238 research outputs found
Quantum annealing for systems of polynomial equations
Numerous scientific and engineering applications require numerically solving
systems of equations. Classically solving a general set of polynomial equations
requires iterative solvers, while linear equations may be solved either by
direct matrix inversion or iteratively with judicious preconditioning. However,
the convergence of iterative algorithms is highly variable and depends, in
part, on the condition number. We present a direct method for solving general
systems of polynomial equations based on quantum annealing, and we validate
this method using a system of second-order polynomial equations solved on a
commercially available quantum annealer. We then demonstrate applications for
linear regression, and discuss in more detail the scaling behavior for general
systems of linear equations with respect to problem size, condition number, and
search precision. Finally, we define an iterative annealing process and
demonstrate its efficacy in solving a linear system to a tolerance of
.Comment: 11 pages, 4 figures. Added example for a system of quadratic
equations. Supporting code is available at
https://github.com/cchang5/quantum_poly_solver . This is a post-peer-review,
pre-copyedit version of an article published in Scientific Reports. The final
authenticated version is available online at:
https://www.nature.com/articles/s41598-019-46729-
Readiness of Quantum Optimization Machines for Industrial Applications
There have been multiple attempts to demonstrate that quantum annealing and,
in particular, quantum annealing on quantum annealing machines, has the
potential to outperform current classical optimization algorithms implemented
on CMOS technologies. The benchmarking of these devices has been controversial.
Initially, random spin-glass problems were used, however, these were quickly
shown to be not well suited to detect any quantum speedup. Subsequently,
benchmarking shifted to carefully crafted synthetic problems designed to
highlight the quantum nature of the hardware while (often) ensuring that
classical optimization techniques do not perform well on them. Even worse, to
date a true sign of improved scaling with the number of problem variables
remains elusive when compared to classical optimization techniques. Here, we
analyze the readiness of quantum annealing machines for real-world application
problems. These are typically not random and have an underlying structure that
is hard to capture in synthetic benchmarks, thus posing unexpected challenges
for optimization techniques, both classical and quantum alike. We present a
comprehensive computational scaling analysis of fault diagnosis in digital
circuits, considering architectures beyond D-wave quantum annealers. We find
that the instances generated from real data in multiplier circuits are harder
than other representative random spin-glass benchmarks with a comparable number
of variables. Although our results show that transverse-field quantum annealing
is outperformed by state-of-the-art classical optimization algorithms, these
benchmark instances are hard and small in the size of the input, therefore
representing the first industrial application ideally suited for testing
near-term quantum annealers and other quantum algorithmic strategies for
optimization problems.Comment: 22 pages, 12 figures. Content updated according to Phys. Rev. Applied
versio
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer
We solve a multi-period portfolio optimization problem using D-Wave Systems'
quantum annealer. We derive a formulation of the problem, discuss several
possible integer encoding schemes, and present numerical examples that show
high success rates. The formulation incorporates transaction costs (including
permanent and temporary market impact), and, significantly, the solution does
not require the inversion of a covariance matrix. The discrete multi-period
portfolio optimization problem we solve is significantly harder than the
continuous variable problem. We present insight into how results may be
improved using suitable software enhancements, and why current quantum
annealing technology limits the size of problem that can be successfully solved
today. The formulation presented is specifically designed to be scalable, with
the expectation that as quantum annealing technology improves, larger problems
will be solvable using the same techniques.Comment: 7 pages; expanded and update
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