Abstract

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 DA's 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.

Highlights

  • Discrete optimization problems have ubiquitous applications in various fields and, in particular, many NP-hard combinatorial optimization problems can be mapped to a quadratic Ising model [1] or, equivalently, to a quadratic unconstrained binary optimization (QUBO) problem

  • We have used an implementation of the parallel tempering (PT) algorithm based on the work of Zhu et al [48, 49]

  • In this work we have compared the performance of the Digital Annealer (DA) and the Parallel Tempering Digital Annealer (PTDA) to parallel tempering Monte Carlo with and without isoenergetic cluster moves (PT+ICM and PT, respectively) and simulated annealing (SA) using random instances of sparse and fully connected spin-glass problems, with bimodal and Gaussian disorder

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Summary

INTRODUCTION

Discrete optimization problems have ubiquitous applications in various fields and, in particular, many NP-hard combinatorial optimization problems can be mapped to a quadratic Ising model [1] or, equivalently, to a quadratic unconstrained binary optimization (QUBO) problem. The DA’s algorithm, which we refer to as “the DA”, is based on simulated annealing, but differs in several ways (see section 2), as well as in its ability to take advantage of the massive parallelization possible when using a custom, application-specific CMOS hardware. It has been shown that physics-inspired optimization techniques such as simulated annealing and parallel tempering Monte Carlo typically outperform specialized quantum hardware [30] such as the D-Wave devices. Spin glasses have been used extensively to benchmark algorithms on off-theshelf CPUs [43, 44], novel computing technologies such as quantum annealers [18, 20, 45, 46], and coherent Ising machines [32]. The parameters used for our benchmarking are given in Appendix

Simulated Annealing
The Digital Annealer’s Algorithm
Parallel Tempering With Isoenergetic Cluster Moves
The Parallel Tempering Digital Annealer’s Algorithm
SCALING ANALYSIS
BENCHMARKING PROBLEMS
RESULTS AND DISCUSSION
SK Spin-Glass Problems
Spin-Glass Problems With Different Densities
CONCLUSIONS AND OUTLOOK
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