A Tutorial on the Design, Experimentation and Application of Metaheuristic Algorithms to Real-World Optimization Problems

In the last few years, the formulation of real-world optimization problems and their efficient solution via metaheuristic algorithms has been a catalyst for a myriad of research studies. In spite of decades of historical advancements on the design and use of metaheuristics, large difficulties still remain in regards to the understandability, algorithmic design uprightness, and performance verifiability of new technical achievements. A clear example stems from the scarce replicability of works dealing with metaheuristics used for optimization, which is often infeasible due to ambiguity and lack of detail in the presentation of the methods to be reproduced. Additionally, in many cases, there is a questionable statistical significance of their reported results. This work aims at providing the audience with a proposal of good practices which should be embraced when conducting studies about metaheuristics methods used for optimization in order to provide scientific rigor, value and transparency. To this end, we introduce a step by step methodology covering every research phase that should be followed when addressing this scientific field. Specifically, frequently overlooked yet crucial aspects and useful recommendations will be discussed in regards to the formulation of the problem, solution encoding, implementation of search operators, evaluation metrics, design of experiments, and considerations for real-world performance, among others. Finally, we will outline important considerations, challenges, and research directions for the success of newly developed optimization metaheuristics in their deployment and operation over real-world application environments.

Exploring Utility in a Real-World Warehouse Optimization Problem: Formulation Based on Quantun Annealers and Preliminary Results

In the current NISQ-era, one of the major challenges faced by researchers and practitioners lies in figuring out how to combine quantum and classical computing in the most efficient and innovative way. In this paper, we present a mechanism coined as Quantum Initialization for Warehouse Optimization Problem that resorts to D-Wave's Quantum Annealer. The module has been specifically designed to be embedded into already existing classical software dedicated to the optimization of a real-world industrial problem. We preliminary tested the implemented mechanism through a two-phase experiment against the classical version of the software.

QOPTLib: a Quantum Computing Oriented Benchmark for Combinatorial Optimization Problems

In this paper, we propose a quantum computing oriented benchmark for combinatorial optimization. This benchmark, coined as QOPTLib, is composed of 40 instances equally distributed over four well-known problems: Traveling Salesman Problem, Vehicle Routing Problem, one-dimensional Bin Packing Problem and the Maximum Cut Problem. The sizes of the instances in QOPTLib not only correspond to computationally addressable sizes, but also to the maximum length approachable with non-zero likelihood of getting a good result. In this regard, it is important to highlight that hybrid approaches are also taken into consideration. Thus, this benchmark constitutes the first effort to provide users a general-purpose dataset. Also in this paper, we introduce a first full solving of QOPTLib using two solvers based on quantum annealing. Our main intention with this is to establish a preliminary baseline, hoping to inspire other researchers to beat these outcomes with newly proposed quantum-based algorithms.

Solving a Real-World Package Delivery Routing Problem Using Quantum Annealers

Research focused on the conjunction between quantum computing and routing problems has been very prolific in recent years. Most of the works revolve around classical problems such as the Traveling Salesman Problem or the Vehicle Routing Problem. Even though working on these problems is valuable, it is also undeniable that their academic-oriented nature falls short of real-world requirements. The main objective of this research is to present a solving method for realistic instances, avoiding problem relaxations or technical shortcuts. Instead, a quantum-classical hybrid solver has been developed, coined Q4RPD, that considers a set of real constraints such as a heterogeneous fleet of vehicles, priority deliveries, and capacities characterized by two values: weight and dimensions of the packages. Q4RPD resorts to the Leap Constrained Quadratic Model Hybrid Solver of D-Wave. To demonstrate the application of Q4RPD, an experimentation composed of six different instances has been conducted, aiming to serve as illustrative examples.

A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe

One of the problems in quantitative finance that has received the most attention is the portfolio optimization problem. Regarding its solving, this problem has been approached using different techniques, with those related to quantum computing being especially prolific in recent years. In this study, we present a system called Quantum Computing-based System for Portfolio Optimization with Future Asset Values and Automatic Universe Reduction (Q4FuturePOP), which deals with the Portfolio Optimization Problem considering the following innovations: i) the developed tool is modeled for working with future prediction of assets, instead of historical values; and ii) Q4FuturePOP includes an automatic universe reduction module, which is conceived to intelligently reduce the complexity of the problem. We also introduce a brief discussion about the preliminary performance of the different modules that compose the prototypical version of Q4FuturePOP.

