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A Noise-Aware Scalable Subspace Classical Optimizer for the Quantum Approximate Optimization Algorithm

Kwassi Joseph Dzahini, Jeffrey M. Larson, Matt Menickelly, Stefan M. Wild

TL;DR

ANASTAARS tackles the challenge of optimizing high-dimensional QAOA parameters under noisy measurements by introducing a noise-aware stochastic trust-region optimizer that uses adaptive random subspaces and interpolation models built via Johnson-Lindenstrauss. The method reuses past interpolation data to reduce shot costs and increments subspace dimension after unsuccessful iterations, with explicit noise estimation integrated into the ratio test. MFN and diagonal-Hessian nonlinear subspace models are employed to capture curvature within small subspaces, enabling scalable high-dimensional optimization. Numerical results on MaxCut benchmarks demonstrate competitive performance and scalability compared with established DFO solvers, highlighting practical potential for near-term quantum applications.

Abstract

We introduce ANASTAARS, a noise-aware scalable classical optimizer for variational quantum algorithms such as the quantum approximate optimization algorithm (QAOA). ANASTAARS leverages adaptive random subspace strategies to efficiently optimize the ansatz parameters of a QAOA circuit, in an effort to address challenges posed by a potentially large number of QAOA layers. ANASTAARS iteratively constructs random interpolation models within low-dimensional affine subspaces defined via Johnson--Lindenstrauss transforms. This adaptive strategy allows the selective reuse of previously acquired measurements, significantly reducing computational costs associated with shot acquisition. Furthermore, to robustly handle noisy measurements, ANASTAARS incorporates noise-aware optimization techniques by estimating noise magnitude and adjusts trust-region steps accordingly. Numerical experiments demonstrate the practical scalability of the proposed method for near-term quantum computing applications.

A Noise-Aware Scalable Subspace Classical Optimizer for the Quantum Approximate Optimization Algorithm

TL;DR

ANASTAARS tackles the challenge of optimizing high-dimensional QAOA parameters under noisy measurements by introducing a noise-aware stochastic trust-region optimizer that uses adaptive random subspaces and interpolation models built via Johnson-Lindenstrauss. The method reuses past interpolation data to reduce shot costs and increments subspace dimension after unsuccessful iterations, with explicit noise estimation integrated into the ratio test. MFN and diagonal-Hessian nonlinear subspace models are employed to capture curvature within small subspaces, enabling scalable high-dimensional optimization. Numerical results on MaxCut benchmarks demonstrate competitive performance and scalability compared with established DFO solvers, highlighting practical potential for near-term quantum applications.

Abstract

We introduce ANASTAARS, a noise-aware scalable classical optimizer for variational quantum algorithms such as the quantum approximate optimization algorithm (QAOA). ANASTAARS leverages adaptive random subspace strategies to efficiently optimize the ansatz parameters of a QAOA circuit, in an effort to address challenges posed by a potentially large number of QAOA layers. ANASTAARS iteratively constructs random interpolation models within low-dimensional affine subspaces defined via Johnson--Lindenstrauss transforms. This adaptive strategy allows the selective reuse of previously acquired measurements, significantly reducing computational costs associated with shot acquisition. Furthermore, to robustly handle noisy measurements, ANASTAARS incorporates noise-aware optimization techniques by estimating noise magnitude and adjusts trust-region steps accordingly. Numerical experiments demonstrate the practical scalability of the proposed method for near-term quantum computing applications.

Paper Structure

This paper contains 9 sections, 2 theorems, 30 equations, 11 figures, 2 algorithms.

Key Result

Lemma 2.1

(Johnson--Lindenstrauss KaNel2014SparseLidenstrauss) For any integer $d>0$ and $0<\upepsilon,\upbeta<1/2$, there exists a probability distribution on $d\times q$ real matrices for $q=\Theta(\upepsilon^{-2}\log(1/\upbeta))$ such that for any $\bm{v}\in\mathbb{R}^d$ and any matrix $\bm{{\stackunder[0.

Figures (11)

  • Figure 1: Median optimizer trajectories for the Chvátal graph with $d=~\!\!\!10$.
  • Figure 2: Median optimizer trajectories for the toy graph with $d=10$.
  • Figure 3: Distribution across the 30 trials for the Chvátal graph with $d=10$ and $B=1000$.
  • Figure 4: Chvátal scalability with 50 shots.
  • Figure 5: Chvátal scalability with 100 shots.
  • ...and 6 more figures

Theorems & Definitions (3)

  • Definition 2.1
  • Lemma 2.1
  • Theorem 2.1