Quadratic Unconstrained Binary Optimization Problem Research Articles

QUBO formulations of three NP problems

With the recent advancements in the field of combinatorial optimization, QUBO (quadratic unconstrained binary optimization) has become a topic of intense interest, as a problem format acceptable to several hardware heuristics such as quantum and digital annealers. Accordingly, transforming hard mathematical problems into QUBO problems is of particular importance. In this paper, we restate three problems in NP-complete and NP-hard classes as QUBO problems with proofs of equivalence. Our problems of interest are the numerical three-dimensional matching problem, the monochromatic triangle problem and the optimum facility location problem. Furthermore, we comment on the feasibility of these formulations on sophisticated QUBO solving platforms.

Template-Based Minor Embedding for Adiabatic Quantum Optimization

Quantum annealing (QA) can be used to quickly obtain near-optimal solutions for quadratic unconstrained binary optimization (QUBO) problems. In QA hardware, each decision variable of a QUBO should be mapped to one or more adjacent qubits in such a way that pairs of variables defining a quadratic term in the objective function are mapped to some pair of adjacent qubits. However, qubits have limited connectivity in existing QA hardware. This has spurred work on preprocessing algorithms for embedding the graph representing problem variables with quadratic terms into the hardware graph representing qubits adjacencies, such as the Chimera graph in hardware produced by D-Wave Systems. In this paper, we use integer linear programming to search for an embedding of the problem graph into certain classes of minors of the Chimera graph, which we call template embeddings. One of these classes corresponds to complete bipartite graphs, for which we show the limitation of the existing approach based on minimum odd cycle transversals (OCTs). One of the formulations presented is exact and thus can be used to certify the absence of a minor embedding using that template. On an extensive test set consisting of random graphs from five different classes of varying size and sparsity, we can embed more graphs than a state-of-the-art OCT-based approach, our approach scales better with the hardware size, and the runtime is generally orders of magnitude smaller. Summary of Contribution: Our work combines classical and quantum computing for operations research by showing that integer linear programming can be successfully used as a preprocessing step for adiabatic quantum optimization. We use it to determine how a quadratic unconstrained binary optimization problem can be solved by a quantum annealer in which the qubits are coupled as in a Chimera graph, such as in the quantum annealers currently produced by D-Wave Systems. The paper also provides a timely introduction to adiabatic quantum computing and related work on minor embeddings.

Applying the Hubbard-Stratonovich Transformation to Solve Scheduling Problems Under Inequality Constraints With Quantum Annealing

Quantum annealing is a global optimization algorithm that uses the quantum tunneling effect to speed-up the search for an optimal solution. Its current hardware implementation relies on D-Wave’s Quantum Processing Units, which are limited in terms of number of qubits and architecture while being restricted to solving quadratic unconstrained binary optimization (QUBO) problems. Consequently, previous applications of quantum annealing to real-life use cases have focused on problems that are either native QUBO or close to native QUBO. By contrast, in this paper we propose to tackle inequality constraints and non-quadratic terms. We demonstrate how to handle them with a realistic use case-a bus charging scheduling problem. First, we reformulate the original integer programming problem into a QUBO with the penalty method and directly solve it on a D-Wave machine. In a second approach, we dualize the problem by performing the Hubbard-Stratonovich transformation. The dual problem is solved indirectly by combining quantum annealing and adaptive classical gradient-descent optimizer. Whereas the penalty method is severely limited by the connectivity of the realistic device, we show experimentally that the indirect approach is able to solve problems of a larger size, offering thus a better scaling. Hence, the implementation of the Hubbard-Stratonovich transformation carried out in this paper on a scheduling use case suggests that this approach could be investigated further and applied to a variety of real-life integer programming problems under multiple constraints to lower the cost of mapping to QUBO, a key step towards the near-term practical application of quantum computing.

Balanced k-means clustering on an adiabatic quantum computer

Adiabatic quantum computers are a promising platform for efficiently solving challenging optimization problems. Therefore, many are interested in using these computers to train computationally expensive machine learning models. We present a quantum approach to solving the balanced k-means clustering training problem on the D-Wave 2000Q adiabatic quantum computer. In order to do this, we formulate the training problem as a quadratic unconstrained binary optimization (QUBO) problem. Unlike existing classical algorithms, our QUBO formulation targets the global solution to the balanced k-means model. We test our approach on a number of small problems and observe that despite the theoretical benefits of the QUBO formulation, the clustering solution obtained by a modern quantum computer is usually inferior to the solution obtained by the best classical clustering algorithms. Nevertheless, the solutions provided by the quantum computer do exhibit some promising characteristics. We also perform a scalability study to estimate the run time of our approach on large problems using future quantum hardware. As a final proof of concept, we used the quantum approach to cluster random subsets of the Iris benchmark data set.

