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Reverse annealing is a relatively new variant of quantum annealing, in which one starts from a classical state and increases and then decreases the amplitude of the transverse field, in the hope of finding a better classical state than the…

Quantum Physics · Physics 2019-11-27 Yu Yamashiro , Masaki Ohkuwa , Hidetoshi Nishimori , Daniel A. Lidar

In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…

Computational Finance · Quantitative Finance 2024-07-29 Devang Sinha , Siddhartha P. Chakrabarty

Simulated Quantum Annealing (SQA), that is emulating a Quantum Annealing (QA) dynamics on a classical computer by a Quantum Monte Carlo whose parameters are changed during the simulation, is a well established computational strategy to cope…

Quantum Physics · Physics 2019-02-06 Glen Bigan Mbeng , Lorenzo Privitera , Luca Arceci , Giuseppe E. Santoro

We present a new approach to study the thermodynamic properties of $d$-dimensional classical systems by reducing the problem to the computation of ground state properties of a $d$-dimensional quantum model. This classical-to-quantum mapping…

Quantum Physics · Physics 2009-11-13 Rolando D. Somma , Cristian D. Batista , Gerardo Ortiz

The classical Method of Successive Approximations (MSA) is an iterative method for solving stochastic control problems and is derived from Pontryagin's optimality principle. It is known that the MSA may fail to converge. Using careful…

Optimization and Control · Mathematics 2020-11-18 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch

Quantum Annealing (QA) uses quantum fluctuations to search for a global minimum of an optimization-type problem faster than classical computers. To meet the demand for future internet traffic and mitigate the spectrum scarcity, this work…

Information Theory · Computer Science 2023-01-11 Eldar Gabdulsattarov , Khaled Rabie , Xingwang Li , Galymzhan Nauryzbayev

The task of Multiple Sequence Alignment (MSA) is a constrained combinatorial optimization problem that is generally considered a complex computational problem. In this paper, we first present a binary encoding of MSA and devise a…

We explore the applicability of quantum annealing to the approximation task of curve fitting. To this end, we consider a function that shall approximate a given set of data points and is written as a finite linear combination of…

Optimization and Control · Mathematics 2026-02-27 Philipp Isserstedt , Daniel Jaroszewski , Wolfgang Mergenthaler , Felix Paul , Bastian Harrach

Quantum annealing is an innovative idea and method for avoiding the increase of the calculation cost of the combinatorial optimization problem. Since the combinatorial optimization problems are ubiquitous, quantum annealing machine with…

Statistical Mechanics · Physics 2020-01-13 Shohei Watabe , Yuya Seki , Shiro Kawabata

Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…

Optimization and Control · Mathematics 2016-11-03 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak

The D-Wave quantum annealer has emerged as a novel computational architecture that is attracting significant interest, but there have been only a few practical algorithms exploiting the power of quantum annealers. Here we present a model…

Mesoscale and Nanoscale Physics · Physics 2020-02-05 Daisuke Inoue , Hiroaki Yoshida

The adiabatic theorem provides sufficient conditions for the time needed to prepare a target ground state. While it is possible to prepare a target state much faster with more general quantum annealing protocols, rigorous results beyond the…

Quantum Physics · Physics 2023-11-28 Luis Pedro García-Pintos , Lucas T. Brady , Jacob Bringewatt , Yi-Kai Liu

Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…

Statistical Mechanics · Physics 2024-05-13 Amin Barzegar , Firas Hamze , Christopher Amey , Jonathan Machta

This study combines simulated annealing with delta evaluation to solve the joint stratification and sample allocation problem. In this problem, atomic strata are partitioned into mutually exclusive and collectively exhaustive strata. Each…

Artificial Intelligence · Computer Science 2021-11-23 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

Quantum computers use quantum resources to carry out computational tasks and may outperform classical computers in solving certain computational problems. Special-purpose quantum computers such as quantum annealers employ quantum adiabatic…

Other Statistics · Statistics 2021-01-19 Xinyu Song , Yazhen Wang , Shang Wu , Donggyu Kim

The floorplanning of Systems-on-a-Chip (SoCs) and of chip sub-systems is a crucial step in the physical design flow as it determines the optimal shapes and locations of the blocks that make up the system. Simulated Annealing (SA) has been…

Other Computer Science · Computer Science 2024-08-05 Hesham Mostafa , Uday Mallappa , Mikhail Galkin , Mariano Phielipp , Somdeb Majumdar

This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems. In particular, the recursions we study use either the exponential map of the…

Machine Learning · Statistics 2021-05-20 Alain Durmus , Pablo Jiménez , Éric Moulines , Salem Said , Hoi-To Wai

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

We introduce quantum fluctuations into the simulated annealing process of optimization problems, aiming at faster convergence to the optimal state. The idea is tested by the two models, the transverse Ising model and the traveling salesman…

Quantum Physics · Physics 2007-05-23 Tadashi Kadowaki