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arXiv:2412.00284

Enumeration algorithms for combinatorial problems using Ising machines: When should we stop exploring energy landscapes?

Yuta Mizuno, Ali, Mohammad, Tamiki Komatsuzaki

Published Nov 29, 2024• 1 citation
arXivHTMLPDF

Abstract

Combinatorial problems such as combinatorial optimization and constraint satisfaction problems arise in decision-making across various fields of science and technology. In real-world applications, when multiple optimal or constraint-satisfying solutions exist, enumerating all these solutions is often desirable, as it provides flexibility in decision-making. However, combinatorial problems and their enumeration versions pose significant computational challenges due to combinatorial explosion. To address these challenges, we propose enumeration algorithms for combinatorial optimization and constraint satisfaction problems using Ising machines. Ising machines are specialized devices designed to efficiently solve combinatorial problems by exploring the energy landscape of an Ising model. Ising machines typically sample lower-energy solutions with higher probability. Our enumeration algorithms repeatedly perform such sampling to collect all desirable solutions. The crux of the proposed algorithms lies in their stopping criteria for sampling-based energy landscape exploration, which are derived from probability theory. In particular, the proposed algorithms have theoretical guarantees that the failure probability of enumeration is bounded above by a user-specified value, provided that lower-cost solutions are sampled more frequently and equal-cost solutions are sampled with equal probability. Many physics-based Ising machines are expected to (approximately) satisfy these conditions. As a demonstration, we applied our algorithm using simulated annealing to maximum clique enumeration on random graphs. We found that our algorithm enumerates all maximum cliques in large, dense graphs faster than a conventional branch-and-bound algorithm specifically designed for maximum clique enumeration. These findings underscore the effectiveness and potential of our proposed approach.

