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arXiv:1706.07826 · Physical review. E

Effective optimization using sample persistence: A case study on quantum annealers and various Monte Carlo optimization methods

Hamed Karimi, Gili Rosenberg, Helmut G. Katzgraber

Published Oct 31, 2017• 37 citations
arXivHTMLPDF

Abstract

We present and apply a general-purpose, multistart algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to values that have a high probability of being optimal. The resulting problems are smaller and less connected, and samplers tend to give better low-energy samples for these problems. The algorithm is trivially parallelizable since each start in the multistart algorithm is independent, and could be applied to any heuristic solver that can be run multiple times to give a sample. We present results for several classes of hard problems solved using simulated annealing, path-integral quantum Monte Carlo, parallel tempering with isoenergetic cluster moves, and a quantum annealer, and show that the success metrics and the scaling are improved substantially. When combined with this algorithm, the quantum annealer's scaling was substantially improved for native Chimera graph problems. In addition, with this algorithm the scaling of the time to solution of the quantum annealer is comparable to the Hamze-de Freitas-Selby algorithm on the weak-strong cluster problems introduced by Boixo et al. Parallel tempering with isoenergetic cluster moves was able to consistently solve three-dimensional spin glass problems with 8000 variables when combined with our method, whereas without our method it could not solve any.