Solving Logistic-Oriented Bin Packing Problems Through a Hybrid Quantum-Classical Approach

The Bin Packing Problem is a classic problem with wide industrial applicability. In fact, the efficient packing of items into bins is one of the toughest challenges in many logistic corporations and is a critical issue for reducing storage costs or improving vehicle space allocation. In this work, we resort to our previously published quantum-classical framework known as Q4RealBPP, and elaborate on the solving of real-world oriented instances of the Bin Packing Problem. With this purpose, this paper gravitates on the following characteristics: i) the existence of heterogeneous bins, ii) the extension of the framework to solve not only three-dimensional, but also one- and two-dimensional instances of the problem, iii) requirements for item-bin associations, and iv) delivery priorities. All these features have been tested in this paper, as well as the ability of Q4RealBPP to solve real-world oriented instances.

Hybrid classical-quantum computing: are we forgetting the classical part in the binomial?

The expectations arising from the latest achievements in the quantum computing field are causing that researchers coming from classical artificial intelligence to be fascinated by this new paradigm. In turn, quantum computing, on the road towards usability, needs classical procedures. Hybridization is, in these circumstances, an indispensable step but can also be seen as a promising new avenue to get the most from both computational worlds. Nonetheless, hybrid approaches have now and will have in the future many challenges to face, which, if ignored, will threaten the viability or attractiveness of quantum computing for real-world applications. To identify them and pose pertinent questions, a proper characterization of the hybrid quantum computing field, and especially hybrid solvers, is compulsory. With this motivation in mind, the main purpose of this work is to propose a preliminary taxonomy for classifying hybrid schemes, and bring to the fore some questions to stir up researchers minds about the real challenges regarding the application of quantum computing.

Optimization of Image Acquisition for Earth Observation Satellites via Quantum Computing

Satellite image acquisition scheduling is a problem that is omnipresent in the earth observation field; its goal is to find the optimal subset of images to be taken during a given orbit pass under a set of constraints. This problem, which can be modeled via combinatorial optimization, has been dealt with many times by the artificial intelligence and operations research communities. However, despite its inherent interest, it has been scarcely studied through the quantum computing paradigm. Taking this situation as motivation, we present in this paper two QUBO formulations for the problem, using different approaches to handle the non-trivial constraints. We compare the formulations experimentally over 20 problem instances using three quantum annealers currently available from D-Wave, as well as one of its hybrid solvers. Fourteen of the tested instances have been obtained from the well-known SPOT5 benchmark, while the remaining six have been generated ad-hoc for this study. Our results show that the formulation and the ancilla handling technique is crucial to solve the problem successfully. Finally, we also provide practical guidelines on the size limits of problem instances that can be realistically solved on current quantum computers.

Benchmark dataset and instance generator for Real-World Three-Dimensional Bin Packing Problems

In this article, a benchmark for real-world bin packing problems is proposed. This dataset consists of 12 instances of varying levels of complexity regarding size (with the number of packages ranging from 38 to 53) and user-defined requirements. In fact, several real-world-oriented restrictions were taken into account to build these instances: i) item and bin dimensions, ii) weight restrictions, iii) affinities among package categories iv) preferences for package ordering and v) load balancing. Besides the data, we also offer an own developed Python script for the dataset generation, coined Q4RealBPP-DataGen. The benchmark was initially proposed to evaluate the performance of quantum solvers. Therefore, the characteristics of this set of instances were designed according to the current limitations of quantum devices. Additionally, the dataset generator is included to allow the construction of general-purpose benchmarks. The data introduced in this article provides a baseline that will encourage quantum computing researchers to work on real-world bin packing problems.

Using Offline Data to Speed-up Reinforcement Learning in Procedurally Generated Environments

One of the key challenges of Reinforcement Learning (RL) is the ability of agents to generalise their learned policy to unseen settings. Moreover, training RL agents requires large numbers of interactions with the environment. Motivated by the recent success of Offline RL and Imitation Learning (IL), we conduct a study to investigate whether agents can leverage offline data in the form of trajectories to improve the sample-efficiency in procedurally generated environments. We consider two settings of using IL from offline data for RL: (1) pre-training a policy before online RL training and (2) concurrently training a policy with online RL and IL from offline data. We analyse the impact of the quality (optimality of trajectories) and diversity (number of trajectories and covered level) of available offline trajectories on the effectiveness of both approaches. Across four well-known sparse reward tasks in the MiniGrid environment, we find that using IL for pre-training and concurrently during online RL training both consistently improve the sample-efficiency while converging to optimal policies. Furthermore, we show that pre-training a policy from as few as two trajectories can make the difference between learning an optimal policy at the end of online training and not learning at all. Our findings motivate the widespread adoption of IL for pre-training and concurrent IL in procedurally generated environments whenever offline trajectories are available or can be generated.