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arXiv:2407.00530 · Physical Review Research

Solving combinatorial optimization problems through stochastic Landau-Lifshitz-Gilbert dynamical systems

Dairong Chen, Andrew D. Kent, Dries Sels, Flaviano Morone

Published Feb 3, 2025• 8 citations
arXivHTMLPDF

Abstract

We present a method to approximately solve general instances of combinatorial optimization problems using the physical dynamics of three-dimensional (3D) rotors obeying Landau-Lifshitz-Gilbert dynamics. Conventional techniques to solve discrete optimization problems that use simple continuous relaxation of the objective function followed by gradient-descent minimization are inherently unable to avoid local optima, thus producing poor-quality solutions. Our method considers the physical dynamics of macrospins capable of escaping from local minima, thus facilitating the discovery of high-quality, nearly optimal solutions, as supported by extensive numerical simulations on a prototypical quadratic unconstrained binary optimization (QUBO) problem. Our method produces solutions that compare favorably with those obtained using state-of-the-art minimization algorithms (such as simulated annealing) while offering the advantage of being physically realizable by means of arrays of stochastic magnetic tunnel-junction devices.

DOI
10.1103/physrevresearch.7.013129

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We present a method to approximately solve general instances of combinatorial optimization problems using the physical dynamics of three-dimensional (3D) rotors obeying Landau-Lifshitz-Gilbert dynamics. Conventional techniques to solve discrete optimization problems that use simple continuous relaxation of the objective function followed by gradient-descent minimization are inherently unable to avoid local optima, thus producing poor-quality solutions. Our method considers the physical dynamics of macrospins capable of escaping from local minima, thus facilitating the discovery of high-quality, nearly optimal solutions, as supported by extensive numerical simulations on a prototypical quadratic unconstrained binary optimization (QUBO) problem. Our method produces solutions that compare favorably with those obtained using state-of-the-art minimization algorithms (such as simulated annealing) while offering the advantage of being physically realizable by means of arrays of stochastic magnetic tunnel-junction devices.
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This paper explores the application of Quantum Annealing (QA) to the field of combinatorial optimization. The core idea is to leverage the principles of quantum mechanics, specifically quantum tunneling, to efficiently solve complex optimization problems. We present a framework for utilizing QA to tackle problems represented as quadratic unconstrained binary optimization (QUBO) models. The methodology focuses on mapping the problem's constraints and objective function into a form suitable for QA hardware. We discuss the challenges involved in this mapping process, including the limitations of current QA devices and the need for careful problem formulation. Furthermore, we analyze the potential advantages of QA over classical optimization techniques, particularly concerning the exploration of a wider solution space. The research highlights the promise of QACO as a viable approach for tackling computationally demanding combinatorial optimization tasks, offering a novel method to enhance optimization efficiency.
This work presents a classical theoretical framework in which combinatorial optimization emerges from the nonlinear relaxation of coupled real-valued phase fields governed by a global Lyapunov energy functional. Each computational element (CF-bit) evolves in a bistable periodic potential while pairwise interactions encode problem-specific couplings, enabling gradient-descent minimization of QUBO and Ising objective functions. The key contribution is an explicit global energy functional from which all dynamics are derived, guaranteeing monotonic energy descent under damping. This distinguishes the approach from several existing oscillator-based Ising architectures where the governing dynamics contain non-gradient terms and an explicit global Lyapunov functional has not been derived in their standard formulations. Numerical simulations on instances up to 20 bits demonstrate deterministic phase-locking convergence, with optional transient noise improving the exploration of rugged landscapes. While limited in scale and not overcoming NP-hardness, this work provides a conceptual framework showing how discrete optimization can emerge from continuous classical dynamics with a mathematically transparent energy structure.
Many combinatorial optimization problems admit quadratic unconstrained binary formulations (QUBO) which can often be relaxed to the box [0,1]n[0,1]^n[0,1]n and optimized using scalable gradient-based methods. However, the resulting non-convex landscape can often contain local optima that are spurious or infeasible. In this paper, we establish sufficient structural conditions on quadratic penalties that rule out these failures, guaranteeing that every local minimizer of the relaxed problem is both binary and feasible. For each problem we study, we examine existing QUBO formulations when available, identify why they fail when they do, and propose alternative relaxed QUBOs that satisfy our conditions. We show for several common combinatorial problems, including open-pit mining, 0--1 knapsack, and traveling salesman formulations, that these constructions allow gradient-based methods such as projected gradient descent and Adam to be safely applied to obtain valid binary solutions. Our results clarify when differentiable optimization is a reliable local solver for quadratic combinatorial objectives.
Recent advances in quantum computing have shown great potential for solving combinatorial optimization problems. A notable example is the quadratic knapsack problem, a constrained binary optimization problem. However, current quantum-inspired algorithms require Quadratic Unconstrained Binary Optimization (QUBO) formulations. Transforming constrained optimization into QUBO impacts the algorithms' speed and efficiency. In this study, we evaluate five existing transformation methods and propose four novel approaches. We assess them by using Simulated Annealing (SA), and find that three of our approaches outperform existing methods in terms of execution time as well as quality and quantity of feasible solutions found. Also, we tested these transformations on a quantum annealer, which was unable to solve even small instances, due to limitations in connectivity and error rates. In general, our results highlight the advantages of the new approaches, which reduce the number of variables in the QUBO representation.
Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of the Ising model, tremendous effort has been devoted to developing solvers for Ising-type problems over the past decades. Recent advances in controlling and manipulating both quantum and classical systems have enabled novel computing paradigms such as quantum simulators and coherent Ising machines to tackle hard optimization problems. Here, we examine and benchmark several physics-inspired optimization algorithms, including coherent Ising machines, gain-dissipative algorithms, simulated bifurcation machines, and Hopfield neural networks, which we collectively refer to as stochastic driven nonlinear dynamical systems. Most importantly, we benchmark these algorithms against random Ising problems with planted solutions and compare them to simulated annealing as a baseline leveraging the same software stack for all solvers. We further study how different numerical integration techniques and graph connectivity affect performance. This work provides an overview of a diverse set of new optimization paradigms.