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Register a new userQuadratic Unconstrained Binary Optimisation via Quantum-Inspired Annealing
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We present a classical algorithm to find approximate solutions to instances of quadratic unconstrained binary optimisation. The algorithm can be seen as an analogue of quantum annealing under the restriction of a product state space, where the dynamical evolution in quantum annealing is replaced with a gradient-descent based method. This formulation is able to quickly find high-quality solutions to large-scale problem instances, and can naturally be accelerated by dedicated hardware such as graphics processing units. We benchmark our approach for large scale problem instances with tuneable hardness and planted solutions. We find that our algorithm offers a similar performance to current state of the art approaches within a comparably simple gradient-based and non-stochastic setting.
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We propose an algorithm inspired by optical coherent Ising machines to solve the problem of polynomial unconstrained binary optimisation (PUBO). We benchmark the proposed algorithm against existing PUBO algorithms on the extended Sherrington-Kirkpatrick model and random third-degree polynomial pseudo-Boolean functions, and observe its superior performance. We also address instances of practically relevant computational problems such as protein folding and electronic structure calculations with problem sizes not accessible to existing quantum annealing devices. In particular, we successfully find the lowest-energy conformation of lattice protein molecules containing up to eleven amino-acids. The application of our algorithm to quantum chemistry sheds light on the shortcomings of approximating the electronic structure problem by a PUBO problem, which, in turn, puts into question the applicability of quantum annealers in this context.
The Quadratic Unconstrained Binary Optimization (QUBO) modeling and solution framework is a requirement for quantum and digital annealers. However optimality for QUBO problems of any practical size is extremely difficult to achieve. In order to incorporate the problem-specific insights, a diverse set of solutions meeting an acceptable target metric or goal is the preference in high level decision making. In this paper, we present two alternatives for goal-seeking QUBO for minimizing the deviation from a given target as well as a range of values around a target. Experimental results illustrate the efficacy of the proposed approach over Constraint Programming for quickly finding a satisficing set of solutions.
The Fujitsu Digital Annealer (DA) is designed to solve fully connected quadratic unconstrained binary optimization (QUBO) problems. It is implemented on application-specific CMOS hardware and currently solves problems of up to 1024 variables. The DAs algorithm is currently based on simulated annealing; however, it differs from it in its utilization of an efficient parallel-trial scheme and a dynamic escape mechanism. In addition, the DA exploits the massive parallelization that custom application-specific CMOS hardware allows. We compare the performance of the DA to simulated annealing and parallel tempering with isoenergetic cluster moves on two-dimensional and fully connected spin-glass problems with bimodal and Gaussian couplings. These represent the respective limits of sparse versus dense problems, as well as high-degeneracy versus low-degeneracy problems. Our results show that the DA currently exhibits a time-to-solution speedup of roughly two orders of magnitude for fully connected spin-glass problems with bimodal or Gaussian couplings, over the single-core implementations of simulated annealing and parallel tempering Monte Carlo used in this study. The DA does not appear to exhibit a speedup for sparse two-dimensional spin-glass problems, which we explain on theoretical grounds. We also benchmarked an early implementation of the Parallel Tempering DA. Our results suggest an improved scaling over the other algorithms for fully connected problems of average difficulty with bimodal disorder. The next generation of the DA is expected to be able to solve fully connected problems up to 8192 variables in size. This would enable the study of fundamental physics problems and industrial applications that were previously inaccessible using standard computing hardware or special-purpose quantum annealing machines.
In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are motivated to find robust, or stable, solutions because of the uncertainty inherent in the big data origins of Q and limitations in computer numerical precision, particularly in a new class of quantum annealing computers. Experimental design techniques are used to generate a diverse subset of possible scenarios, from which robust solutions are identified. An illustrative example with practical application to business decision making is examined. The approach presented also generates a surface response equation which is used to estimate upper bounds in constant time for Q instantiations within the scenario extremes. In addition, a theoretical framework for the robustness of individual x_i variables is considered by examining the range of Q values over which the x_i are predetermined.
Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack variables needed for conversion of inequalities. This transformation can lead to a significant increase in the size and density of the problem. Herein, we propose an efficient approach for recasting inequality constraints that reduces the number of linear and quadratic variables. Experimental results illustrate the efficacy.
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