Quadratic Unconstrained Binary Optimization Research Articles

Explainable Artificial Intelligence Using Expressive Boolean Formulas

We propose and implement an interpretable machine learning classification model for Explainable AI (XAI) based on expressive Boolean formulas. Potential applications include credit scoring and diagnosis of medical conditions. The Boolean formula defines a rule with tunable complexity (or interpretability) according to which input data are classified. Such a formula can include any operator that can be applied to one or more Boolean variables, thus providing higher expressivity compared to more rigid rule- and tree-based approaches. The classifier is trained using native local optimization techniques, efficiently searching the space of feasible formulas. Shallow rules can be determined by fast Integer Linear Programming (ILP) or Quadratic Unconstrained Binary Optimization (QUBO) solvers, potentially powered by special-purpose hardware or quantum devices. We combine the expressivity and efficiency of the native local optimizer with the fast operation of these devices by executing non-local moves that optimize over the subtrees of the full Boolean formula. We provide extensive numerical benchmarking results featuring several baselines on well-known public datasets. Based on the results, we find that the native local rule classifier is generally competitive with the other classifiers. The addition of non-local moves achieves similar results with fewer iterations. Therefore, using specialized or quantum hardware could lead to a significant speedup through the rapid proposal of non-local moves.

High-speed train timetable optimization based on space–time network model and quantum simulator

Timetable scheduling is a combinatorial optimization problem that presents formidable challenges for classical computers. This paper introduces a pioneering methodology for addressing the high-speed train timetabling problem through quantum computing. Initially, a comprehensive binary integer programming model, grounded in the space–time network, is proposed (M1). To manage the intricacy of model M1, a knapsack problem reformulation is employed to establish a simplified binary integer programming model (M2). Both M1 and M2 are subsequently converted into quadratic unconstrained binary optimization (QUBO) models to harness the potential of quantum computing. Several techniques, including the Gurobi solver, simulated annealing, and the coherent Ising machine (CIM) quantum simulator, are deployed to solve the model across four distinct scenarios of varying complexity. The findings indicate that CIM quantum simulator outperforms the simulated annealing method in terms of solution quality for medium-scale problems.

Bit duplication technique to generate hard quadratic unconstrained binary optimization problems with adjustable sizes

SummaryQuadratic unconstrained binary optimization (QUBO) is a combinatorial optimization to find an optimal binary solution vector that minimizes the energy value defined by a quadratic formula of binary variables in the vector. The main contribution of this article is to propose the bit duplication technique that can specify the number of duplicated bits, so that it can generate hard QUBO problem with adjustable sizes. The idea is to duplicate specified number of bits and then to give constraints so that the corresponding two bits take the same binary values. By this technique, any QUBO problem with bits is converted to a hard QUBO problem with bits . We use random QUBO problems, N‐Queen problems, traveling salesman problem and maximum weight matching problems for experiments. The performance of QUBO solvers including Gurobi optimizer, Fixstars Amplify AE, OpenJij with SA, D‐Wave samplers with SA, D‐Wave hybrid and ABS2 QUBO solver are evaluated for solving these QUBO problems. The experimental results show that only a small scale of duplicated bits can make QUBO problems harder. Hence, the bit duplication technique is a potent method to generate hard QUBO problems and generated QUBO problems can be used as benchmark problems for evaluating the search performance of QUBO solvers.

Best practices for portfolio optimization by quantum computing, experimented on real quantum devices

In finance, portfolio optimization aims at finding optimal investments maximizing a trade-off between return and risks, given some constraints. Classical formulations of this quadratic optimization problem have exact or heuristic solutions, but the complexity scales up as the market dimension increases. Recently, researchers are evaluating the possibility of facing the complexity scaling issue by employing quantum computing. In this paper, the problem is solved using the Variational Quantum Eigensolver (VQE), which in principle is very efficient. The main outcome of this work consists of the definition of the best hyperparameters to set, in order to perform Portfolio Optimization by VQE on real quantum computers. In particular, a quite general formulation of the constrained quadratic problem is considered, which is translated into Quadratic Unconstrained Binary Optimization by the binary encoding of variables and by including constraints in the objective function. This is converted into a set of quantum operators (Ising Hamiltonian), whose minimum eigenvalue is found by VQE and corresponds to the optimal solution. In this work, different hyperparameters of the procedure are analyzed, including different ansatzes and optimization methods by means of experiments on both simulators and real quantum computers. Experiments show that there is a strong dependence of solutions quality on the sufficiently sized quantum computer and correct hyperparameters, and with the best choices, the quantum algorithm run on real quantum devices reaches solutions very close to the exact one, with a strong convergence rate towards the classical solution, even without error-mitigation techniques. Moreover, results obtained on different real quantum devices, for a small-sized example, show the relation between the quality of the solution and the dimension of the quantum processor. Evidences allow concluding which are the best ways to solve real Portfolio Optimization problems by VQE on quantum devices, and confirm the possibility to solve them with higher efficiency, with respect to existing methods, as soon as the size of quantum hardware will be sufficiently high.

