Obtaining Quadratic Unconstrained Binary Optimisation models for various optimisation problems, in order to solve those on physical quantum computers (such as the the DWave annealers) is nowadays a lengthy and tedious process that requires one to remodel all problem variables as binary variables and squeeze the target function and the constraints into a single quadratic polynomial into these new variables. We report here on the basis of our automatic converter from MiniZinc to QUBO, which is able to process a large set of constraint optimisation and constraint satisfaction problems and turn them into equivalent QUBOs, effectively optimising the whole process.
There exists a wide range of constraint programming (CP) problems defined on Boolean functions depending on binary variables. One of the approaches to solving CP problems is using specific appropriate solvers, e.g., SAT solvers. An alternative is using the generic solvers for mixed-integer linear programming problems (MILP), but they require transforming expressions with Boolean functions to linear equations or inequalities. Here, we present two methods of such a transformation which applies to any Boolean function defined by explicit rules giving values of the Boolean function for all combinations of its Boolean variables. The first method represents the Boolean function as a linear equation in the original binary variables and, possibly, binary ancillaries, which become additional variables of the MILP problem being composed. The second method represents the Boolean function as a set of linear inequalities in the original binary variables and one additional continuous variable (representing the value of the function). The choice between the first or second method is a trade-off between the number of binary variables and number of linear constraints in the emerging MP problem. The advantage of the proposed approach is that both methods reduce important cryptanalysis problems, such as the preimaging of hash functions or breaking symmetric ciphers as the MILP problems, which are solved by the generic MILP solvers. Furthermore, the first method enables to reduce the binary linear equations to quadratic unconstrained binary optimization (QUBO), by the quantum annealer, e.g., D-Wave.
We consider the encoding in Quadratic Unconstrained Binary Optimization (QUBO) of binary comparison constraints, that is, constraints of the form x < y + c, x ≤ y + c, and x = y + c, where x and y are two integer variables and c is an integer constant. For the sake of simplicity, we will consider that x and y are bounded and belong to the same interval {1,..., n}. We will show that such constraints can be encoded without the need of any extra-variable, conversely to the general scheme for linear inequations, which requires between n - 1 and ⌈log2(n - 1)⌉ extra-variables, depending on the encoding chosen for integers. Limiting the number of extra-variables needed in QUBO formulations is important as each Boolean QUBO variable will be implemented as a (logical) qubit on a quantum device and the number of such qubits is limited in quantum annealing systems such as D-Wave machines.
Let
(QP) be an integer quadratic program that consists in minimizing a quadratic function subject to linear constraints. A such problem belongs to the class of
NP-Hard problems. Standard solvers that use a Branch and Bound algorithm can efficiently solve
(QP) in the specific case where its objective function is convex. Thus, to solve
(QP), we choose to reformulate it into an equivalent problem with a convex objective function. Two reformulations are possible: either we reformulate
(QP) into a linear program, or we reformulate it into a convex quadratic program. \par In the first part of this dissertation, we present several linearizations of
(QP), i.e. reformulations into an equivalent program with a linear objective function. Many linearization methods for the quadratic binary programs are known. A natural approach when considering
(QP) is therefore to reformulate it into a quadratic binary program. This can be done by the binary decomposition of each integer variable and then the linearization of each new product of two binary variables. However, this method, that we denote by \texttt{BBL (Binary Binary Linearization)}, leads to a linear program with a large number of variables and constraints. We then present a new approach, \texttt{BIL (Binary Integer Linearization)}, that consists in reformulating
(QP) into a particular quadratic integer program where each quadratic term is the product of an integer variable by a binary variable. As in the \texttt{BBL} approach, the binary variables come from the binary decomposition of the initial integer variables. Then, we linearize the obtained program by replacing each quadratic term by a new real variable and a set of inequalities. As the number of quadratic terms is lower than in the \texttt{BBL} approach, the number of additional variables is reduced. Hence, the obtained integer linear program is significantly smaller in the \texttt{BIL} approach. Moreover, contrary to what one might think, the \texttt{BIL} approach provides a better bound obtained by continuous relaxation than the \texttt{BBL} approach. Each reformulation leads to an integer linear program that is equivalent to
