Hybrid quantum-classical algorithms such as the quantum approximate optimization algorithm (QAOA) are considered one of the most promising approaches for leveraging near-term quantum computers for practical applications. Such algorithms are often implemented in a variational form, combining classical optimization methods with a quantum machine to find parameters to maximize performance. The quality of the QAOA solution depends heavily on quality of the parameters produced by the classical optimizer. Moreover, multiple local optima in the space of parameters make it harder for the classical optimizer. In this paper we study the use of a multistart optimization approach within a QAOA framework to improve the performance of quantum machines on important graph clustering problems. We also demonstrate that reusing the optimal parameters from similar problems can improve the performance of classical optimization methods, expanding on similar results for MAXCUT.
The multilevel single linkage method (MLSL) @cite_47 @cite_57 , uniformly samples points over the domain @math and starts runs from those points that do not have a better point within a ball of some radius. They show favorable results for a specific approach for updating the radius as the number of sampled points increases, although such results are only asymptotic. MLSL was generalized by APOSMM @cite_41 @cite_67 to consider all points generated by an ensemble of local optimization runs, and not just those sampled from the domain.
@cite_57 @cite_41 @cite_47 @cite_67
1978947328 2073412813 1674544868 1989307896
In this paper, we compare two different approaches to nonconvex global optimization. The first one is a deterministic spatial Branch-and-Bound algorithm, whereas the second approach is a Quasi Monte Carlo (QMC) variant of a stochastic multi level single linkage (MLSL) algorithm. Both algorithms apply to problems in a very general form and are not dependent on problem structure. The test suite we chose is fairly extensive in scope, in that it includes constrained and unconstrained problems, continuous and mixed-integer problems. The conclusion of the tests is that in general the QMC variant of the MLSL algorithm is generally faster, although in some instances the Branch-and-Bound algorithm outperforms it. Abstract This article describes a new Metropolis-like transition rule, the multiple-try Metropolis, for Markov chain Monte Carlo (MCMC) simulations. By using this transition rule together with adaptive direction sampling, we propose a novel method for incorporating local optimization steps into a MCMC sampler in continuous state-space. Numerical studies show that the new method performs significantly better than the traditional Metropolis-Hastings (M-H) sampler. With minor tailoring in using the rule, the multiple-try method can also be exploited to achieve the effect of a griddy Gibbs sampler without having to bear with griddy approximations, and the effect of a hit-and-run algorithm without having to figure out the required conditional distribution in a random direction. We introduce a method called multi-scale local shape analysis, or MLSA, for extracting features that describe the local structure of points within a dataset. The method uses both geometric and topological features at multiple levels of granularity to capture diverse types of local information for subsequent machine learning algorithms operating on the dataset. Using synthetic and real dataset examples, we demonstrate significant performance improvement of classification algorithms constructed for these datasets with correspondingly augmented features. In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates.