Parallel splitting method for large-scale quadratic programs

Abstract: Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we introduce SPLIT, a general-purpose quantum-inspired framework for decomposing large-scale quadratic programs into smaller subproblems, which are then solved in parallel. SPLIT accounts for cross-interactions between subproblems, which are usually neglected in other decomposition techniques. The SPLIT framework can integrate generic subproblem solvers, ranging from standard branch-and-bound methods to quantum optimization algorithms. We demonstrate its effectiveness through comparisons with commercial solvers on the MaxCut and Antenna Placement Problems, with up to 20,000 decision variables. Our results show that SPLIT is capable of providing drastic reductions in computational time, while delivering high-quality solutions. In these regards, the proposed method is particularly suited for near real-time applications that require a solution within a strict time frame, or when the problem size exceeds the hardware limitations of dedicated devices, such as current quantum computers.