Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and
Tree-Search Algorithms
- URL: http://arxiv.org/abs/2210.03210v1
- Date: Thu, 6 Oct 2022 21:08:46 GMT
- Title: Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and
Tree-Search Algorithms
- Authors: Shouvanik Chakrabarti, Pierre Minssen, Romina Yalovetzky, Marco
Pistoia
- Abstract summary: Mixed Programs (MIPs) model many optimization problems of interest in Computer Science, Operations Research, and Financial Engineering.
Branch-and-Cut algorithms, which combine Branch-and-Bound logic with cutting-plane routines, are at the core of modern MIP solvers.
We propose a quantum algorithm, Incremental-Quantum-Branch-and-Bound, with universal near-quadratic speedup over classical Branch-and-Bound algorithms for every input.
- Score: 13.152347996965297
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Mixed Integer Programs (MIPs) model many optimization problems of interest in
Computer Science, Operations Research, and Financial Engineering. Solving MIPs
is NP-Hard in general, but several solvers have found success in obtaining
near-optimal solutions for problems of intermediate size. Branch-and-Cut
algorithms, which combine Branch-and-Bound logic with cutting-plane routines,
are at the core of modern MIP solvers. Montanaro proposed a quantum algorithm
with a near-quadratic speedup compared to classical Branch-and-Bound algorithms
in the worst case, when every optimal solution is desired. In practice,
however, a near-optimal solution is satisfactory, and by leveraging tree-search
heuristics to search only a portion of the solution tree, classical algorithms
can perform much better than the worst-case guarantee. In this paper, we
propose a quantum algorithm, Incremental-Quantum-Branch-and-Bound, with
universal near-quadratic speedup over classical Branch-and-Bound algorithms for
every input, i.e., if classical Branch-and-Bound has complexity $Q$ on an
instance that leads to solution depth $d$, Incremental-Quantum-Branch-and-Bound
offers the same guarantees with a complexity of $\tilde{O}(\sqrt{Q}d)$. Our
results are valid for a wide variety of search heuristics, including
depth-based, cost-based, and $A^{\ast}$ heuristics. Universal speedups are also
obtained for Branch-and-Cut as well as heuristic tree search. Our algorithms
are directly comparable to commercial MIP solvers, and guarantee near quadratic
speedup whenever $Q \gg d$. We use numerical simulation to verify that $Q \gg
d$ for typical instances of the Sherrington-Kirkpatrick model, Maximum
Independent Set, and Portfolio Optimization; as well as to extrapolate the
dependence of $Q$ on input size parameters. This allows us to project the
typical performance of our quantum algorithms for these important problems.
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