arXiv subjects

Christian Biefel

Publications and source records attributed to Christian Biefel.

6 recordsLinked to original sources

arXiv2026

Constraint Preserving XY-Mixers under Trotterized Adiabatic Evolution

Constraint handling is a central challenge for quantum algorithms applied to combinatorial optimization. Standard penalty-based approaches increase problem size, distort energy landscapes, and often degrade performance. Constraint-preserving mixers, such as XY-mixers, restrict quantum evolution to feasible subspaces, but their implementation on gate-based hardware requires Trotterization, which introduces approximation errors. In this work, we systematically investigate the interplay between constraint-preserving XY-mixers and Trotterized Adiabatic Evolution (TAE). We present a theoretical analyses of the origin and scaling of Trotter errors in XY-mixers and show that the dominant contribution depends on the size and structure of individual constraints rather than on the total problem size. Our findings are validated through extensive numerical simulations on three representative problems: Portfolio Optimization, the Multi-Car Paint Shop problem, and a Multi-Commodity Flow problem. For problems with a single global equality constraint spanning all variables, Trotter errors significantly impair XY-mixer performance, making standard Pauli-X mixers more robust under realistic implementations. In contrast, for problems whose constraints decompose into multiple disjoint local blocks, XY-mixers outperform X-mixers by several orders of magnitude even under Trotterized evolution. These results identify constraint locality as the key criterion for the effective use of XY-mixers and demonstrate that TAE combined with structure-aware mixer design provides a robust and theoretically grounded alternative to variational quantum optimization methods. We further present a dedicated mixer Hamiltonian for TSP-like 2-way-1-hot constraints.

quant-ph↗

arXiv2023

On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems

We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an adjustable robust solution of a given linear complementarity problem is equivalent to solving a properly chosen mixed-integer linear feasibility problem.

math.OC↗

arXiv2022

Pareto Robust optimization on Euclidean vector spaces

Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis in [9]. We generalize their approach and theoretical results to robust optimization problems in Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this approach in an exemplary manner in the area of robust semidefinite programming (SDP). In particular, we prove that computing a Pareto robustly optimal solution for a robust SDP is tractable and illustrate the benefit of such solutions at the example of the maximal eigenvalue problem. Furthermore, we modify the famous algorithm of Goemans and Williamson [8] in order to compute cuts for the robust max-cut problem that yield an improved approximation guarantee in non-worst-case scenarios.

math.OC↗

arXiv2022

Robust static and dynamic maximum flows

We study the robust maximum flow problem and the robust maximum flow over time problem where a given number of arcs $Γ$ may fail or may be delayed. Two prominent models have been introduced for these problems: either one assigns flow to arcs fulfilling weak flow conservation in any scenario, or one assigns flow to paths where an arc failure or delay affects a whole path. We provide a unifying framework by presenting novel general models, in which we assign flow to subpaths. These models contain the known models as special cases and unify their advantages in order to obtain less conservative robust solutions. We give a thorough analysis with respect to complexity of the general models. In particular, we show that the general models are essentially NP-hard, whereas, e.g. in the static case with $Γ= 1$ an optimal solution can be computed in polynomial time. Further, we answer the open question about the complexity of the dynamic path model for $Γ= 1$. We also compare the solution quality of the different models. In detail, we show that the general models have better robust optimal values than the known models and we prove bounds on these gaps.

math.OC↗

arXiv2022

Robust Market Equilibria under Uncertain Cost

This work studies equilibrium problems under uncertainty where firms maximize their profits in a robust way when selling their output. Robust optimization plays an increasingly important role when best guaranteed objective values are to be determined, independently of the specific distributional assumptions regarding uncertainty. In particular, solutions are to be determined that are feasible regardless of how the uncertainty manifests itself within some predefined uncertainty set. Our mathematical analysis adopts the robust optimization perspective in the context of equilibrium problems. First, we present structural insights for a single-stage, nonadjustable robust setting. We then go one step further and study the more complex two-stage or adjustable case where a part of the variables can adjust to the realization of the uncertainty. We compare equilibrium outcomes with the corresponding centralized robust optimization problem where thesum of all profits are maximized. As we find, the market equilibrium for the perfectly competitive firms differs from the solution of the robust central planner, which is in stark contrast to classical results regarding the efficiency of market equilibria with perfectly competitive firms. For the different scenarios considered, we furthermore are able to determine the resulting price of anarchy. In the case of non-adjustable robustness, for fixed demand in every time step the price of anarchy is bounded whereas it is unbounded if the buyers are modeled by elastic demand functions. For the two-stage adjustable setting, we show how to compute subsidies for the firms that lead to robust welfareoptimal equilibria.

math.OC↗

arXiv2021

Affinely Adjustable Robust Linear Complementarity Problems

Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics like game theory, optimization, and matrix theory. Despite their close relation to optimization, the protection of LCPs against uncertainties -- especially in the sense of robust optimization -- is still in its infancy. During the last years, robust LCPs have only been studied using the notions of strict and $Γ$-robustness. Unfortunately, both concepts lead to the problem that the existence of robust solutions cannot be guaranteed. In this paper, we consider affinely adjustable robust LCPs. In the latter, a part of the LCP solution is allowed to adjust via a function that is affine in the uncertainty. We show that this notion of robustness allows to establish strong characterizations of solutions for the cases of uncertain matrix and vector, separately, from which existence results can be derived. Our main results are valid for the case of an uncertain LCP vector. Here, we additionally provide sufficient conditions on the LCP matrix for the uniqueness of a solution. Moreover, based on characterizations of the affinely adjustable robust solutions, we derive a mixed-integer programming formulation that allows to solve the corresponding robust counterpart. If, in addition, the certain LCP matrix is positive semidefinite, we prove polynomial-time solvability and uniqueness of robust solutions. If the LCP matrix is uncertain, characterizations of solutions are developed for every nominal matrix, i.e., these characterizations are, in particular, independent of the definiteness of the nominal matrix. Robust solutions are also shown to be unique for positive definite LCP matrix but both uniqueness and mixed-integer programming formulations still remain open problems if the nominal LCP matrix is not psd.

math.OC↗