Quadratic Unconstrained Binary Optimization Research Articles

Qualign: Solving Sequence Alignment Based on Quadratic Unconstrained Binary Optimization

Qualign: Solving Sequence Alignment Based on Quadratic Unconstrained Binary Optimization

Rejection-Free Monte Carlo Simulation of QUBO and Lechner–Hauke–Zoller Optimization Problems

Many studies have attempted to develop simple and efficient methods for solving global optimization problems. Simulated annealing (SA) has been recognized as a powerful tool for performing this task. In this study, we implemented a rejection-free Monte Carlo (RFMC) algorithm, which is a kernel of rejection-free SA (RFSA). We showed its validity and advantage in obtaining globally optimal solution for quadratic unconstrained binary optimization (QUBO) and spin-glass problem embedded in the Lechner–Hauke–Zoller (LHZ) architecture. Landscapes of success probabilities of finding the globally optimal solution as well as feasible solutions were evaluated as a function of a set of hyper-parameters used to characterize the weights of cost and penalty functions. We demonstrated that the efficiency of RFMC was greatly enhanced compared to that of standard MC. Furthermore, we found that the landscapes for QUBO and those for LHZ problem show considerably different views. When we focus on a specific class of problems, the smaller the problem size, the more scattered is the success probability. We also show that the success probabilities can be further improved by avoiding inefficiencies due to cycling of state transitions using short-term memory mechanisms. We suggest a reasonable strategy to tune hyper-parameters and find the correct global solution using RFSA.

Quantum SVR for Chlorophyll Concentration Estimation in Water With Remote Sensing

The increasing availability of quantum computers motivates researching their potential capabilities in enhancing the performance of data analysis algorithms. Similarly, as in other research communities, also in Remote Sensing (RS) it is not yet defined how its applications can benefit from the usage of quantum computing. This paper proposes a formulation of the Support Vector Regression (SVR) algorithm that can be executed by D-Wave quantum computers. Specifically, the SVR is mapped to a Quadratic Unconstrained Binary Optimization (QUBO) problem that is solved with Quantum Annealing (QA). The algorithm is tested on two different types of computing environments offered by D-Wave: The Advantage system, which directly embeds the problem into the Quantum Processing Unit (QPU), and a Hybrid solver that employs both classical and quantum computing resources. For the evaluation, we considered a biophysical variable estimation problem with RS data. The experimental results show that the proposed quantum SVR implementation can achieve comparable or in some cases better results than the classical implementation. This work is one of the first attempts to provide insight into how QA could be exploited and integrated in future RS workflows based on Machine Learning (ML) algorithms.

Reduced-Space Relevance Vector Machine for Adaptive Electrical Capacitance Volume Tomography

We introduce an efficient synthetic electrode selection strategy for use in Adaptive Electrical Capacitance Volume Tomography (AECVT). The proposed strategy is based on the Adaptive Relevance Vector Machine (ARVM) method and allows to successively obtain synthetic electrode configurations that yield the most decrease in the image reconstruction uncertainty for the spatial distribution of the permittivity in the region of interest. The problem is first formulated as an instance of the Quadratic Unconstrained Binary Optimization (QUBO). By noting that the QUBO formulation is an NP-hard problem and thus prohibitive in practice, we then introduce the Reduced ARVM method, corresponding to the application of the ARVM method to a reduced search space. By using the Reduced ARVM method, good image reconstruction and low uncertainty levels can be achieved in AECVT with considerably fewer measurements. To corroborate our analysis, we present simulation results for three representative AECVT scenarios.

Binary matrix factorization on special purpose hardware.

Many fundamental problems in data mining can be reduced to one or more NP-hard combinatorial optimization problems. Recent advances in novel technologies such as quantum and quantum-inspired hardware promise a substantial speedup for solving these problems compared to when using general purpose computers but often require the problem to be modeled in a special form, such as an Ising or quadratic unconstrained binary optimization (QUBO) model, in order to take advantage of these devices. In this work, we focus on the important binary matrix factorization (BMF) problem which has many applications in data mining. We propose two QUBO formulations for BMF. We show how clustering constraints can easily be incorporated into these formulations. The special purpose hardware we consider is limited in the number of variables it can handle which presents a challenge when factorizing large matrices. We propose a sampling based approach to overcome this challenge, allowing us to factorize large rectangular matrices. In addition to these methods, we also propose a simple baseline algorithm which outperforms our more sophisticated methods in a few situations. We run experiments on the Fujitsu Digital Annealer, a quantum-inspired complementary metal-oxide-semiconductor (CMOS) annealer, on both synthetic and real data, including gene expression data. These experiments show that our approach is able to produce more accurate BMFs than competing methods.

