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David E Bernal Neira

Publications and source records attributed to David E Bernal Neira.

A Convexification-Based Outer-Approximation Method for Convex and Nonconvex MINLP

The advancement of domain reduction techniques has significantly enhanced the performance of solvers in mathematical programming. This paper delves into the impact of integrating convexification and domain reduction techniques within the Outer-Approximation method. We propose a refined convexification-based Outer-Approximation method alongside a Branch-and-Bound method for both convex and nonconvex Mixed-Integer Nonlinear Programming problems. These methods have been developed and incorporated into the open-source Mixed-Integer Nonlinear Decomposition Toolbox for Pyomo-MindtPy. Comprehensive benchmark tests were conducted, validating the effectiveness and reliability of our proposed algorithms. These tests highlight the improvements achieved by incorporating convexification and domain reduction techniques into the Outer-Approximation and Branch-and-Bound methods.

Optimization

Global Optimization via Quadratic Disjunctive Programming for Water Networks Design with Energy Recovery

Generalized disjunctive programming (GDP) models with bilinear and concave constraints, often seen in water network design, are challenging optimization problems. This work proposes quadratic and piecewise linear approximations for nonlinear terms to reformulate GDP models into quadratic GDP (QGDP) models that suitable solvers may solve more efficiently. We illustrate the benefits of the quadratic reformulation with a water treatment network design problem in which nonconvexities arise from bilinear terms in the mixers’ mass balances and concave investment cost functions of treatment units. Given the similarities with water network design problems, we suggest quadratic approximation for the GDP model for the optimal design of a large-scale reverse electrodialysis (RED) process. This power technology can recover energy from salinity differences between by-product streams of the water sector, such as desalination brine mixed with regenerated wastewater effluents. The solver Gurobi excels in handling QGDP problems, but weighing the problem’s precision and tractability balance is crucial. The piecewise linear approximation yields more accurate, yet larger QGDP models that may require longer optimization times in large-scale process synthesis problems.

Water Networks

Accelerating Continuous Variable Coherent Ising Machines Via Momentum

The Coherent Ising Machine (CIM) is a non-conventional architecture that takes inspiration from physical annealing processes to solve Ising problems heuristically. Its dynamics are naturally continuous and described by a set of ordinary differential equations that have been proven to be useful for the optimization of continuous variables nonconvex quadratic optimization problems. The dynamics of such Continuous Variable CIMs (CV-CIM) encourage optimization via optical pulses whose amplitudes are determined by the negative gradient of the objective; however, standard gradient descent is known to be trapped by local minima and hampered by poor problem conditioning. In this work, we propose to modify the CV-CIM dynamics using more sophisticated pulse injections based on tried-and-true optimization techniques such as momentum and Adam. Through numerical experiments, we show that the momentum and Adam updates can significantly speed up the CV-CIM’s convergence and improve sample diversity over the original CV-CIM dynamics. We also find that the Adam-CV-CIM’s performance is more stable as a function of feedback strength, especially on poorly conditioned instances, resulting in an algorithm that is more robust, reliable, and easily tunable. More broadly, we identify the CIM dynamical framework as a fertile opportunity for exploring the intersection of classical optimization and modern analog computing.

Ising Model

Quantum Distributed Algorithms for Approximate Steiner Trees and Directed Minimum Spanning Trees

We present two algorithms in the Quantum CONGEST- CLIQUE model of distributed computation that succeed with high probability; one for producing an approximately optimal Steiner Tree, and one for producing an exact directed minimum spanning tree, each of which uses O ̃(n1/4) rounds of communication and O ̃(n9/4) messages, achieving a lower asymptotic round and message complexity than any known algorithms in the classical CONGEST-CLIQUE model. At a high level, we achieve these results by combining classical algorithms with fast quantum subroutines. Additionally, we characterize the constants and logarithmic factors involved in our algorithms, as well as related classical algorithms, revealing that advances are needed to render both practical.

quantum computing

A Multilevel Approach For SolvingLarge-Scale QUBO Problems With Noisy Hybrid Quantum Approximate Optimization

Quantum approximate optimization is one ofthe promising candidates for useful quantum computation,particularly in the context of finding approximate solutionsto Quadratic Unconstrained Binary Optimization (QUBO)problems. However, the existing quantum processing units(QPUs) are of relatively small size, and canonical mappingsof QUBO via the Ising model require one qubit per vari-able, rendering direct large-scale optimization infeasible.In classical optimization, a general strategy for addressingmany large-scale problems is via multilevel/multigrid meth-ods, where the large target problem is iteratively coarsenedand the global solution is constructed from multiple small-scale optimization runs. In this work, we experimentallytest how existing QPUs perform when used as a sub-solverwithin such a multilevel strategy. To this aim, we com-bine and extend (via additional classical processing steps)the recently proposed Noise-Directed Adaptive Remapping(NDAR) and Quantum Relax&Round (QRR) algorithms.We first demonstrate the effectiveness of our heuristicextensions on Rigetti’s superconducting transmon deviceAnkaa-2. We find approximate solutions to10instances offully connected82-qubit Sherrington-Kirkpatrick graphswith random integer-valued coefficients obtaining normal-ized approximation ratios (ARs) in the range∼0.98−1.0,and the same class with real-valued coefficients (ARs∼0.94−1.0). Then, we implement the extended NDAR andQRR algorithms as subsolvers in the multilevel algorithmfor6large-scale graphs with at most∼27,000variables.In practice, the QPU (with classical post-processing steps)is used to find approximate solutions to dozens of at most82-qubit problems, which are iteratively used to constructthe global solution. We observe that quantum optimizationresults are competitive in terms of the quality of solutionswhen compared to classical heuristics used as subsolverswithin the multilevel approach.Reproducibility: source code and data are available at[TBA upon acceptance]

quantum computing