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arXiv:2404.05476 · New Journal of Physics

Experimental demonstration of improved quantum optimization with linear Ising penalties

Puya Mirkarimi, David C. Hoyle, Ross Williams, Nicholas Chancellor

Published Sep 23, 2024• 3 citations
arXivHTMLPDF

Abstract

Abstract The standard approach to encoding constraints in quantum optimization is the quadratic penalty method. Quadratic penalties introduce additional couplings and energy scales, which can be detrimental to the performance of a quantum optimizer. In quantum annealing experiments performed on a D-Wave Advantage, we explore an alternative penalty method that only involves linear Ising terms and apply it to a customer data science problem. Our findings support our hypothesis that the linear Ising penalty method should improve the performance of quantum optimization compared to using the quadratic penalty method due to its more efficient use of physical resources. Although the linear Ising penalty method is not guaranteed to exactly implement the desired constraint in all cases, it is able to do so for the majority of problem instances we consider. For problems with many constraints, where making all penalties linear is unlikely to be feasible, we investigate strategies for combining linear Ising penalties with quadratic penalties to satisfy constraints for which the linear method is not well-suited. We find that this strategy is most effective when the penalties that contribute most to limiting the dynamic range are removed.

DOI
10.1088/1367-2630/ad7e4a

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Abstract The standard approach to encoding constraints in quantum optimization is the quadratic penalty method. Quadratic penalties introduce additional couplings and energy scales, which can be detrimental to the performance of a quantum optimizer. In quantum annealing experiments performed on a D-Wave Advantage, we explore an alternative penalty method that only involves linear Ising terms and apply it to a customer data science problem. Our findings support our hypothesis that the linear Ising penalty method should improve the performance of quantum optimization compared to using the quadratic penalty method due to its more efficient use of physical resources. Although the linear Ising penalty method is not guaranteed to exactly implement the desired constraint in all cases, it is able to do so for the majority of problem instances we consider. For problems with many constraints, where making all penalties linear is unlikely to be feasible, we investigate strategies for combining linear Ising penalties with quadratic penalties to satisfy constraints for which the linear method is not well-suited. We find that this strategy is most effective when the penalties that contribute most to limiting the dynamic range are removed.
Constrained combinatorial optimization problems, which are ubiquitous in industry, can be solved by quantum algorithms such as quantum annealing (QA) and the quantum approximate optimization algorithm (QAOA). In these quantum algorithms, constraints are typically implemented with quadratic penalty functions. This penalty method can introduce large energy scales and make interaction graphs much more dense. These effects can result in worse performance of quantum optimization, particularly on near-term devices that have sparse hardware graphs and other physical limitations. In this work, we consider linear Ising penalty functions, which are applied with local fields in the Ising model, as an alternative method for implementing constraints that makes more efficient use of physical resources. We study the behavior of the penalty method in the context of quantum optimization for customer data science problems. Our theoretical analysis and numerical simulations of QA and the QAOA indicate that this penalty method can lead to better performance in quantum optimization than the quadratic method. However, the linear Ising penalty method is not suitable for all problems as it cannot always exactly implement the desired constraint. In cases where the linear method is not successful in implementing all constraints, we propose that schemes involving both quadratic and linear Ising penalties can be effective. Published by the American Physical Society 2024
One of the potential use cases of a quantum computer is to solve combinatorial optimisation problems more efficiently than is possible with the most advanced classical computers. Combinatorial optimisation problems that appear in industry often involve a large number of constraints. This thesis investigates algorithmic techniques that improve the performance of quantum optimisation algorithms in solving problems with constraints. We test these techniques on customer data science problems. We study an alternative penalty method for encoding constraints in Ising Hamiltonians, which can be applied to various quantum algorithms. This method only introduces linear terms to the Ising Hamiltonian, allowing for more efficient use of hardware resources than the standard quadratic penalty method. These efficiency improvements are particularly beneficial