Quantum variational optimization: The role of entanglement and problem hardness

Quantum variational optimization has been posed as an alternative to solve optimization problems faster and at a larger scale than what classical methods allow. In this paper we study systematically the role of entanglement, the structure of the variational quantum circuit, and the structure of the optimization problem, in the success and efficiency of these algorithms. For this purpose, our study focuses on the variational quantum eigensolver (VQE) algorithm, as applied to quadratic unconstrained binary optimization (QUBO) problems on random graphs with tunable density. Our numerical results indicate an advantage in adapting the distribution of entangling gates to the problem's topology, specially for problems defined on low-dimensional graphs. Furthermore, we find evidence that applying conditional value at risk type cost functions improves the optimization, increasing the probability of overlap with the optimal solutions. However, these techniques also improve the performance of Ans\"atze based on product states (no entanglement), suggesting that a new classical optimization method based on these could outperform existing NISQ architectures in certain regimes. Finally, our study also reveals a correlation between the hardness of a problem and the Hamming distance between the ground- and first-excited state, an idea that can be used to engineer benchmarks and understand the performance bottlenecks of optimization methods.

Machine learning framework for quantum sampling of highly constrained, continuous optimization problems

In recent years, there is growing interest in using quantum computers for solving combinatorial optimization problems. In this work, we developed a generic, machine learning-based framework for mapping continuous-space inverse design problems into surrogate quadratic unconstrained binary optimization (QUBO) problems by employing a binary variational autoencoder and a factorization machine. The factorization machine is trained as a low-dimensional, binary surrogate model for the continuous design space and sampled using various QUBO samplers. Using the D-Wave Advantage hybrid sampler and simulated annealing, we demonstrate that by repeated resampling and retraining of the factorization machine, our framework finds designs that exhibit figures of merit exceeding those of its training set. We showcase the framework's performance on two inverse design problems by optimizing (i) thermal emitter topologies for thermophotovoltaic applications and (ii) diffractive meta-gratings for highly efficient beam steering. This technique can be further scaled to leverage future developments in quantum optimization to solve advanced inverse design problems for science and engineering applications.

Solving the Traveling Salesman Problem on the D-Wave Quantum Computer

The traveling salesman problem is a well-known NP-hard problem in combinatorial optimization. This paper shows how to solve it on an Ising Hamiltonian based quantum annealer by casting it as a quadratic unconstrained binary optimization (QUBO) problem. Results of practical experiments are also presented using D-Wave’s 5,000 qubit Advantage 1.1 quantum annealer and the performance is compared to a classical solver. It is found the quantum annealer can only handle a problem size of 8 or less nodes and its performance is subpar compared to the classical solver both in terms of time and accuracy.

Adiabatic quantum linear regression

A major challenge in machine learning is the computational expense of training these models. Model training can be viewed as a form of optimization used to fit a machine learning model to a set of data, which can take up significant amount of time on classical computers. Adiabatic quantum computers have been shown to excel at solving optimization problems, and therefore, we believe, present a promising alternative to improve machine learning training times. In this paper, we present an adiabatic quantum computing approach for training a linear regression model. In order to do this, we formulate the regression problem as a quadratic unconstrained binary optimization (QUBO) problem. We analyze our quantum approach theoretically, test it on the D-Wave adiabatic quantum computer and compare its performance to a classical approach that uses the Scikit-learn library in Python. Our analysis shows that the quantum approach attains up to {2.8 times } speedup over the classical approach on larger datasets, and performs at par with the classical approach on the regression error metric. The quantum approach used the D-Wave 2000Q adiabatic quantum computer, whereas the classical approach used a desktop workstation with an 8-core Intel i9 processor. As such, the results obtained in this work must be interpreted within the context of the specific hardware and software implementations of these machines.

Forecasting Election Polls with Spin Systems

We show that the problem of political forecasting, i.e, predicting the result of elections and referendums, can be mapped to finding the ground state configuration of a classical spin system. Depending on the required prediction, this spin system can be a combination of XY, Ising and vector Potts models, always with two-spin interactions, magnetic fields, and on arbitrary graphs. By reduction to the Ising model our result shows that political forecasting is formally an NP-Hard problem. Moreover, we show that the ground state search can be recasted as Higher-order and Quadratic Unconstrained Binary Optimization (HUBO / QUBO) Problems, which are the standard input of classical and quantum combinatorial optimization techniques. We prove the validity of our approach by performing a numerical experiment based on data gathered from Twitter for a network of 10 people, finding good agreement between results from a poll and those predicted by our model. In general terms, our method can also be understood as a trend detection algorithm, particularly useful in the contexts of sentiment analysis and identification of fake news.

