Discrete Nonlinear Optimization: Modeling and Solutions via Novel Hardware and Decomposition Algorithms

By David E. Bernal Neira

Purdue University

Published on

Abstract

Optimization problems arise in different areas of Logistics, Manufacturing, Process Systems Engineering (PSE), and Energy Systems Engineering, and solving these problems efficiently is essential for addressing important industrial applications.

Quantum computers have the potential to efficiently solve challenging nonlinear and combinatorial problems. However, available quantum computers cannot efficiently address practical problems; they are limited to small sizes and do not handle constraints well. In this talk and tutorial, we present the modeling strategy of problems as Mixed-Integer Nonlinear Programs (MINLP), explain some of the approaches that quantum computers use to solve Quadratic Unconstrained Binary Optimization (QUBO) problems, and propose hybrid classical-quantum algorithms to solve a class of MINLP, mixed-binary quadratically constrained programs (MIQCP) and apply decomposition strategies to break them down into QUBO subproblems that can be solved by quantum computers. This approach is based on a copositve optimization reformulation of the optimization problems, integrated within a cutting plane algorithm. The overall algorithm provides optimality convergence guarantees, yet it is robust to suboptimal solutions of the QUBO problems, which are usually provided by the hardware-based approaches (e.g., Quantum Annealing) to QUBO (arXiv:2207.13630).

We will also cover different approaches to formulating and solving Quadratic Unconstrained Binary Optimization (QUBO) problems through unconventional computation methods, including but not limited to Quantum algorithms, and discuss how these approaches lead to algorithms able to outperform classical solution approaches.

Bio

David E. Bernal Neira David E. Bernal Neira is an Assistant Professor at the Davidson School of Chemical Engineering and a visiting Scientists in quantum computing at the Quantum Artificial Intelligence Laboratory at NASA and the Research Institute of Advanced Computer Science (RIACS) of the Universities Space Research Association (USRA). He works in theory, algorithms, and software for nonlinear discrete optimization and its applications to Process Systems Engineering. He also complemented such algorithm development by studying the usage of quantum algorithms got nonlinear combinatorial optimization. He developed and co-taught the course on Quantum Integer Programming and Machine Learning, which has already been taught for four years at Carnegie Mellon University (where he is the Adjunct Professor in Operations Management and Quantum Computing at the Tepper School of Business) and replicated in several institutes worldwide.

David currently works on developing and benchmarking quantum and Physics-inspired methods for optimization and chemistry.

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Cite this work

Researchers should cite this work as follows:

  • David E. Bernal Neira (2024), "Discrete Nonlinear Optimization: Modeling and Solutions via Novel Hardware and Decomposition Algorithms," https://nanohub.org/resources/38538.

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Time

Location

Physics 242, Purdue University, West Lafayette, IN

Tags

Discrete Nonlinear Optimization: Modeling and Solutions via Novel Hardware and Decomposition Algorithms
  • Quantum and Quantum-Inspired Methods for Optimization 1. Quantum and Quantum-Inspired M… 0
    00:00/00:00
  • About Myself 2. About Myself 12.178845512178846
    00:00/00:00
  • SEQUOIA 3. SEQUOIA 49.315982649315984
    00:00/00:00
  • How does this relate to Chemical Engineering? 4. How does this relate to Chemic… 74.574574574574584
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  • Optimization via a systematic view of the world 5. Optimization via a systematic … 163.16316316316318
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  • Modeling the real world 6. Modeling the real world 262.86286286286287
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  • Modeling the real world 7. Modeling the real world 363.12979646312982
    00:00/00:00
  • How hard can solving these problems be? 8. How hard can solving these pro… 453.88722055388723
    00:00/00:00
  • Classical Research – Contributions in MINLP 9. Classical Research – Contrib… 674.77477477477476
    00:00/00:00
  • Applications Research – Process Systems Engineering 10. Applications Research – Proc… 847.68101434768107
    00:00/00:00
  • Hybrid Quantum Classical Research – Optimization 11. Hybrid Quantum Classical Resea… 896.19619619619618
    00:00/00:00
  • Hybrid Quantum Classical Research – Optimization 12. Hybrid Quantum Classical Resea… 1204.270937604271
    00:00/00:00
  • 13. "Future" research 1286.5532198865533
    00:00/00:00
  • What is an Ising problem? Why is it relevant here? 14. What is an Ising problem? Why … 1334.9683016349684
    00:00/00:00
  • Solving an Ising problem, what is? How to do it? 15. Solving an Ising problem, what… 1574.9082415749083
    00:00/00:00
  • Quantum Optimization for discrete optimization 16. Quantum Optimization for discr… 1785.0183516850184
    00:00/00:00
  • Quantum Optimization for discrete optimization 17. Quantum Optimization for discr… 1994.627961294628
    00:00/00:00
  • Solving ISING/WUBOs via Quantum Computing 18. Solving ISING/WUBOs via Quantu… 2249.7163830497166
    00:00/00:00
  • Where do these Ising come from? 19. Where do these Ising come from… 2457.8244911578245
    00:00/00:00
  • QUBO.jl: A Julia Ecosystem fo rIsing and QUBO optimization 20. QUBO.jl: A Julia Ecosystem fo … 2668.4684684684685
    00:00/00:00
  • What do our Julia packages do? 21. What do our Julia packages do? 2690.0233566900233
    00:00/00:00
  • QiskitOpt.jl 22. QiskitOpt.jl 2746.8468468468468
    00:00/00:00
  • QiskitOpt.jl 23. QiskitOpt.jl 2752.7861194527864
    00:00/00:00
  • How do our Julia packages perform? 24. How do our Julia packages perf… 2791.9919919919921
    00:00/00:00
  • Copositive Optimization for mixed-binary quadratic optimization via Ising solvers 25. Copositive Optimization for mi… 2845.578912245579
    00:00/00:00
  • How to integrate Ising solvers for discreate nonlinear optimization to global optimality? 26. How to integrate Ising solvers… 2883.9839839839842
    00:00/00:00
  • How does this perform? 27. How does this perform? 2954.4878211544878
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  • Who want to use our method 28. Who want to use our method 3127.1271271271271
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  • 29. "Future" research 3170.5705705705709
    00:00/00:00
  • How do I learn this? – Quantum Integer Programming 30. How do I learn this? – Quant… 3173.8738738738739
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  • Foreseeable future 31. Foreseeable future 3238.7053720387057
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