Quantum-inspired encoding enhances stochastic sampling of soft matter systems.

Quantum advantage in solving physical problems is still hard to assess due to hardware limitations. However, algorithms designed for quantum computers may engender transformative frameworks for modeling and simulating paradigmatically hard systems. Here, we show that the quadratic unconstrained binary optimization encoding enables tackling classical many-body systems that are challenging for conventional Monte Carlo. Specifically, in self-assembled melts of rigid lattice ring polymers, the combination of high density, chain stiffness, and topological constraints results in divergent autocorrelation times for real-space Monte Carlo. Our quantum-inspired encoding overcomes this problem and enables sampling melts of lattice rings with fixed curvature and compactness, unveiling counterintuitive topological effects. Tackling the same problems with the D-Wave quantum annealer leads to substantial performance improvements and advantageous scaling of sampling computational cost with the size of the self-assembled ring melts.

Quantum image denoising: a framework via Boltzmann machines, QUBO, and quantum annealing

We investigate a framework for binary image denoising via restricted Boltzmann machines (RBMs) that introduces a denoising objective in quadratic unconstrained binary optimization (QUBO) form well-suited for quantum annealing. The denoising objective is attained by balancing the distribution learned by a trained RBM with a penalty term for derivations from the noisy image. We derive the statistically optimal choice of the penalty parameter assuming the target distribution has been well-approximated, and further suggest an empirically supported modification to make the method robust to that idealistic assumption. We also show under additional assumptions that the denoised images attained by our method are, in expectation, strictly closer to the noise-free images than the noisy images are. While we frame the model as an image denoising model, it can be applied to any binary data. As the QUBO formulation is well-suited for implementation on quantum annealers, we test the model on a D-Wave Advantage machine, and also test on data too large for current quantum annealers by approximating QUBO solutions through classical heuristics.

Dual-Matrix Domain Wall: A Novel Technique for Generating Permutations by QUBO and Ising Models with Quadratic Sizes

The Ising model is defined by an objective function using a quadratic formula of qubit variables. The problem of an Ising model aims to determine the qubit values of the variables that minimize the objective function, and many optimization problems can be reduced to this problem. In this paper, we focus on optimization problems related to permutations, where the goal is to find the optimal permutation out of the n! possible permutations of n elements. To represent these problems as Ising models, a commonly employed approach is to use a kernel that applies one-hot encoding to find any one of the n! permutations as the optimal solution. However, this kernel contains a large number of quadratic terms and high absolute coefficient values. The main contribution of this paper is the introduction of a novel permutation encoding technique called the dual-matrix domain wall, which significantly reduces the number of quadratic terms and the maximum absolute coefficient values in the kernel. Surprisingly, our dual-matrix domain-wall encoding reduces the quadratic term count and maximum absolute coefficient values from n3−n2 and 2n−4 to 6n2−12n+4 and 2, respectively. We also demonstrate the applicability of our encoding technique to partial permutations and Quadratic Unconstrained Binary Optimization (QUBO) models. Furthermore, we discuss a family of permutation problems that can be efficiently implemented using Ising/QUBO models with our dual-matrix domain-wall encoding.

Coordinated post-disaster restoration for resilient urban distribution systems: A hybrid quantum-classical approach

Incorporating multiple resilient resources into coordinated post-disaster restoration (CPR) strategy contributes positively to resilience enhancement of power distribution systems (PDS). However, the consideration of multiple factors may exacerbate model complexity, resulting in longer solution times and compromising the strategy’s practicality. With the remarkable potential power of quantum computing (QC), we propose a hybrid quantum-classical (HQC) approach for this problem. A HQC-based framework is proposed and the CPR model is established considering repair crew dispatch, PDS operation, microgrids operation, and topology reconfiguration. Then, a hybrid quantum-classical Benders decomposition (HQC-BD) algorithm and detailed pseudocode are proposed and presented in compact form. The integer slack and binary expansion methods are applied to transform the constrained problem into quadratic unconstrained binary optimization problem. Finally, the effectiveness and computational efficiency of the proposed HQC-BD approach are verified. The comparative analysis of different calculation methods is conducted by employing the D-Wave’s direct quantum processing unit solvers and hybrid solvers via the Leap™ quantum cloud service. This paper explores the possibility of quantum-accelerated resilience restoration and enhancement from the HQC point of view.

