# This code is part of a Qiskit project.
#
# (C) Copyright IBM 2021, 2023.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.
"""
Implementation of the Goemans-Williamson algorithm as an optimizer.
Requires CVXPY to run.
"""
import logging
from typing import Optional, List, Tuple, Union, cast
import numpy as np
import qiskit_optimization.optionals as _optionals
from .optimization_algorithm import (
OptimizationResult,
OptimizationResultStatus,
OptimizationAlgorithm,
SolutionSample,
)
from ..converters.flip_problem_sense import MinimizeToMaximize
from ..problems.quadratic_program import QuadraticProgram
from ..problems.variable import Variable
logger = logging.getLogger(__name__)
[ドキュメント]class GoemansWilliamsonOptimizationResult(OptimizationResult):
"""
Contains results of the Goemans-Williamson algorithm. The properties ``x`` and ``fval`` contain
values of just one solution. Explore ``samples`` for all possible solutions.
"""
def __init__(
self,
x: Optional[Union[List[float], np.ndarray]],
fval: float,
variables: List[Variable],
status: OptimizationResultStatus,
samples: Optional[List[SolutionSample]],
sdp_solution: Optional[np.ndarray] = None,
) -> None:
"""
Args:
x: the optimal value found in the optimization.
fval: the optimal function value.
variables: the list of variables of the optimization problem.
status: the termination status of the optimization algorithm.
samples: the solution samples.
sdp_solution: an SDP solution of the problem.
"""
super().__init__(x, fval, variables, status, samples=samples)
self._sdp_solution = sdp_solution
@property
def sdp_solution(self) -> Optional[np.ndarray]:
"""
Returns:
Returns an SDP solution of the problem.
"""
return self._sdp_solution
[ドキュメント]@_optionals.HAS_CVXPY.require_in_instance
class GoemansWilliamsonOptimizer(OptimizationAlgorithm):
"""
Goemans-Williamson algorithm to approximate the max-cut of a problem.
The quadratic program for max-cut is given by:
max sum_{i,j<i} w[i,j]*x[i]*(1-x[j])
Therefore the quadratic term encodes the negative of the adjacency matrix of
the graph.
"""
def __init__(
self,
num_cuts: int,
sort_cuts: bool = True,
unique_cuts: bool = True,
seed: int = 0,
):
"""
Args:
num_cuts: Number of cuts to generate.
sort_cuts: True if sort cuts by their values.
unique_cuts: The solve method returns only unique cuts, thus there may be less cuts
than ``num_cuts``.
seed: A seed value for the random number generator.
"""
super().__init__()
self._num_cuts = num_cuts
self._sort_cuts = sort_cuts
self._unique_cuts = unique_cuts
np.random.seed(seed)
[ドキュメント] def get_compatibility_msg(self, problem: QuadraticProgram) -> str:
"""Checks whether a given problem can be solved with the optimizer implementing this method.
Args:
problem: The optimization problem to check compatibility.
Returns:
Returns the incompatibility message. If the message is empty no issues were found.
"""
message = ""
if problem.get_num_binary_vars() != problem.get_num_vars():
message = (
f"Only binary variables are supported, while the total number of variables "
f"{problem.get_num_vars()} and there are {problem.get_num_binary_vars()} "
f"binary variables across them"
)
return message
[ドキュメント] def solve(self, problem: QuadraticProgram) -> OptimizationResult:
"""
Returns a list of cuts generated according to the Goemans-Williamson algorithm.
Args:
problem: The quadratic problem that encodes the max-cut problem.
Returns:
cuts: A list of generated cuts.