Quantum Annealing versus Digital Computing

Quantum annealing is getting increasing attention in combinatorial optimization. The quantum processing unit by D-Wave is constructed to approximately solve Ising models on so-called Chimera graphs. Ising models are equivalent to quadratic unconstrained binary optimization (QUBO) problems and maximum cut problems on the associated graphs. We have tailored branch-and-cut as well as semidefinite programming algorithms for solving Ising models for Chimera graphs to provable optimality and use the strength of these approaches for comparing our solution values to those obtained on the current quantum annealing machine, D-Wave 2000Q. This allows for the assessment of the quality of solutions produced by the D-Wave hardware. In addition, we also evaluate the performance of a heuristic by Selby. It has been a matter of discussion in the literature how well the D-Wave hardware performs at its native task, and our experiments shed some more light on this issue. In particular, we examine how reliably the D-Wave computer can deliver true optimum solutions and present some surprising results.

Benchmark Test of Black-box Optimization Using D-Wave Quantum Annealer

In solving optimization problems, objective functions generally need to be minimized or maximized. However, objective functions cannot always be formulated explicitly in a mathematical form for complicated problem settings. Although several regression techniques infer the approximate forms of objective functions, they are at times expensive to evaluate. Optimal points of "black-box" objective functions are computed in such scenarios, while effectively using a small number of clues. Recently, an efficient method by use of inference by sparse prior for a black-box objective function with binary variables has been proposed. In this method, a surrogate model was proposed in the form of a quadratic unconstrained binary optimization (QUBO) problem, and was iteratively solved to obtain the optimal solution of the black-box objective function. In the present study, we employ the D-Wave 2000Q quantum annealer, which can solve QUBO by driving the binary variables by quantum fluctuations. The D-Wave 2000Q quantum annealer does not necessarily output the ground state at the end of the protocol due to freezing effect during the process. We investigate effects from the output of the D-Wave quantum annealer in performing black-box optimization. We demonstrate a benchmark test by employing the sparse Sherrington-Kirkpatrick (SK) model as the black-box objective function, by introducing a parameter controlling the sparseness of the interaction coefficients. Comparing the results of the D-Wave quantum annealer to those of the simulated annealing (SA) and semidefinite programming (SDP), our results by the D-Wave quantum annealer and SA exhibit superiority in black-box optimization with SDP. On the other hand, we did not find any advantage of the D-Wave quantum annealer over the simulated annealing. As far as in our case, any effects by quantum fluctuation are not found.

Multivehicle Task Assignment Based on Collaborative Neurodynamic Optimization With Discrete Hopfield Networks.

This article presents a collaborative neurodynamic optimization (CNO) approach to multivehicle task assignments (TAs). The original combinatorial quadratic optimization problem for TA is reformulated as a quadratic unconstrained binary optimization (QUBO) problem with a quadratic utility function and a penalty function for handling load capacity and cooperation constraints. In the framework of CNO with a population of discrete Hopfield networks (DHNs), a TA algorithm is proposed for solving the formulated QUBO problem. Superior experimental results in four typical multivehicle operation scenarios are reported to substantiate the efficacy of the proposed neurodynamics-based TA approach.

QUBO formulations for training machine learning models

Training machine learning models on classical computers is usually a time and compute intensive process. With Moore’s law nearing its inevitable end and an ever-increasing demand for large-scale data analysis using machine learning, we must leverage non-conventional computing paradigms like quantum computing to train machine learning models efficiently. Adiabatic quantum computers can approximately solve NP-hard problems, such as the quadratic unconstrained binary optimization (QUBO), faster than classical computers. Since many machine learning problems are also NP-hard, we believe adiabatic quantum computers might be instrumental in training machine learning models efficiently in the post Moore’s law era. In order to solve problems on adiabatic quantum computers, they must be formulated as QUBO problems, which is very challenging. In this paper, we formulate the training problems of three machine learning models—linear regression, support vector machine (SVM) and balanced k-means clustering—as QUBO problems, making them conducive to be trained on adiabatic quantum computers. We also analyze the computational complexities of our formulations and compare them to corresponding state-of-the-art classical approaches. We show that the time and space complexities of our formulations are better (in case of SVM and balanced k-means clustering) or equivalent (in case of linear regression) to their classical counterparts.