Application of QUBO model in credit score card combination optimization

Credit cards are a rule by which banks rate their customers. Different credit scoring cards have different thresholds, corresponding to different pass rates and bad debt rates, which have a crucial impact on the bank's revenue. To help banks choose the best combination of credit scoring cards, so as to maximize revenue. Based on the triple credit card combination strategy of the bank, this paper establishes a mathematical programming model for solving the optimal combination. Aiming at the particularity of the binary decision variables, a constraint method is proposed to transform the quartic and quartic terms in the model into quadratic terms. Then, in order to balance the relationship between the objective function and the constraint conditions, the weighted penalty coefficient is further introduced by combining the entropy weight method. The model is transformed into QUBO(quadratic unconstrained binary optimization) model, and then combined with the bank's credit score card data, the optimal combination is solved by quantum annealing algorithm and verified by experiment. The experimental results show that this method has high precision and strong applicability in solving combinatorial optimization problems.

Quantum Annealing with Inequality Constraints: The Set Cover Problem

AbstractQuantum annealing is a promising method for solving hard optimization problems by transforming them into quadratic unconstrained binary optimization (QUBO) problems. However, when constraints are involved, particularly multiple inequality constraints, incorporating them into the objective function poses challenges. In this paper, the authors present two novel approaches for solving problems with multiple inequality constraints on a quantum annealer and apply them to the set cover problem (SCP). The first approach uses the augmented Lagrangian method to represent the constraints, while the second approach employs a higher‐order binary optimization (HUBO) formulation. The experiments show that both approaches outperform the standard approach for solving the SCP on the D‐Wave Advantage quantum annealer. The HUBO formulation performs slightly better than the augmented Lagrangian method in solving the SCP, but its scalability in terms of embeddability in the quantum chip is worse. The results demonstrate that the proposed augmented Lagrangian and HUBO methods can successfully implement a large number of inequality constraints, making them applicable to a broad range of constrained problems beyond the SCP.

Universal Quantum Optimization with Cold Atoms in an Optical Cavity.

Cold atoms in an optical cavity have been widely used for quantum simulations of many-body physics, where the quantum control capability has been advancing rapidly in recent years. Here, we show the atom cavity system is universal for quantum optimization with arbitrary connectivity. We consider a single-mode cavity and develop a Raman coupling scheme by which the engineered quantum Hamiltonian for atoms directly encodes number partition problems. The programmability is introduced by placing the atoms at different positions in the cavity with optical tweezers. The number partition problem solution is encoded in the ground state of atomic qubits coupled through a photonic cavity mode, which can be reached by adiabatic quantum computing. We construct an explicit mapping for the 3-SAT and vertex cover problems to be efficiently encoded by the cavity system, which costs linear overhead in the number of atomic qubits. The atom cavity encoding is further extended to quadratic unconstrained binary optimization problems. The encoding protocol is optimal in the cost of atom number scaling with the number of binary degrees of freedom of the computation problem. Our theory implies the atom cavity system is a promising quantum optimization platform searching for practical quantum advantage.

A QUBO Formulation for Minimum Loss Network Reconfiguration

We introduce a novel quadratic unconstrained binary optimization (QUBO) formulation for a classical problem in electrical engineering – the optimal reconfiguration of distribution grids. For a given graph representing the grid infrastructure and known nodal loads, the problem consists in finding the spanning tree that minimizes the total link ohmic losses. A set of constraints is initially defined to impose topologically valid solutions. These constraints are then converted to a QUBO model as penalty terms. The electrical losses terms are formulated as QUBO, taking advantage of the relationship between several model variables in order to reduce the overall losses expression. Finally, these terms are added to the model as the objective function to minimize. In order to achieve the best possible performance of solution searching with classical solvers, with hybrid quantum-classical solvers and with quantum annealers, our QUBO formulation has the goal of being very efficient in terms of variables usage. A standard 33-node test network is used as an illustrative example of our general formulation. Model metrics for this example are presented and discussed. Finally, the optimal solution for this example was obtained and validated through comparison with the optimal solution from an independent method.

