1
|
Alcazar J, Ghazi Vakili M, Kalayci CB, Perdomo-Ortiz A. Enhancing combinatorial optimization with classical and quantum generative models. Nat Commun 2024; 15:2761. [PMID: 38553469 PMCID: PMC10980691 DOI: 10.1038/s41467-024-46959-5] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Abstract] [Key Words] [Track Full Text] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/14/2021] [Accepted: 03/15/2024] [Indexed: 04/02/2024] Open
Abstract
Devising an efficient exploration of the search space is one of the key challenges in the design of combinatorial optimization algorithms. Here, we introduce the Generator-Enhanced Optimization (GEO) strategy: a framework that leverages any generative model (classical, quantum, or quantum-inspired) to solve optimization problems. We focus on a quantum-inspired version of GEO relying on tensor-network Born machines, and referred to hereafter as TN-GEO. To illustrate our results, we run these benchmarks in the context of the canonical cardinality-constrained portfolio optimization problem by constructing instances from the S&P 500 and several other financial stock indexes, and demonstrate how the generalization capabilities of these quantum-inspired generative models can provide real value in the context of an industrial application. We also comprehensively compare state-of-the-art algorithms and show that TN-GEO is among the best; a remarkable outcome given the solvers used in the comparison have been fine-tuned for decades in this real-world industrial application. Also, a promising step toward a practical advantage with quantum-inspired models and, subsequently, with quantum generative models.
Collapse
Affiliation(s)
- Javier Alcazar
- Zapata Computing Canada Inc., 25 Adelaide St E, Suite 1500, Toronto, ON, M5C 3A1, Canada
- Acadian Asset Management LLC, 24 King William St, London, EC4R 9AT, England
| | - Mohammad Ghazi Vakili
- Zapata Computing Canada Inc., 25 Adelaide St E, Suite 1500, Toronto, ON, M5C 3A1, Canada
- Department of Chemistry, University of Toronto, Toronto, ON, M5G 1Z8, Canada
- Department of Computer Science, University of Toronto, Toronto, ON, M5S 2E4, Canada
| | - Can B Kalayci
- Zapata Computing Canada Inc., 25 Adelaide St E, Suite 1500, Toronto, ON, M5C 3A1, Canada
- Department of Industrial Engineering, Pamukkale University, Kinikli Campus, 20160, Denizli, Turkey
| | | |
Collapse
|
2
|
Collotta M, Ferrero R, Giusto E, Ghazi Vakili M, Grecuccio J, Kong X, You I. A fuzzy control system for energy‐efficient wireless devices in the Internet of vehicles. INT J INTELL SYST 2021. [DOI: 10.1002/int.22353] [Citation(s) in RCA: 7] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/11/2022]
Affiliation(s)
- Mario Collotta
- Computer Engineering and Networks Laboratory, Faculty of Engineering and Architecture Università degli Studi di Enna, Kore Enna Italy
| | - Renato Ferrero
- Dipartimento di Automatica e Informatica Politecnico di Torino Turin Italy
| | - Edoardo Giusto
- Dipartimento di Automatica e Informatica Politecnico di Torino Turin Italy
| | | | - Jacopo Grecuccio
- Dipartimento di Automatica e Informatica Politecnico di Torino Turin Italy
| | - Xiangjie Kong
- College of Computer Science and Technology Zhejiang University of Technology Hangzhou China
| | - Ilsun You
- Department of Information Security Engineering Soonchunhyang University Asan‐si Choongchungnam‐do Korea
| |
Collapse
|