Qubit-efficient encoding schemes for binary optimisation problems

We propose and analyze a set of variational quantum algorithms for solving quadratic unconstrained binary optimization problems where a problem consisting of nc classical variables can be implemented on O(log⁡nc) number of qubits. The underlying encoding scheme allows for a systematic increase in correlations among the classical variables captured by a variational quantum state by progressively increasing the number of qubits involved. We first examine the simplest limit where all correlations are neglected, i.e. when the quantum state can only describe statistically independent classical variables. We apply this minimal encoding to find approximate solutions of a general problem instance comprised of 64 classical variables using 7 qubits. Next, we show how two-body correlations between the classical variables can be incorporated in the variational quantum state and how it can improve the quality of the approximate solutions. We give an example by solving a 42-variable Max-Cut problem using only 8 qubits where we exploit the specific topology of the problem. We analyze whether these cases can be optimized efficiently given the limited resources available in state-of-the-art quantum platforms. Lastly, we present the general framework for extending the expressibility of the probability distribution to any multi-body correlations.

Hash Bit Selection via Collaborative Neurodynamic Optimization With Discrete Hopfield Networks.

Hash bit selection (HBS) aims to find the most discriminative and informative hash bits from a hash pool generated by using different hashing algorithms. It is usually formulated as a binary quadratic programming problem with an information-theoretic objective function and a string-length constraint. In this article, it is equivalently reformulated in the form of a quadratic unconstrained binary optimization problem by augmenting the objective function with a penalty function. The reformulated problem is solved via collaborative neurodynamic optimization (CNO) with a population of classic discrete Hopfield networks. The two most important hyperparameters of the CNO approach are determined based on Monte Carlo test results. Experimental results on three benchmark data sets are elaborated to substantiate the superiority of the collaborative neurodynamic approach to several existing methods for HBS.

Grover Adaptive Search for Constrained Polynomial Binary Optimization

In this paper we discuss Grover Adaptive Search (GAS) for Constrained Polynomial Binary Optimization (CPBO) problems, and in particular, Quadratic Unconstrained Binary Optimization (QUBO) problems, as a special case. GAS can provide a quadratic speed-up for combinatorial optimization problems compared to brute force search. However, this requires the development of efficient oracles to represent problems and flag states that satisfy certain search criteria. In general, this can be achieved using quantum arithmetic, however, this is expensive in terms of Toffoli gates as well as required ancilla qubits, which can be prohibitive in the near-term. Within this work, we develop a way to construct efficient oracles to solve CPBO problems using GAS algorithms. We demonstrate this approach and the potential speed-up for the portfolio optimization problem, i.e. a QUBO, using simulation and experimental results obtained on real quantum hardware. However, our approach applies to higher-degree polynomial objective functions as well as constrained optimization problems.

A Quantum Annealer for Subset Feature Selection and the Classification of Hyperspectral Images

Hyperspectral images (HSIs) showing objects belonging to several distinct target classes are characterized by dozens of spectral bands being available. However, some of these spectral bands are redundant and/or noisy, and hence, selecting highly informative and trustworthy bands for each class is a vital step for classification and for saving internal storage space; then the selected bands are termed a highly informative spectral band subset. We use a mutual information (MI)-based method to select the spectral band subset of a given class and two additional binary quantum classifiers, namely a quantum boost (Qboost) and a quantum boost plus (Qboost-Plus) classifier, to classify a two-label dataset characterized by the selected band subset. We pose both our MI-based band subset selection problem and the binary quantum classifiers as a quadratic unconstrained binary optimization (QUBO) problem. Such a quadratic problem is solvable with the help of conventional optimization techniques. However, the QUBO problem is an NP-hard global optimization problem, and hence, it is worthwhile for applying a quantum annealer. Thus, we adapted our MI-based optimization problem for selecting highly informative bands for each class of a given HSI to be run on a D-Wave quantum annealer. After the selection of these highly informative bands for each class, we employ our binary quantum classifiers to a two-label dataset on the D-Wave quantum annealer. In addition, we provide a novel multilabel classifier exploiting an error-encoding output code when using our binary quantum classifiers. As a real-world dataset in Earth observation, we used the well-known AVIRIS HSI of Indian Pine, north-western Indiana, USA. We can demonstrate that the MI-based band subset selection problem can be run on a D-Wave quantum annealer that selects the highly informative spectral band subset for each target class in the Indian Pine HSI. We can also prove that our binary quantum classifiers and our novel multilabel classifier generate a correct two- and multilabel dataset characterized by their selected bands and with high accuracy such as having been produced by conventional classifiers-and even better in some instances.