Quantum-Inspired Vehicle Routing Scheme for Rebalancing in Bike Sharing Systems

Bike sharing systems (BSSs) are gaining popularity worldwide, and with the rise of global warming, they have become even more critical for reducing greenhouse gas emissions in cities. One of the key operations of a BSS is rebalancing, which involves maintaining the number of bikes at each station to a target value by arranging vehicle loading and unloading operations. This paper proposes a quantum-inspired vehicle routing scheme to solve the rebalancing problem in BSSs. The problem is modeled as a variant of the Traveling Salesman Problem (TSP), which is an NP-hard problem that is computationally difficult to solve. The proposed approach formulates the problem as a Quadratic Unconstrained Binary Optimization (QUBO) model, which can be solved using a digital annealer. The proposed scheme’s performance is evaluated on the Fujitsu digital annealer and compared with the proposed greedy algorithm. The experimental results show that the proposed approach outperforms the greedy algorithm in finding a better feasible solution.

Physics-Inspired Optimization in the QUBO Framework: Key Concepts and Approaches

Quantum computing promises to have a tremendous advantage over its classical counterpart for solving computationally hard problems, yet remains in a relatively early stage for practical applications owing to the limited capabilities of today’s quantum computers. The approach to the special purposes of quantum computers by exploiting the special-purpose physics-inspired or quantum-inspired computers is emerging as a novel alternative to its quantum counterpart in tackling hard problems in high-performance computing. Inspired by physics, the Ising machine — a type of special-purpose computer that implements or emulates physics or quantum effects of the Ising model to speed up finding solutions to optimization problems — has recently become an active research area in the field of combinatorial optimization. This paper is to address the key enabling software and hardware technology underlying physics-inspired optimization using Ising machines in the unified quadratic unconstrained binary optimization (QUBO) framework for modeling and solving computationally hard combinatorial optimization problems, and with an aim to shed some light on the challenges and opportunities associated with the ever-growing landscape of this novel high-performance computing.

A Symbolic Approach to Discrete Structural Optimization Using Quantum Annealing

With the advent of novel quantum computing technologies and the new possibilities thereby offered, a prime opportunity has presented itself to investigate the practical application of quantum computing. This work investigates the feasibility of using quantum annealing for structural optimization. The target problem is the discrete truss sizing problem—the goal is to select the best size for each truss member so as to minimize a stress-based objective function. To make the problem compatible with quantum annealing devices, the objective function must be translated into a quadratic unconstrained binary optimization (QUBO) form. This work focuses on exploring the feasibility of making this translation. The practicality of using a quantum annealer for such optimization problems is also assessed. A method is eventually established to translate the objective function into a QUBO form and have it solved by a quantum annealer. However, scaling the method to larger problems faces some challenges that would require further research to address.

Multi-tower heliostat field optimization by means of adiabatic quantum computer

In this work, the possible use of quantum annealers for the optimization of multi-tower systems is studied. These systems are constituted by multiple solar towers and a set of mirrors (heliostats) reflecting the incident sun radiation toward a receiver on top of a tower of choice. The optimization consists in choosing on which tower each of the heliostats should focus the reflected radiation in order to optimize the global collected energy and, therefore, is inherently discrete. In this work, we formulated it in Quadratic Unconstrained Binary Optimization (QUBO) form and solved it with the use of quantum annealers. Results are shown for systems ranging from 2 to 9 towers and from tenths to thousands of heliostats. It is demonstrated that quantum annealers, used in hybrid mode, are effective in finding good solutions. The results are compared with the ones obtained with classical annealers showing comparable performances.

Spin-Variable Reduction Method for Handling Linear Equality Constraints in Ising Machines

We propose a spin-variable reduction method for Ising machines to handle linear equality constraints in a combinatorial optimization problem. Ising machines including quantum-annealing machines can effectively solve combinatorial optimization problems. They are designed to find the lowest-energy solution of a quadratic unconstrained binary optimization (QUBO), which is mapped from the combinatorial optimization problem. The proposed method reduces the number of binary variables to formulate the QUBO compared to the conventional penalty method. We demonstrate a sufficient condition to obtain the optimum of the combinatorial optimization problem in the spin-variable reduction method and its general applicability. We apply it to typical combinatorial optimization problems, such as the graph κ-partitioning problem and the quadratic assignment problem. Experiments using simulated-annealing and quantum-annealing based Ising machines demonstrate that the spin-variable reduction method outperforms the penalty method. The proposed method extends the application of Ising machines to larger-size combinatorial optimization problems with linear equality constraints.

