Solving constrained optimization problems via the variational quantum eigensolver with constraints

Variational quantum approaches have shown great promise in finding near-optimal solutions to computationally challenging tasks, including solving optimization problems. Nonetheless, optimization problems with constraints may not have been handled in a disciplined fashion thus far. To address this gap, this work proposes a hybrid quantum-classical algorithmic paradigm termed the variational quantum eigensolver with constraints (VQEC) that extends the celebrated VQE to handle optimization with constraints. As with the standard VQE, the vector of optimization variables is captured by the state of a variational quantum circuit (VQC). To deal with constraints, VQEC optimizes a Lagrangian function classically over both the VQC parameters as well as the dual variables associated with constraints. To comply with the quantum setup, variables are updated via a perturbed primal-dual method leveraging the parameter shift rule. Among a wide gamut of potential applications, we showcase how VQEC can approximately solve quadratically constrained binary optimization problems, find stochastic binary policies satisfying quadratic constraints on the average and in probability, and solve large-scale linear programs over the probability simplex. Under an assumption on the error for the VQC to approximate an arbitrary probability mass function, we provide bounds on the optimality gap attained by a VQC. Numerical tests on a quantum simulator investigate the effect of various parameters and corroborate that VQEC can generate high-quality solutions.