for near-term devices with a limited number of qubits that are sparsely connected. We analyse the impact of using this alternative encoding method on the performance of the quantum approximate optimisation algorithm and quantum annealing applied to example problems in customer data science. Our results are based on numerical simulations and experiments on quantum hardware. We introduce a new variant of the quantum approximate optimisation algorithm that improves its ability to solve problems with constraints. In this variant of the algorithm, the strengths of penalty functions are associated with additional variational parameters, allowing them to take different values in each layer of the quantum circuit. We perform numerical simulations of multiple variants of the quantum approximate optimisation algorithm and compare their performance.
Quantum annealers such as the D-Wave 2X computer are designed to natively solve Quadratic Unconstrained Binary Optimization (QUBO) problems to optimality or near optimality. Most NP-hard problems, which are hard for classical computers, can be naturally described as quadratic binary problems that contain a quadratic binary objective function and one or more constraints. Since a QUBO cannot have constraints, each such constraint has to be added to the objective function as a penalty, in order to solve on D-Wave. For a minimization problem, for instance, such penalty can be a quadratic term that gets a value zero, if the constraint is satisfied, and a large value, if it is not. In many cases, however, the penalty can significantly increase the number of quadratic terms in the resulting QUBO and make it too large to embed into the D-Wave hardware. In this paper, we develop an alternative method for formulating and embedding constraints of the type Σi=1sxi=1, which is much more scalable than the existing ones, and analyze the properties of the resulting embeddings.
Several optimization solvers inspired by quantum annealing have been recently developed, either running on actual quantum hardware or simulating it on traditional digital computers. Industry and academics look at their potential in solving hard combinatorial optimization problems. Formally, they provide heuristic solutions for Ising models, which are equivalent to quadratic unconstrained binary optimization (QUBO). Constraints on solutions feasibility need to be properly encoded. We experiment on different ways of performing such an encoding. As benchmark we consider the cardinality constrained quadratic knapsack problem (CQKP), a minimal extension of QUBO with one inequality and one equality constraint. We consider different strategies of constraints penalization and variables encoding. We compare three QUBO solvers: quantum annealing on quantum hardware (D-Wave Advantage), probabilistic algorithms on digital hardware and mathematical programming solvers. We analyze their QUBO resolution quality and time, and the persistence values extracted in the quantum annealing sampling process. Our results show that a linear penalization of CQKP inequality improves current best practice. Furthermore, using such a linear penalization, persistence values produced by quantum hardware in a generic way allow to match a specific CQKP metric from literature. They are therefore suitable for general purpose variable fixing in core algorithms for combinatorial optimization.
Quantum annealing provides a promising route for the development of quantum optimization devices, but the usefulness of such devices will be limited in part by the range of implementable problems as dictated by hardware constraints. To overcome constraints imposed by restricted connectivity between qubits, a larger set of interactions can be approximated using minor embedding techniques whereby several physical qubits are used to represent a single logical qubit. However, minor embedding introduces new types of errors due to its approximate nature. We introduce and study quantum annealing correction schemes designed to improve the performance of quantum annealers in conjunction with minor embedding, thus leading to a hybrid scheme defined over an encoded graph. We argue that this scheme can be efficiently decoded using an energy minimization technique provided the density of errors does not exceed the per-site percolation threshold of the encoded graph. We test the hybrid scheme using a D-Wave Two processor on problems for which the encoded graph is a two-level grid and the Ising model is known to be NP-hard. The problems we consider are frustrated Ising model problem instances with ``planted'' (a priori known) solutions. Applied in conjunction with optimized energy penalties and decoding techniques, we find that this approach enables the quantum annealer to solve minor embedded instances with significantly higher success probability than it would without error correction. Our work demonstrates that quantum annealing correction can and should be used to improve the robustness of quantum annealing not only for natively embeddable problems but also when minor embedding is used to extend the connectivity of physical devices.
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.