Formulating and Solving Routing Problems on Quantum Computers

The determination of vehicle routes fulfilling connectivity, time, and operational constraints is a well-studied combinatorial optimization problem. The NP-hard complexity of vehicle routing problems has fostered the adoption of tailored exact approaches, matheuristics, and metaheuristics on classical computing devices. The ongoing evolution of quantum computing hardware and the recent advances of quantum algorithms (i.e., VQE, QAOA, and ADMM) for mathematical programming make decision-making for routing problems an avenue of research worthwhile to be explored on quantum devices. In this article, we propose several mathematical formulations for inventory routing cast as vehicle routing with time windows and comment on their strengths and weaknesses. The optimization models are compared from a quantum computing perspective, specifically with metrics to evaluate the difficulty in solving the underlying quadratic unconstrained binary optimization problems. Finally, the solutions obtained on simulated quantum devices demonstrate the relative benefits of different algorithms and their robustness when put into practice.

Quantum Algorithms for Mixed Binary Optimization Applied to Transaction Settlement

We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to combine binary decision variables with continuous decision variables, which, for instance, enables the modeling of inequality constraints via slack variables. We propose two heuristics and introduce the Transaction Settlement problem to demonstrate them. Transaction Settlement is defined as the exchange of securities and cash between parties and is crucial to financial market infrastructure. We test our algorithms using classical simulation as well as real quantum devices provided by the IBM Quantum Computation Center.

Exploring Embeddings for MIMO Channel Decoding on Quantum Annealers

Quantum Annealing provides a heuristic method leveraging quantum mechanics for solving Quadratic Unconstrained Binary Optimization problems. Existing Quantum Annealing processing units are readily available via cloud platform access for a wide range of use cases. In particular, a novel device, the D-Wave Advantage has been recently released. In this paper, we study the applicability of Maximum Likelihood (ML) Channel Decoder problems for MIMO scenarios in centralized RAN. The main challenge for exact optimization of ML decoders with ever-increasing demand for higher data rates is the exponential increase of the solution space with problem sizes. Since current 5G solutions can only use approximate methodologies, Kim et al. [1] leveraged Quantum Annealing for large MIMO problems with phase shift keying and quadrature amplitude modulation scenarios. Here, we extend upon their work and present embedding limits for both more complex modulation and higher receiver / transmitter numbers using the Pegasus P16 topology of the D-Wave Advantage system.

Evaluation of Quantum Annealer Performance via the Massive MIMO Problem

Quantum annealing offers an appealing route to handle large-scale optimization problems. Existing Quantum Annealing processing units are readily available via cloud platform access for solving Quadratic Unconstrained Binary Optimization (QUBO) problems. In particular, the novel D-Wave Advantage device has been recently released. Its performance is expected to improve upon the previous state-of-the-art D-Wave 2000Q annealer, due to higher number of qubits and the Pegasus topology. Here, we present a comparative study via an ensemble of Maximum Likelihood (ML) Channel Decoder problems for MIMO scenarios in Centralized Radio Access Network (C-RAN) architectures. The main challenge for exact optimization of ML decoders with ever-increasing demand for higher data rates is the exponential increase of the solution space with problem sizes. Since current 5G solutions mainly use approximate methodologies, Kim et al. leveraged Quantum Annealing for large MIMO problems with Phase Shift Keying and Quadrature Amplitude Modulation scenarios. Here, we extend their work and analyze experiments for more complex modulations and larger MIMO antenna array sizes. By implementing the extended QUBO formulae on the novel annealer architecture, we uncover the limits of state-of-the-art quantum optimization for the massive MIMO ML decoder. We report on the improvements and discuss the uncovered limiting factors learned from the 64-QAM extension. We include the enhanced evaluation of raw annealer sampling via implementation of post-processing methods in the comparative analysis between D-Wave 2000Q and the D-Wave Advantage system.

Quantum Speedup for Index Modulation

This paper presents a quantum-assisted index modulation for next-generation IoT wireless networks. The NP-hard index selection problem is first formulated by a quadratic unconstrained binary optimization (QUBO) problem consisting of constraints of feasible solutions. To minimize the number of qubits required for a quantum circuit, this formulation is then simplified by a dictionary-based approach that partially exploits a classical computer. For both formulations, the numbers of required qubits and non-zero elements in QUBO matrices are analyzed algebraically, and found to be in close agreement with the actual measurement. It is observed that the Grover adaptive search can provide the quantum speedup for the index selection problem. This promising result implies that the on-off structure of index modulation is suitable for quantum computation, and future fault-tolerant quantum computers may be useful for obtaining high-performance index activation patterns.