DOI
10.1103/physreve.96.043312

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We present and apply a general-purpose, multistart algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to values that have a high probability of being optimal. The resulting problems are smaller and less connected, and samplers tend to give better low-energy samples for these problems. The algorithm is trivially parallelizable since each start in the multistart algorithm is independent, and could be applied to any heuristic solver that can be run multiple times to give a sample. We present results for several classes of hard problems solved using simulated annealing, path-integral quantum Monte Carlo, parallel tempering with isoenergetic cluster moves, and a quantum annealer, and show that the success metrics and the scaling are improved substantially. When combined with this algorithm, the quantum annealer's scaling was substantially improved for native Chimera graph problems. In addition, with this algorithm the scaling of the time to solution of the quantum annealer is comparable to the Hamze-de Freitas-Selby algorithm on the weak-strong cluster problems introduced by Boixo et al. Parallel tempering with isoenergetic cluster moves was able to consistently solve three-dimensional spin glass problems with 8000 variables when combined with our method, whereas without our method it could not solve any.
Although many efficient heuristics have been developed to solve binary optimization problems, these typically produce correlated solutions for degenerate problems. Most notably, transverse-field quantum annealing-the heuristic employed in current commercially available quantum annealing machines-has been shown to often be exponentially biased when sampling the solution space. Here we present an approach to sample ground-state (or low-energy) configurations for binary optimization problems. The method samples degenerate states with almost equal probability and is based on a combination of parallel tempering Monte Carlo with isoenergetic cluster moves. We illustrate the approach using two-dimensional Ising spin glasses, as well as spin glasses on the D-Wave Systems quantum annealer chimera topology. In addition, a simple heuristic to approximate the number of solutions of a degenerate problem is introduced.
Quantum annealing is a heuristic optimization algorithm that exploits quantum evolution to find low-energy states. Quantum annealers have scaled up in recent years to tackle increasingly larger and more highly connected discrete optimization and quantum simulation problems. Nevertheless, a computational quantum advantage in exact optimization using quantum annealing hardware has so far remained elusive. Here, we present evidence for a quantum annealing scaling advantage in approximate optimization. The advantage is relative to the top classical heuristic algorithm: parallel tempering with isoenergetic cluster moves (PT-ICM). The setting is a family of 2D spin-glass problems with high-precision spin-spin interactions. To achieve this advantage, we implement quantum annealing correction (QAC): an embedding of a bit-flip error-correcting code with energy penalties that leverages the properties of the D-Wave Advantage quantum annealer to yield over 1,300 error-suppressed logical qubits on a degree-5 interaction graph. We generate random spin-glass instances on this graph and benchmark their time-to-epsilon, a generalization of the time-to-solution metric for low-energy states. We demonstrate that, with QAC, quantum annealing exhibits a scaling advantage over PT-ICM at sampling low-energy states with an optimality gap of at least 1.0%. This amounts to the first demonstration of an algorithmic quantum speedup in approximate optimization.
Abstract Quantum annealing is a heuristic optimization algorithm that exploits quantum evolution to approximately find lowest energy states [1, 2]. Quantum annealers have scaled up in recent years to tackle increasingly larger and more highly connected discrete optimization and quantum simulation problems [3–7]. Nevertheless, despite numerous attempts, a computational quantum advantage in exact optimization using quantum annealing hardware has so far remained elusive [8– 16]. Here, we present evidence for a quantum annealing scaling advantage in approximate optimization. The advantage is relative to the top classical heuristic algorithm: parallel tempering with isoenergetic cluster moves (PT-ICM) [17]. The setting is a family of 2D spin-glass problems with high-precision spin-spin interactions. To achieve this advantage, we implement quantum annealing correction (QAC) [18]: an embedding of a bit-flip error-correcting code with energy penalties that leverages the properties of the D-Wave Advantage quantum annealer to yield over 1,300 error-suppressed logical qubits on a degree-5 interaction graph. We generate random spin-glass instances on this graph and benchmark their time-to-epsilon, a generalization of the time-to-solution metric [8] for low-energy states. We demonstrate that with QAC, quantum annealing exhibits a scaling advantage over PT-ICM at sampling low energy states with an optimality gap [19] of at least 1.0%. This amounts to the first demonstration of an algorithmic quantum speedup in approximate optimization.
Spin glasses are experiencing a revival due to applications in quantum information\ntheory. In particular, they are the archetypal native benchmark problem for quantum annealing\nmachines. Furthermore, they find applications in fields as diverse as satisfiability,\nneural networks, and general combinatorial optimization problems. As such, developing\nand improving algorithms and methods to study these computationally complex systems\nis of paramount importance to many disciplines. This body of work attempts to attack\nthe problem of solving combinatorial optimization problems by simulating spin glasses\nfrom three sides: classical algorithm development, suggestions for quantum annealing\ndevice design, and improving measurements in realistic physical systems with inherent\nnoise. I begin with the introduction of a cluster algorithm based on Houdayer’s cluster algorithm\nfor two-dimensional Ising spin-glasses that is applicable to any space dimension\nand speeds up thermalization by several orders of magnitude at low temperatures where\nprevious algorithms have difficulty. I show improvement for the D-Wave chimera topology\nand the three-dimensional cubic lattice that increases with the size of the problem.\nOne consequence of adding cluster moves is that for problems with degenerate solutions,\nground-state sampling is improved. I demonstrate an ergodic algorithm to sample ground\nstates through the use of simple Monte Carlo with parallel tempering and cluster moves.\nIn addition, I present a non-ergodic algorithm to generate new solutions from a bank of\nknown solutions. I compare these results against results from quantum annealing utilizing\nthe D-Wave Inc. quantum annealing device. Finally, I present an algorithm for improving\nthe recovery of ground-state solutions from problems with noise by using thermal fluctuations\nto infer the correct solution at the Nishimori temperature. While this method has been\ndemonstrated analytically and numerically for trivial ferromagnetic and Gaussian distributions, a useful metric for more complex Gaussian distributions with added Gaussian noise\nis unavailable. We show improved recovery of numerical solutions on the chimera graph\nwith a ferromagnetic distribution and added Gaussian noise. Next, I direct my focus to the\ndesign of future generations of quantum annealers. The first design is the two-dimensional\nsquare-lattice bimodal spin glass with next-nearest ferrromagnetic interactions proposed\nby Lemke and Campbell claimed to exhibit a finite-temperature spin-glass state for a particular\nrelative strength of the next-nearest to nearest neighbor interactions. Our results\nfrom finite-temperature simulations show the system is in a paramagnetic state in the thermodynamic\nlimit, thus not useful for quantum annealing device designs that would benefit\nfrom a spin-glass phase transition. The second design is the diluted next-nearest neighbor\nIsing spin-glass with Gaussian interactions in an attempt to improve the estimation\nof critical parameter with smaller system sizes by implementing averaging of observables\nover different graph dilutions. To date, this model has shown no improvement. Finally,\nI make suggestions for the choice of distributions of interactions that are robust to noise\nand present a method for using previously unaccessible continuous distributions. I begin\nwith showing the best-case performance of quantum annealing devices. I show results for\nthe resilience, the probability that the ground-state solution has changed due to inherent\nanalog noise in the device, and present strategies for developing robust instance classes.\nThe analog noise is also detrimental to interactions chosen from continuous distributions.\nUsing Gaussian quadratures, I present a method for discretizing continuous distributions\nto reduce noise effects. Simulations on the D-Wave show that the average residual of\nthe ground-state energy with the true ground-state energy is calculated and shown to be\nsmaller in the case of the discrete distribution.
The path integral Monte Carlo simulated quantum annealing algorithm is applied to the optimization of a large hard instance of the random satisfiability problem (N = 10,000). The dynamical behavior of the quantum and the classical annealing are compared, showing important qualitative differences in the way of exploring the complex energy landscape of the combinatorial optimization problem. At variance with the results obtained for the Ising spin glass and for the traveling salesman problem, in the present case the linear-schedule quantum annealing performance is definitely worse than classical annealing. Nevertheless, a quantum cooling protocol based on field-cycling and able to outperform standard classical simulated annealing over short time scales is introduced.
Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales known to be hard for state-of-the-art classical solvers is not yet in reach. In this work, we offer a different way to approach combinatorial optimization with near-term quantum computing. Motivated by the promising results observed in using quantum-enhanced Markov chain Monte Carlo (QeMCMC) for approximating complicated probability distributions, we combine ideas of sampling from the device with QeMCMC together with warm-starting and parallel tempering, in the context of combinatorial optimization. We demonstrate empirically that our algorithm recovers the global optima for instances of the Maximum Independent Set problem (MIS) up to 117 decision variables using 117 qubits on IBM quantum hardware. We show early evidence of a scaling advantage of our algorithm compared to similar classical methods for the chosen instances of MIS. MIS is practically relevant across domains like financial services and molecular biology, and, in some cases, already difficult to solve to optimality classically with only a few hundred decision variables.