An Updated Experimental Evaluation of Graph Bipartization Methods

We experimentally evaluate the practical state-of-the-art in graph bipartization (Odd Cycle Transversal (OCT)), motivated by the need for good algorithms for embedding problems into near-term quantum computing hardware. We assemble a preprocessing suite of fast input reduction routines from the OCT and Vertex Cover (VC) literature and compare algorithm implementations using Quadratic Unconstrained Binary Optimization problems from the quantum literature. We also generate a corpus of frustrated cluster loop graphs, which have previously been used to benchmark quantum annealing hardware. The diversity of these graphs leads to harder OCT instances than in existing benchmarks. In addition to combinatorial branching algorithms for solving OCT directly, we study various reformulations into other NP-hard problems such as VC and Integer Linear Programming (ILP), enabling the use of solvers such as CPLEX. We find that for heuristic solutions with time constraints under a second, iterative compression routines jump-started with a heuristic solution perform best, after which point using a highly tuned solver like CPLEX is worthwhile. Results on exact solvers are split between using ILP formulations on CPLEX and solving VC formulations with a branch-and-reduce solver. We extend our results with a large corpus of synthetic graphs, establishing robustness and potential to generalize to other domain data. In total, over 8,000 graph instances are evaluated, compared to the previous canonical corpus of 100 graphs. Finally, we provide all code and data in an open source suite, including a Python API for accessing reduction routines and branching algorithms, along with scripts for fully replicating our results.

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.

Combinatorial optimization through variational quantum power method

The power method (or iteration) is a well-known classical technique that can be used to find the dominant eigenpair of a matrix. Here, we present a variational quantum circuit method for the power iteration, which can be used to find the eigenpairs of unitary matrices and so their associated Hamiltonians. We discuss how to apply the circuit to combinatorial optimization problems formulated as a quadratic unconstrained binary optimization and discuss its complexity. In addition, we run numerical simulations for random problem instances with up to 21 parameters and observe that the method can generate solutions to the optimization problems with only a few number of iterations and the growth in the number of iterations is polynomial in the number of parameters. Therefore, the circuit can be simulated on the near term quantum computers with ease.

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.

High‐throughput FPGA implementation for quadratic unconstrained binary optimization

AbstractQuadratic unconstrained binary optimization (QUBO) is a combinatorial optimization problem. Since various NP‐hard problems such as the traveling salesman problem can be formulated as a QUBO instance, QUBO is used with a wide range of applications. The main contribution of this article is to propose high‐throughput FPGA implementations for the QUBO solver. We perform the local search using different bit‐selection strategies based on the simulated annealing in the proposed implementation. The hardware is a pipeline structure with no pipeline hazards using multiple instances, where the bit‐flip operation is always performed every clock cycle. We implemented the proposed circuit on Xilinx UltraScale+ FPGA VU9P. The implementation result shows that the circuit can search solutions per second. Besides, by sharing the block RAM that stores a weight matrix, we implemented a dual annealer architecture that has two QUBO solvers into the FPGA. As a result, the dual annealer architecture can search solutions per second.

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.

Using Machine Learning for Quantum Annealing Accuracy Prediction

Quantum annealers, such as the device built by D-Wave Systems, Inc., offer a way to compute solutions of NP-hard problems that can be expressed in Ising or quadratic unconstrained binary optimization (QUBO) form. Although such solutions are typically of very high quality, problem instances are usually not solved to optimality due to imperfections of the current generations quantum annealers. In this contribution, we aim to understand some of the factors contributing to the hardness of a problem instance, and to use machine learning models to predict the accuracy of the D-Wave 2000Q annealer for solving specific problems. We focus on the maximum clique problem, a classic NP-hard problem with important applications in network analysis, bioinformatics, and computational chemistry. By training a machine learning classification model on basic problem characteristics such as the number of edges in the graph, or annealing parameters, such as the D-Wave’s chain strength, we are able to rank certain features in the order of their contribution to the solution hardness, and present a simple decision tree which allows to predict whether a problem will be solvable to optimality with the D-Wave 2000Q. We extend these results by training a machine learning regression model that predicts the clique size found by D-Wave.

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.