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Stuart M. Harwood

Publications and source records attributed to Stuart M. Harwood.

10 recordsLinked to original sources

Computing normalized Nash equilibria for generalized Nash games with nonconvex players

Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players possess convex structure are relatively mature, the same cannot be said when players optimize nonconvex objective functions over nonconvex feasible regions. Drawing inspiration from the notion of a normalized (or variational) Nash equilibrium, which is a more restrictive class of solutions to generalized Nash games, we extend the ideas of Harwood et al. ("Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming." Computational Optimization and Applications, 87(2):641-676, 2024) to develop an exact method that can find a normalized Nash equilibrium (NNE) of a problem, when such an NNE exists. By adapting the framework of Harwood et al., we are able to find NNE without any convexity assumptions. We demonstrate the effectiveness of our method on several nonconvex games.

math.OC

Adiabatic state preparation from general initial states

A variety of quantum computing algorithms exist for the preparation of approximate Hamiltonian ground states. A natural and important question is how these ground-state approximations can be further improved using adiabatic state preparation. Here, we present a heuristic method to carry out adiabatic state preparation starting from a generic initial wavefunction. Given a quantum circuit that prepares the initial wavefunction, and a target Hamiltonian for which one wishes to prepare the ground state, we present an algorithm to construct an adiabatic path between these two states. This method works by approximating a parent Hamiltonian for the initial wavefunction, and the quality of this approximation can be can be checked prior to running the ASP algorithm. We apply this technique to simulate the ground state of water and the lowest-lying multireference singlet state of methylene, using various initial wavefunctions as the starting point of the adiabatic path.

quant-ph

Refining resource estimation for the quantum computation of vibrational molecular spectra through Trotter error analysis

Accurate simulations of vibrational molecular spectra are expensive on conventional computers. Compared to the electronic structure problem, the vibrational structure problem with quantum computers is less investigated. In this work we accurately estimate quantum resources, such as number of logical qubits and quantum gates, required for vibrational structure calculations on a programmable quantum computer. Our approach is based on quantum phase estimation and focuses on fault-tolerant quantum devices. In addition to asymptotic estimates for generic chemical compounds, we present a more detailed analysis of the quantum resources needed for the simulation of the Hamiltonian arising in the vibrational structure calculation of acetylene-like polyynes of interest. Leveraging nested commutators, we provide an in-depth quantitative analysis of trotter errors compared to the prior investigations. Ultimately, this work serves as a guide for analyzing the potential quantum advantage within vibrational structure simulations.

quant-ph

Pooling problems under perfect and imperfect competition

We investigate pooling problems in which multiple players vie with one another to maximize individual profit in a non-cooperative competitive market. This competitive setting is interesting and worthy of study because the majority of prevailing process systems engineering models largely overlook the non-cooperative strategies that exist in real-world markets. In this work, each player controls a processing network involving intermediate tanks (or pools) where raw materials are blended together before being further combined into final products. Each player then solves a pure or mixed-integer bilinear optimization problem whose profit is influenced by other players. We present several bilevel formulations and numerical results of a novel decomposition algorithm.

math.OC

Analysis of the alternating direction method of multipliers for nonconvex problems

This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating direction method of multipliers is an optimization method that has largely been analyzed for convex problems. The ultimate goal is to assess what kind of theoretical convergence properties the method has in the nonconvex case, and to this end, theoretical contributions are two-fold. First, this work analyzes the method with local solution of the ADMM subproblems, which contrasts with much analysis that requires global solutions of the subproblems. Such a consideration is important to practical implementations. Second, it is established that the method still satisfies a local convergence result. The work concludes with some more detailed discussion of how the analysis relates to previous work.

math.OC

Enhancing interval observers for state estimation using constraints

This work considers the problem of calculating an interval-valued state estimate for a nonlinear system subject to bounded inputs and measurement errors. Such state estimators are often called interval observers. Interval observers can be constructed using methods from reachability theory. Recent advances in the construction of interval enclosures of reachable sets for nonlinear systems inspire the present work. These advances can incorporate constraints on the states to produce tighter interval enclosures. When applied to the state estimation problem, bounded-error measurements may be used as state constraints in these new theories. The result is a method that is easily implementable and which generally produces better, tighter interval state estimates. Furthermore, a novel linear programming-based method is proposed for calculating the observer gain, which must be tuned in practice. In contrast with previous approaches, this method does not rely on special system structure. The new approaches are demonstrated with numerical examples.

