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arXiv:2207.08189 · Machine Learning Science and Technology

Supplementing recurrent neural networks with annealing to solve combinatorial optimization problems

Shoummo Ahsan Khandoker, Jawaril Munshad Abedin, Mohamed Hibat-Allah

Published Feb 2, 2023• 14 citations
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Abstract

Abstract Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. This algorithm generates new solutions through Markov-chain Monte Carlo techniques which can result in severe limitations, such as slow convergence and a tendency to stay within the same local search space at small temperatures. To overcome these shortcomings, we use the variational classical annealing (VCA) framework that combines autoregressive recurrent neural networks (RNNs) with traditional annealing to sample solutions that are uncorrelated. In this paper, we demonstrate the potential of using VCA as an approach to solving real-world optimization problems. We explore VCA’s performance in comparison with SA at solving three popular optimization problems: the maximum cut problem (Max-Cut), the nurse scheduling problem (NSP), and the traveling salesman problem (TSP). For all three problems, we find that VCA outperforms SA on average in the asymptotic limit by one or more orders of magnitude in terms of relative error. Interestingly, we reach large system sizes of up to 256 cities for the TSP. We also conclude that in the best case scenario, VCA can serve as a great alternative when SA fails to find the optimal solution.

DOI
10.1088/2632-2153/acb895

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Abstract Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. This algorithm generates new solutions through Markov-chain Monte Carlo techniques which can result in severe limitations, such as slow convergence and a tendency to stay within the same local search space at small temperatures. To overcome these shortcomings, we use the variational classical annealing (VCA) framework that combines autoregressive recurrent neural networks (RNNs) with traditional annealing to sample solutions that are uncorrelated. In this paper, we demonstrate the potential of using VCA as an approach to solving real-world optimization problems. We explore VCA’s performance in comparison with SA at solving three popular optimization problems: the maximum cut problem (Max-Cut), the nurse scheduling problem (NSP), and the traveling salesman problem (TSP). For all three problems, we find that VCA outperforms SA on average in the asymptotic limit by one or more orders of magnitude in terms of relative error. Interestingly, we reach large system sizes of up to 256 cities for the TSP. We also conclude that in the best case scenario, VCA can serve as a great alternative when SA fails to find the optimal solution.
Optimization algorithms for combinatorial problems play a critical role in a wide range of applications, from logistics and scheduling to cryptography and artificial intelligence. Traditional classical methods, such as simulated annealing, genetic algorithms, and branch-and-bound techniques, have been widely employed to solve these problems, but they often face limitations in terms of computational efficiency and scalability as problem complexity grows. In recent years, quantum computing has emerged as a promising alternative, with quantum annealing offering a novel approach to solving combinatorial optimization problems. This study provides a comparative analysis of quantum annealing and classical optimization methods, highlighting their respective strengths and limitations. We explore how quantum annealing, through leveraging quantum tunnelling and superposition, has the potential to outperform classical algorithms in specific problem domains and Noisy Mean Field Annealing (NMFA) is used to comparisons of all algorithms. Benchmarking various combinatorial problems, such as the Traveling Salesman Problem (TSP), Max-Cut, Knapsack, and Quadratic Assignment Problem (QAP), this paper discusses performance metrics, computational time, and scalability. The findings suggest that while classical methods remain robust and practical for many real-world problems, quantum annealing holds significant promise, especially as quantum hardware continues to mature. However, there remain challenges in terms of noise, coherence, and problem mapping, which currently limit the full realization of quantum annealing's potential. This study offers insights into the future directions of optimization techniques and the evolving role of quantum computing in solving complex combinatorial problems.
Simulated annealing (SA) attracts more attention among classical heuristic algorithms because many combinatorial optimization problems can be easily recast as the ground state search problem of the Ising Hamiltonian. However, for practical implementation, the annealing process cannot be arbitrarily slow and hence, it may deviate from the expected stationary Boltzmann distribution and become trapped in a local energy minimum. To overcome this problem, this paper proposes a heuristic search algorithm by expanding search space from a Markov chain to a recursive depth limited tree based on SA, where the parent and child nodes represent the current and future spin states. At each iteration, the algorithm selects the best near-optimal solution within the feasible search space by exploring along the tree in the sense of "look ahead". Furthermore, motivated by the coherent Ising machine (CIM), the discrete representation of spin states is relaxed to a continuous representation with a regularization term, which enables the use of the reduced dynamics of the oscillators to explore the surrounding neighborhood of the selected tree nodes. We tested our algorithm on a representative NP-hard problem (MAX-CUT) to illustrate the effectiveness of the proposed algorithm compared to semi-definite programming (SDP), SA, and simulated CIM. Our results show that with the primal heuristics SA and CIM, our high-level tree search strategy is able to provide solutions within fewer epochs for Ising formulated combinatorial optimization problems.
