Quantum Optimization Problems

Krentel [J. Comput. System. Sci., 36, pp.490--509] presented a framework for an NP optimization problem that searches an optimal value among exponentially-many outcomes of polynomial-time computations. This paper expands his framework to a quantum optimization problem using polynomial-time quantum computations and introduces the notion of an ``universal'' quantum optimization problem similar to a classical ``complete'' optimization problem. We exhibit a canonical quantum optimization problem that is universal for the class of polynomial-time quantum optimization problems. We show in a certain relativized world that all quantum optimization problems cannot be approximated closely by quantum polynomial-time computations. We also study the complexity of quantum optimization problems in connection to well-known complexity classes.Comment: date change

A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high degree, we develop a cutting-plane algorithm based on semidefinite programming. Our algorithm can solve problems that can not be handled by any of known polynomial optimization solvers.Multi-period portfolio optimization;Polynomial optimization problem;Constant rebalancing;Semidefinite programming;Mean-variance criterion

Applications of Bee Colony Optimization

Many computationally difficult problems are attacked using non-exact algorithms, such as approximation algorithms and heuristics. This thesis investigates an ex- ample of the latter, Bee Colony Optimization, on both an established optimization problem in the form of the Quadratic Assignment Problem and the FireFighting problem, which has not been studied before as an optimization problem. Bee Colony Optimization is a swarm intelligence algorithm, a paradigm that has increased in popularity in recent years, and many of these algorithms are based on natural pro- cesses. We tested the Bee Colony Optimization algorithm on the QAPLIB library of Quadratic Assignment Problem instances, which have either optimal or best known solutions readily available, and enabled us to compare the quality of solutions found by the algorithm. In addition, we implemented a couple of other well known algorithms for the Quadratic Assignment Problem and consequently we could analyse the runtime of our algorithm. We introduce the Bee Colony Optimization algorithm for the FireFighting problem. We also implement some greedy algorithms and an Ant Colony Optimization al- gorithm for the FireFighting problem, and compare the results obtained on some randomly generated instances. We conclude that Bee Colony Optimization finds good solutions for the Quadratic Assignment Problem, however further investigation on speedup methods is needed to improve its performance to that of other algorithms. In addition, Bee Colony Optimization is effective on small instances of the FireFighting problem, however as instance size increases the results worsen in comparison to the greedy algorithms, and more work is needed to improve the decisions made on these instances

Sharp interface limit for a phase field model in structural optimization

We formulate a general shape and topology optimization problem in structural optimization by using a phase field approach. This problem is considered in view of well-posedness and we derive optimality conditions. We relate the diffuse interface problem to a perimeter penalized sharp interface shape optimization problem in the sense of $\Gamma$-convergence of the reduced objective functional. Additionally, convergence of the equations of the first variation can be shown. The limit equations can also be derived directly from the problem in the sharp interface setting. Numerical computations demonstrate that the approach can be applied for complex structural optimization problems