An External Definition of the One-Hot Constraint and Fast QUBO Generation for High-Performance Combinatorial Clustering

Recently, a clustering method using a combinatorial optimization problem, called combinatorial clustering, has been drawing attention due to the rapid spreads of quantum annealing and simulated annealing. Combinatorial clustering is performed by minimizing an objective function under a condition to satisfy a one-hot constraint. The objective function and the constraint function are generally formulated to a unified objective function of a QUBO (Quadratic Unconstrained Binary Optimization) problem using the method of the Lagrange multiplier. The coefficients of the QUBO function can be represented by a square matrix, which is called the QUBO matrix. Although the Lagrange multiplier needs to be large enough to avoid violating the constraint, it is usually hard to be set appropriately due to the limitation of the bit precision. For example, the latest quantum annealer can handle values represented by only six or fewer bits. Even conventional computing systems cannot control the larger value of the Lagrange multiplier as the number of data points increases. Besides, the execution time for combinatorial clustering increases exponentially as the problem size increases. This is because the time for the QUBO matrix generation is long and a dominant factor of the total execution time when the problem size is large. To solve these problems, this paper proposes combinatorial clustering that overcomes the limitation of the method of the Lagrange multiplier. The proposed method uses a QUBO solver that can externally define the one-hot constraint independent from the objective function, and the externally-defined constraint is satisfied by the operations with multiple bit-flips. As the QUBO function contains only the objective function, the method of the Lagrange multiplier is not necessary. The proposed method can optimize the objective function sufficiently even when the problem size is large. Since the constraint function is not included in the QUBO function, the proposed method also reduces the time for the QUBO matrix generation. The experimental results obtained using the artificial and real data show that the proposed method can improve the quality of annealing-based clustering results in all data sets. The experimental results also clarify that the quality of the proposed method is almost equal to or better than that of quasi-optimal clustering methods such as K-means. The evaluation using the multiple traveling salesman problem shows that the proposed method can obtain shorter tour lengths than the conventional annealing-based clustering in all 13 cases and K-means++ in 6 out of 12 cases with a significant difference. Furthermore, the proposed method can accelerate the execution time for combinatorial clustering because there is no need to calculate the coefficients of the constraint function.

Inferring the Dynamics of the State Evolution During Quantum Annealing

To solve an optimization problem using a commercial quantum annealer, one has to represent the problem of interest as an Ising or a quadratic unconstrained binary optimization (QUBO) problem and submit its coefficients to the annealer, which then returns a user-specified number of low-energy solutions. It would be useful to know what happens in the quantum processor during the anneal process so that one could design better algorithms or suggest improvements to the hardware. However, existing quantum annealers are not able to directly extract such information from the processor. Hence, in this work we propose to use advanced features of D-Wave 2000Q to indirectly infer information about the dynamics of the state evolution during the anneal process. Specifically, D-Wave 2000Q allows the user to customize the anneal schedule, that is, the schedule with which the anneal fraction is changed from the start to the end of the anneal. Using this feature, we design a set of modified anneal schedules whose outputs can be used to generate information about the states of the system at user-defined time points during a standard anneal. With this process, called "slicing", we obtain approximate distributions of lowest-energy anneal solutions as the anneal time evolves. We use our technique to obtain a variety of insights into the annealer, such as the state evolution during annealing, when individual bits in an evolving solution flip during the anneal process and when they stabilize, and we introduce a technique to estimate the freeze-out point of both the system as well as of individual qubits.

Mapping graph coloring to quantum annealing

Quantum annealing provides a method to solve combinatorial optimization problems in complex energy landscapes by exploiting thermal fluctuations that exist in a physical system. This work introduces the mapping of a graph coloring problem based on pseudo-Boolean constraints to a working graph of the D-Wave Systems Inc. We start from the problem formulated as a set of constraints represented in propositional logic. We use the SATyrus approach to transform this set of constraints to an energy minimization problem. We convert the formulation to a quadratic unconstrained binary optimization problem (QUBO), applying polynomial reduction when needed, and solve the problem using different approaches: (a) classical QUBO using simulated annealing in a von Neumann machine; (b) QUBO in a simulated quantum environment; (c) actual quantum 1, QUBO using the D-Wave quantum machine and reducing polynomial degree using a D-Wave library; and (d) actual quantum 2, QUBO using the D-Wave quantum machine and reducing polynomial degree using our own implementation. We study how the implementations using these approaches vary in terms of the impact on the number of solutions found (a) when varying the penalties associated with the constraints and (b) when varying the annealing approach, simulated (SA) versus quantum (QA). Results show that both SA and QA produce good heuristics for this specific problem, although we found more solutions through the QA approach.