Nature Communications (Mar 2024)

Enhancing combinatorial optimization with classical and quantum generative models

  • Javier Alcazar,
  • Mohammad Ghazi Vakili,
  • Can B. Kalayci,
  • Alejandro Perdomo-Ortiz

DOI
https://doi.org/10.1038/s41467-024-46959-5
Journal volume & issue
Vol. 15, no. 1
pp. 1 – 9

Abstract

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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