Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and Tree-Search Algorithms

Shouvanik Chakrabarti, Pierre Minssen, Romina Yalovetzky and Marco Pistoia

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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.

Date: 2022-10
New Economics Papers: this item is included in nep-cmp
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