"""
# pylint: disable=import-error
from cvxpy import DCPError, DGPError, SolverError
self._verify_compatibility(problem)
min2max = MinimizeToMaximize()
problem = min2max.convert(problem)
adj_matrix = self._extract_adjacency_matrix(problem)
try:
chi = self._solve_max_cut_sdp(adj_matrix)
except (DCPError, DGPError, SolverError):
logger.error("Can't solve SDP problem")
return GoemansWilliamsonOptimizationResult(
x=[],
fval=0,
variables=problem.variables,
status=OptimizationResultStatus.FAILURE,
samples=[],
)
cuts = self._generate_random_cuts(chi, len(adj_matrix))
numeric_solutions = [
(cuts[i, :], self.max_cut_value(cuts[i, :], adj_matrix)) for i in range(self._num_cuts)
]
if self._sort_cuts:
numeric_solutions.sort(key=lambda x: -x[1])
if self._unique_cuts:
numeric_solutions = self._get_unique_cuts(numeric_solutions)
numeric_solutions = numeric_solutions[: self._num_cuts]
samples = [
SolutionSample(
x=solution[0],
fval=solution[1],
probability=1.0 / len(numeric_solutions),
status=OptimizationResultStatus.SUCCESS,
)
for solution in numeric_solutions
]
return cast(
GoemansWilliamsonOptimizationResult,
self._interpret(
x=samples[0].x,
problem=problem,
converters=[min2max],
result_class=GoemansWilliamsonOptimizationResult,
samples=samples,
),
)
def _get_unique_cuts(
self, solutions: List[Tuple[np.ndarray, float]]
) -> List[Tuple[np.ndarray, float]]:
"""
Returns:
Unique Goemans-Williamson cuts.
"""
# Remove symmetry in the cuts to chose the unique ones.
# Cuts 010 and 101 are symmetric(same cut), so we convert all cuts
# starting from 1 to start from 0. In the next loop repetitive cuts will be removed.
for idx, cut in enumerate(solutions):
if cut[0][0] == 1:
solutions[idx] = (
np.array([0 if _ == 1 else 1 for _ in cut[0]]),
cut[1],
)
seen_cuts = set()
unique_cuts = []
for cut in solutions:
cut_str = "".join([str(_) for _ in cut[0]])
if cut_str in seen_cuts:
continue
seen_cuts.add(cut_str)
unique_cuts.append(cut)
return unique_cuts
@staticmethod
def _extract_adjacency_matrix(problem: QuadraticProgram) -> np.ndarray:
"""
Extracts the adjacency matrix from the given quadratic program.
Args:
problem: A QuadraticProgram describing the max-cut optimization problem.
Returns:
adjacency matrix of the graph.
"""
adj_matrix = -problem.objective.quadratic.coefficients.toarray()
adj_matrix = (adj_matrix + adj_matrix.T) / 2
return adj_matrix
def _solve_max_cut_sdp(self, adj_matrix: np.ndarray) -> np.ndarray:
"""
Calculates the maximum weight cut by generating |V| vectors with a vector program,
then generating a random plane that cuts the vertices. This is the Goemans-Williamson
algorithm that gives a .878-approximation.
Returns:
chi: a list of length |V| where the i-th element is +1 or -1, representing which
set the it-h vertex is in. Returns None if an error occurs.
"""
# pylint: disable=import-error
import cvxpy as cvx
num_vertices = len(adj_matrix)
constraints, expr = [], 0
# variables
x = cvx.Variable((num_vertices, num_vertices), PSD=True)
# constraints
for i in range(num_vertices):
constraints.append(x[i, i] == 1)
# objective function
expr = cvx.sum(cvx.multiply(adj_matrix, (np.ones((num_vertices, num_vertices)) - x)))
# solve
problem = cvx.Problem(cvx.Maximize(expr), constraints)
problem.solve()
return x.value
def _generate_random_cuts(self, chi: np.ndarray, num_vertices: int) -> np.ndarray:
"""
Random hyperplane partitions vertices.
Args:
chi: a list of length |V| where the i-th element is +1 or -1, representing
which set the i-th vertex is in.
num_vertices: the number of vertices in the graph
Returns:
An array of random cuts.
"""
eigenvalues = np.linalg.eigh(chi)[0]
if min(eigenvalues) < 0:
chi = chi + (1.001 * abs(min(eigenvalues)) * np.identity(num_vertices))
elif min(eigenvalues) == 0:
chi = chi + 0.00001 * np.identity(num_vertices)
x = np.linalg.cholesky(chi).T
r = np.random.normal(size=(self._num_cuts, num_vertices))
return (np.dot(r, x) > 0) + 0
[ドキュメント] @staticmethod
def max_cut_value(x: np.ndarray, adj_matrix: np.ndarray):
"""Compute the value of a cut from an adjacency matrix and a list of binary values.
Args:
x: a list of binary value in numpy array.
adj_matrix: adjacency matrix.
Returns:
float: value of the cut.
"""
cut_matrix = np.outer(x, (1 - x))
return np.sum(adj_matrix * cut_matrix)