math.OC

Improving the variational quantum eigensolver using variational adiabatic quantum computing

The variational quantum eigensolver (VQE) is a hybrid quantum-classical algorithm for finding the minimum eigenvalue of a Hamiltonian that involves the optimization of a parameterized quantum circuit. Since the resulting optimization problem is in general nonconvex, the method can converge to suboptimal parameter values which do not yield the minimum eigenvalue. In this work, we address this shortcoming by adopting the concept of variational adiabatic quantum computing (VAQC) as a procedure to improve VQE. In VAQC, the ground state of a continuously parameterized Hamiltonian is approximated via a parameterized quantum circuit. We discuss some basic theory of VAQC to motivate the development of a hybrid quantum-classical homotopy continuation method. The proposed method has parallels with a predictor-corrector method for numerical integration of differential equations. While there are theoretical limitations to the procedure, we see in practice that VAQC can successfully find good initial circuit parameters to initialize VQE. We demonstrate this with two examples from quantum chemistry. Through these examples, we provide empirical evidence that VAQC, combined with other techniques (an adaptive termination criteria for the classical optimizer and a variance-based resampling method for the expectation evaluation), can provide more accurate solutions than "plain" VQE, for the same amount of effort.

quant-ph

Considerations for evaluating thermodynamic properties with hybrid quantum-classical computing work-flows

Quantum chemistry applications on quantum computers currently rely heavily on the variational quantum eigensolver (VQE) algorithm. This hybrid quantum-classical algorithm aims at finding ground state solutions of molecular systems based on the variational principle. VQE calculations can be systematically implemented for perturbations to each molecular degree of freedom, generating a Born-Oppenheimer potential energy surface (PES) for the molecule. The PES can then be used to derive thermodynamic properties, which are often desirable for applications in chemical engineering and materials design. It is clear from this process that quantum chemistry applications contain a substantial classical computing component in addition to steps that can be performed using a quantum computer. In order to design efficient work-flows that take full advantage of each hardware-type, it is critical to consider the entire process so that the high-accuracy electronic energies possible from quantum computing are not squandered in the process of calculating thermodynamic properties. We present a summary of the hybrid quantum-classical work-flow to compute thermodynamic properties. This work-flow contains many options that can significantly affect the efficiency and the accuracy of the results, including classical optimizer attributes, number of ansatz repetitions, and how the vibrational Schroedinger equation is solved to determine vibrational modes. We also analyze the effects of these options by employing robust statistics along with simulations and experiments on actual quantum hardware. We show that through careful selection of work-flow options, nearly order-of-magnitude increases in accuracy are possible at equivalent computing time.

physics.chem-ph

A note on semi-infinite program bounding methods

Semi-infinite programs are a class of mathematical optimization problems with a finite number of decision variables and infinite constraints. As shown by Blankenship and Falk (Blankenship and Falk. "Infinitely constrained optimization problems." Journal of Optimization Theory and Applications 19.2 (1976): 261-281.), a sequence of lower bounds which converges to the optimal objective value may be obtained with specially constructed finite approximations of the constraint set. In (Mitsos. "Global optimization of semi-infinite programs via restriction of the right-hand side." Optimization 60.10-11 (2011): 1291-1308.), it is claimed that a modification of this lower bounding method involving approximate solution of the lower-level program yields convergent lower bounds. We show with a counterexample that this claim is false, and discuss what kind of approximate solution of the lower-level program is sufficient for correct behavior.

math.OC

A note on generalized semi-infinite program bounding methods

Generalized semi-infinite programs (GSIP) are a class of mathematical optimization problems that generalize semi-infinite programs, which have a finite number of decision variables and infinite constraints. Mitsos et al. (Mitsos and Tsoukalas. "Global optimization of generalized semi-infinite programs via restriction of the right hand side." Journal of Global Optimization 61.1 (2015): 1-17.) present a method for global optimization of GSIP. This method involves a lower bounding method, and they claim that these lower bounds converge to the optimal objective value of the GSIP. A counterexample is presented that shows that this claim is false.

math.OC