP relaxation. Numerical benchmarks show an impressive out-performance over previous methods. In particular, for portfolio optimization (PO) instances of up to 24 qubits, our algorithm gives values of $M$ ($\Delta$) orders of magnitude smaller (greater). Additionally, we experimentally solve 6-qubit PO instances with an approximately adiabatic algorithm on an IonQ device. There, we observe a remarkable advantage both in the probability of right solution and in the average solution quality. Our findings are relevant not only to current and near-term quantum but also quantum-inspired solvers.
- Published
- 2023