Parallelization of Classical Numerical optimization in Quantum Variational Algorithms

Numerical optimization has been extensively used in many real-world applications related to Scientific Computing, Artificial Intelligence and, more recently, Quantum Computing. However, existing optimizers conduct their internal computations sequentially, which affects their performance. We observed a general pattern that enabled us to parallelize such internal computations and achieve significant speedup. We designed a novel parallelization algorithm for optimizers, which consists of pattern detection, prediction, precomputation, and caching. Importantly, our design does not require any change to the optimizers. Instead, it simply modifies the function to be optimized, thereby leading to several engineering advantages, including simplicity, modularity and portability. We implemented this solution and included it in the Qiskit Aqua open-source project. In this paper, we present an evaluation on both standard benchmarks and real-world quantum-computing applications. The evaluation results confirm that our approach (1) incurs negligible overhead, (2) effectively speeds up optimization, and (3) does not affect the accuracy of the results or the convergence of the optimizers.