(QP) and that we improve by adding valid inequalities. \par In a second part, we present several quadratic convex reformulations of
(QP), i.e. we reformulate
(QP) into an equivalent program, with a quadratic convex objective function. We first introduce a simple approach to convexify
(QP) that consists in expressing linearly the squares of integer variables using their unary decompositions, and then to convexify with the smallest eigenvalue of the Hessian matrix of
(QP). We call this approach \texttt{NC (Naive Convexification)}. Then, we introduce a new convex reformulation scheme that perturbs the objective function of
(QP) with the linear expression of the products of integer variables, and the equality constraints of
(QP). Then, we show that we can compute, within this scheme, an optimal reformulation of
(QP) in terms of bound obtained by continuous relaxation : the \texttt{IQCR (Integer Quadratic Convex Reformulation)} approach. This reformulation is based on the optimal dual solution of a semi-definite relaxation of
(QP). Moreover, we show that the method \texttt{IQCR} is easily adaptable to mixed-integer programming. This adaptation, that we call \texttt{IQCRs}, also allows us to integrate the inequality constraints of
(QP) into the perturbation of the objective function of our convex reformulation scheme. Then, we present an interesting restriction of the method \texttt{IQCR}, called \texttt{CQCR (Compact Quadratic Convex Reformulation)}. The difference between this last approach and \texttt{IQCR} is that \texttt{CQCR} only uses the linear expression of the integer variable squares to perturb the objective function, while \texttt{IQCR} uses all the products. The interest is that \texttt{CQCR} produces a reformulated problem with a reduced size in comparison with the \texttt{IQCR} approach, what could be profitable experimentally. Finally, we apply these
3 methods \texttt{NC}, \texttt{CQCR} and \texttt{IQCR} to binary quadratic programming. We show that \texttt{NC} and \texttt{CQCR} are equivalent to existing binary convex reformulations. An interesting result is that \texttt{IQCR} is an improvement of existing convexifications for binary quadratic programming.\par In a third part, we design a specific Branch and Bound algorithm based on a projection property of the \texttt{IQCR} approach.\par Finally, we compare the four obtained linearizations and the three obtained quadratic convex reformulations from the computational point of view. For integer programming, computational experiences are carried out with two classes of instances of
(QP), the first having one equality constraint, and the other having one inequality constraint. The results show that most of the considered instances with up to
40 variables can be solved in one hour of CPU time by the \texttt{IQCR} and \texttt{CQCR} approaches. We then test \texttt{IQCR} on binary quadratic programming. The results corroborate that our approach \texttt{IQCR} improves existing convexifications.
Quadratic Unconstrained Binary Optimization (QUBO) models are defined by quadratic expressions composed of binary variables, each taking a value of either 0 or 1. The objective of the QUBO problem is to find an optimal assignment of these binary variables that minimizes the value of the QUBO model. The QUBO problem has attracted significant research interest due to its versatility in reformulating various NP-complete problems and its potential for efficiently finding heuristic solutions through quantum annealing. This paper focuses on converting Cubic Unconstrained Binary Optimization (CUBO) problems, defined by cubic expressions, into equivalent QUBO models. Through this conversion, CUBO problems can be solved using quantum annealing. Since the important NP-hard problem 3-SAT can be straightforwardly represented as a CUBO problem, investigating the conversion from CUBO to QUBO models is a meaningful endeavor.
Abstract QUBO (quadratic unconstrained binary optimization) has become the modeling language for quantum annealing and quantum‐inspired annealing solvers. We present different approaches in QUBO for the magic square problem and the quadratic assignment problem (QAP), which can be modeled by linear equations and a permutation constraint over integer variables. Different ways of encoding integers by Booleans in QUBO amount to models, the implementation of which could have very different performance. Experiments performed on the Fixstars Amplify Annealer Engine, a quantum‐inspired annealing solver, show that, compared to the classical one‐hot encoding, using unary encoding for integers performs slightly better for the QAP and much better for magic square.