Optimization of Computed Tomography Data Acquisition by Means of Quantum Computing

Quantum Computing (QC) technology has made tremendous progress recently. Today, first real QC systems are operational. The Fraunhofer Institute of Integrated Circuits IIS, Division Development Center X-ray Technology is participating in the project BayQS, which aims at identifying and evaluating potential applications of quantum computing in the field of non-destructive testing by means of X-ray imaging. Computed tomography (CT) is a well-established method of 3-D imaging in medicine and industry since several decades. The quality of the resulting volumetric datasets depends essentially on a set of around 20 physical parameters controlling the set-up of X-ray source, X-ray digital detector array, movable mechanical components, sample rotation, and image processing. Hence, we started investigating the potential use of a quantum-based optimization method to optimize CT data acquisition. As a first approach, we focused on the task to minimize the number of projection images required to achieve unaltered image quality when compared to an acquisition over the full 4π solid angle. Minimizing involves a cost function. There are several ways to define this cost function. In order to transfer the task to a QC system, the problem is reformulated as a Quadratic Unconstrained Binary Optimization (QUBO). A decisive feature of the QUBO is, that is can be solved by a hybrid implementation on quantum devices, which combines a classical part to iteratively find the maximum of the cost function and a quantum circuit to evaluate the respective cost function for each combination of projections. This procedure is called quantum approximate optimization algorithm (QAOA). The experiments were performed via the qiskit script language on an IBM Quantum System One located in Ehingen, Germany. This QC system offers 27 qubits and enables first real world experiments with small test datasets.

An Explainable MRI-Radiomic Quantum Neural Network to Differentiate Between Large Brain Metastases and High-Grade Glioma Using Quantum Annealing for Feature Selection

Solitary large brain metastases (LBM) and high-grade gliomas (HGG) are sometimes hard to differentiate on MRI. The management differs significantly between these two entities, and non-invasive methods that help differentiate between them are eagerly needed to avoid potentially morbid biopsies and surgical procedures. We explore herein the performance and interpretability of an MRI-radiomics variational quantum neural network (QNN) using a quantum-annealing mutual-information (MI) feature selection approach. We retrospectively included 423 patients with HGG and LBM (> 2 cm) who had a contrast-enhanced T1-weighted (CE-T1) MRI between 2012 and 2019. After exclusion, 72 HGG and 129 LBM were kept. Tumors were manually segmented, and a 5-mm peri-tumoral ring was created. MRI images were pre-processed, and 1813 radiomic features were extracted. A set of best features based on MI was selected. MI and conditional-MI were embedded into a quadratic unconstrained binary optimization (QUBO) formulation that was mapped to an Ising-model and submitted to D’Wave’s quantum annealer to solve for the best combination of 10 features. The 10 selected features were embedded into a 2-qubits QNN using PennyLane library. The model was evaluated for balanced-accuracy (bACC) and area under the receiver operating characteristic curve (ROC-AUC) on the test set. The model performance was benchmarked against two classical models: dense neural networks (DNN) and extreme gradient boosting (XGB). Shapley values were calculated to interpret sample-wise predictions on the test set. The best 10-feature combination included 6 tumor and 4 ring features. For QNN, DNN, and XGB, respectively, training ROC-AUC was 0.86, 0.95, and 0.94; test ROC-AUC was 0.76, 0.75, and 0.79; and test bACC was 0.74, 0.73, and 0.72. The two most influential features were tumor Laplacian-of-Gaussian-GLRLM-Entropy and sphericity. We developed an accurate interpretable QNN model with quantum-informed feature selection to differentiate between LBM and HGG on CE-T1 brain MRI. The model performance is comparable to state-of-the-art classical models.

Quantum computing for transport network design problems

Transport network design problem (TNDP) is a well-studied problem for planning and operations of transportation systems. They are widely used to determine links for capacity enhancement, link closures to schedule maintenance, identify new road or transit links and more generally network enhancements under resource constraints. As changes in network capacities result in a redistribution of demand on the network, resulting in changes in the congestion patterns, TNDP is generally modelled as a bi-level problem, which is known to be NP-hard. Meta-heuristic methods, such as Tabu Search Method are relied upon to solve these problems, which have been demonstrated to achieve near optimality in reasonable time. The advent of quantum computing has afforded an opportunity to solve these problems faster. We formulate the TNDP problem as a bi-level problem, with the upper level formulated as a Quadratic Unconstrained Binary Optimization (QUBO) problem that is solved using quantum annealing on a D-Wave quantum computer. We compare the results with Tabu Search. We find that quantum annealing provides significant computational benefit. The proposed solution has implications for networks across different contexts including communications, traffic, industrial operations, electricity, water, broader supply chains and epidemiology.