With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between accelerated gradient methods and damped heavy-ball motion, particularly within the framework of Hamiltonian dynamics, has inspired the development of innovative quantum algorithms for continuous optimization. One such algorithm, Quantum Hamiltonian Descent (QHD), leverages quantum tunneling to escape saddle points and local minima, facilitating the discovery of global solutions in complex optimization landscapes. However, QHD faces several challenges, including slower convergence rates compared to classical gradient methods and limited robustness in highly non-convex problems due to the non-local nature of quantum states. Furthermore, the original QHD formulation primarily relies on function value information, which limits its effectiveness. Inspired by insights from high-resolution differential equations that have elucidated the acceleration mechanisms in classical methods, we propose an enhancement to QHD by incorporating gradient information, leading to what we call gradient-based QHD. This gradient-based QHD achieves faster convergence and significantly increases the likelihood of identifying global solutions. Numerical simulations on challenging problem instances demonstrate that this gradient-based QHD outperforms existing quantum and classical methods by at least an order of magnitude.

We develop an open-source, end-to-end software (named QHDOPT), which can solve nonlinear optimization problems using the quantum Hamiltonian descent (QHD) algorithm. QHDOPT offers an accessible interface and automatically maps tasks to various supported quantum backends (i.e., quantum hardware machines). These features enable users, even those without prior knowledge or experience in quantum computing, to utilize the power of existing quantum devices for nonlinear and nonconvex optimization tasks. In its intermediate compilation layer, QHDOPT employs SimuQ, an efficient interface for Hamiltonian-oriented programming, to facilitate multiple algorithmic specifications and ensure compatible cross-hardware deployment. The detailed documentation of QHDOPT is available at https://github.com/jiaqileng/QHDOPT . History: Accepted by Giacomo Nannicini, Area Editor for Quantum Computing and Operations Research. Accepted for Special Issue. Funding: This work was supported by the U.S. Department of Energy’s Advanced Research Projects Agency–Energy [Grant DE-SC0020273], the Alfred P. Sloan Foundation, the Simons Foundation [Simons Investigator Award 825053], the Simons Quantum Postdoctoral Fellowship, the National Science Foundation [Grants CCF-1816695, CCF-1942837, and ECCS-2045978], the Unitary Fund, and the Air Force Office of Scientific Research [Grant FA95502110051]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2024.0587 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2024.0587 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

As industrial models and designs grow increasingly complex, the demand for optimal control of large-scale dynamical systems has significantly increased. However, traditional methods for optimal control incur significant overhead as problem dimensions grow. In this paper, we introduce an end-to-end quantum algorithm for linear-quadratic control with provable speedups. Our algorithm, based on a policy gradient method, incorporates a novel quantum subroutine for solving the matrix Lyapunov equation. Specifically, we build a *quantum-assisted differentiable simulator* for efficient gradient estimation that is more accurate and robust than classical methods relying on stochastic approximation. Compared to the classical approaches, our method achieves a *super-quadratic* speedup. To the best of our knowledge, this is the first end-to-end quantum application to linear control problems with provable quantum advantage.

We formulate the first differentiable analog quantum computing framework with specific parameterization design at the analog signal (pulse) level to better exploit near-term quantum devices via variational methods. We further propose a scalable approach to estimate the gradients of quantum dynamics using a forward pass with Monte Carlo sampling, which leads to a quantum stochastic gradient descent algorithm for scalable gradient-based training in our framework. Applying our framework to quantum optimization and control, we observe a significant advantage of differentiable analog quantum computing against SOTAs based on parameterized digital quantum circuits by {\em orders of magnitude}.