In the field of combinatorial optimization (CO), quantum computing is increasingly recognized for its potential to provide groundbreaking solutions. However, embedding the problems into quantum circuits presents significant challenges due to the complexities of scaling to large dimensions and the constraints in qubit count and circuit depth.In this paper, we introduce a quantum neural simulated annealing (QNSA) framework, combining both simulated annealing (SA) in the classical domain and quantum neural networks (QNNs) in the quantum domain to address the computational challenges for large-scale problems. By employing an SA algorithm, we can explore the vast combination space of optimization problems. In addition, by incorporating QNNs with proposed adaptive embedding and observable, our approach extends beyond the standalone capabilities of quantum computing, leveraging the unique strengths of both quantum and classical computing paradigms. Our experimental results show that the QNSA framework significantly outperforms traditional classical computing methods, showcasing its potential for efficient problem-solving in complex scenarios.
Simulated annealing (SA) attracts more attention among classical heuristic algorithms because the solution of the combinatorial optimization problem can be naturally mapped to the ground state of the Ising Hamiltonian. However, in practical implementation, the annealing process cannot be arbitrarily slow and hence, it may deviate from the expected stationary Boltzmann distribution and become trapped in a local energy minimum. To overcome this problem, this paper proposes a heuristic search algorithm by expanding search space from a Markov chain to a recursive depth limited tree based on SA, where the parent and child nodes represent the current and future spin states. At each iteration, the algorithm will select the best near-optimal solution within the feasible search space by exploring along the tree in the sense of `look ahead'. Furthermore, motivated by coherent Ising machine (CIM), we relax the discrete representation of spin states to continuous representation with a regularization term and utilize the reduced dynamics of the oscillators to explore the surrounding neighborhood of the selected tree nodes. We tested our algorithm on a representative NP-hard problem (MAX-CUT) to illustrate the effectiveness of this algorithm compared to semi-definite programming (SDP), SA, and simulated CIM. Our results show that above the primal heuristics SA and CIM, our high-level tree search strategy is able to provide solutions within fewer epochs for Ising formulated NP-optimization problems.
Quantum annealing is a promising heuristic method to solve combinatorial optimization problems, and efforts to quantify performance on real-world problems provide insights into how this approach may be best used in practice. We investigate the empirical performance of quantum annealing to solve the Nurse Scheduling Problem (NSP) with hard constraints using the D-Wave 2000Q quantum annealing device. NSP seeks the optimal assignment for a set of nurses to shifts under an accompanying set of constraints on schedule and personnel. After reducing NSP to a novel Ising-type Hamiltonian, we evaluate the solution quality obtained from the D-Wave 2000Q against the constraint requirements as well as the diversity of solutions. For the test problems explored here, our results indicate that quantum annealing recovers satisfying solutions for NSP and suggests the heuristic method is potentially achievable for practical use. Moreover, we observe that solution quality can be greatly improved through the use of reverse annealing, in which it is possible to refine returned results by using the annealing process a second time. We compare the performance of NSP using both forward and reverse annealing methods and describe how this approach might be used in practice.
In recent years, graph neural networks (GNNs) have become increasingly popular for solving NP-hard combinatorial optimization (CO) problems, such as maximum cut and maximum independent set. The core idea behind these methods is to represent a CO problem as a graph and then use GNNs to learn the node/graph embedding with combinatorial information. Although these methods have achieved promising results, given a specific CO problem, the design of GNN architectures still requires heavy manual work with domain knowledge. Existing automated GNNs are mostly focused on traditional graph learning problems, which is inapplicable to solving NP-hard CO problems. To this end, we present a new class of \textbf{AUTO}mated \textbf{G}NNs for solving \textbf{NP}-hard problems, namely \textbf{AutoGNP}. We represent CO problems by GNNs and focus on two specific problems, i.e., mixed integer linear programming and quadratic unconstrained binary optimization. The idea of AutoGNP is to use graph neural architecture search algorithms to automatically find the best GNNs for a given NP-hard combinatorial optimization problem. Compared with existing graph neural architecture search algorithms, AutoGNP utilizes two-hop operators in the architecture search space. Moreover, AutoGNP utilizes simulated annealing and a strict early stopping policy to avoid local optimal solutions. Empirical results on benchmark combinatorial problems demonstrate the superiority of our proposed model.