DOI
10.48550/arxiv.2412.00284

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Combinatorial problems such as combinatorial optimization and constraint satisfaction problems arise in decision-making across various fields of science and technology. In real-world applications, when multiple optimal or constraint-satisfying solutions exist, enumerating all these solutions is often desirable, as it provides flexibility in decision-making. However, combinatorial problems and their enumeration versions pose significant computational challenges due to combinatorial explosion. To address these challenges, we propose enumeration algorithms for combinatorial optimization and constraint satisfaction problems using Ising machines. Ising machines are specialized devices designed to efficiently solve combinatorial problems by exploring the energy landscape of an Ising model. Ising machines typically sample lower-energy solutions with higher probability. Our enumeration algorithms repeatedly perform such sampling to collect all desirable solutions. The crux of the proposed algorithms lies in their stopping criteria for sampling-based energy landscape exploration, which are derived from probability theory. In particular, the proposed algorithms have theoretical guarantees that the failure probability of enumeration is bounded above by a user-specified value, provided that lower-cost solutions are sampled more frequently and equal-cost solutions are sampled with equal probability. Many physics-based Ising machines are expected to (approximately) satisfy these conditions. As a demonstration, we applied our algorithm using simulated annealing to maximum clique enumeration on random graphs. We found that our algorithm enumerates all maximum cliques in large, dense graphs faster than a conventional branch-and-bound algorithm specifically designed for maximum clique enumeration. These findings underscore the effectiveness and potential of our proposed approach.
The QUBO framework provides a way to model, in principle, any combinatorial optimization problem and enables the use of Ising machines to solve it. Ising machines are devices designed to quickly find good solutions to QUBO problems. In previous work, Auto-QUBO was designed to automatically generate QUBO formulations from a high-level problem description. We address two shortcomings of this method. It only works on a per-instance basis, making repeated formulations for similar problems inefficient, and relies on the user to specify penalty weights. This work introduces symbolic sampling, which provides QUBO formulations for entire problem classes. We demonstrate the speedup that can be achieved with this approach using instances of the maximum clique problem. Additionally, we use proven methods to compute valid penalty weights automatically to simplify the translation process. By providing a user-friendly way to generate QUBO formulations in an efficient manner, both in terms of time and problem difficulty, we enable more people to use Ising machines for combinatorial optimization.
Ising machines (IM) are physics-inspired alternatives to von Neumann architectures for solving hard optimization tasks. By mapping binary variables to coupled Ising spins, IMs can naturally solve unconstrained combinatorial optimization problems such as finding maximum cuts in graphs. However, despite their importance in practical applications, constrained problems remain challenging to solve for IMs that require large quadratic energy penalties to ensure the correspondence between energy ground states and constrained optimal solutions. To relax this requirement, we propose a self-adaptive IM that iteratively shapes its energy landscape using a Lagrange relaxation of constraints and avoids prior tuning of penalties. Using a probabilistic-bit (p-bit) IM emulated in software, we benchmark our algorithm with multidimensional knapsack problems (MKP) and quadratic knapsack problems (QKP), the latter being an Ising problem with linear constraints. For QKP with 300 variables, the proposed algorithm finds better solutions than state-of-the-art IMs such as Fujitsu's Digital Annealer and requires 7,500x fewer samples. Our results show that adapting the energy landscape during the search can speed up IMs for constrained optimization.
Physics-based Ising machines (IM) have been developed as dedicated processors for solving hard combinatorial optimization problems with higher speed and better energy efficiency. Generally, such systems employ local search heuristics to traverse energy landscapes in searching for optimal solutions. Here, we quantify and address some of the major challenges met by IMs by extending energy-landscape geometry visualization tools known as disconnectivity graphs. Using efficient sampling methods, we visually capture landscapes of problems having diverse structure and hardness manifesting as energetic and entropic barriers for IMs. We investigate energy barriers, local minima, and configuration space clustering effects caused by locality reduction methods when embedding combinatorial problems to the Ising hardware. To this end, we sample disconnectivity graphs of PUBO energy landscapes and their different QUBO mappings accounting for both local minima and saddle regions. We demonstrate that QUBO energy-landscape properties lead to the subpar performance for quadratic IMs and suggest directions for their improvement.
A combinatorial optimization problem is a problem finding an optimal combination of variables that maximizes or minimizes an objective function while satisfying given constraints. Such problems arise in various fields, including transportation and communication. Many combinatorial optimization problems are NP-hard, meaning that the number of possible combinations grows exponentially as the number of variables increases. As a result, it is often difficult to solve large-scale combinatorial optimization problems for conventional classical computers. Recently, Ising machines, including quantum annealers, have gained attention as a promising architecture for efficiently solving combinatorial optimization problems. One real-world example of a combinatorial optimization problem isuniversity course selection. Many students manually choose their courses, but this process is time consuming and labor intensive due to the large number of available options. To address this, in this paper, we formulate course selection as a combinatorial optimization problem, which we define as a Personalized Course Selection Problem (PCSP). To solve it efficiently, we use an Ising machine, a specialized computer designed for combinatorial optimization. We propose a Quadratic Unconstrained Binary Optimization (QUBO) formulation for solving PCSP and solve the problem with an Ising machine. Experimental evaluations demonstrate that, for the largest instance tested, the proposed method solves the problem 20X times faster than the conventional simulated annealing while achieving the same total course cost.
Combinatorial optimization problems are difficult to solve due to the space explosion in an exhaustive search. Using Ising model-based solvers can efficiently find near-optimal solutions by minimizing the energy of a nonlinear Hamiltonian system. In contrast to Ising machines based on quantum mechanics, classical Ising machines using conventional technologies, such as the complementary metal-oxide-semiconductor, offer efficient implementations with competitive performance. In this paper, we briefly review recently developed simulation algorithms of classical Ising machines. These algorithms are classified by considering various inherent mechanisms in the simulation of physical phenomena. Then, strategies to improve the simulation efficiency are discussed by generalizing their characteristics and behaviours. These simulation algorithms are key for improving the efficiency of classical Ising machines in solving combinatorial optimization problems.
Combinatorial optimization has wide applications from industry to natural science. Ising machines bring an emerging computing paradigm for efficiently solving a combinatorial optimization problem by searching a ground state of a given Ising model. Current cutting-edge Ising machines achieve fast sampling of near-optimal solutions of the max-cut problem. However, for problems with additional constraint conditions, their advantages have been hardly shown due to difficulties in handling the constraints. In this work, we focus on benchmarks of Ising machines on the quadratic knapsack problem (QKP). To bring out their practical performance, we propose fast two-stage post-processing for Ising machines, which makes handling the constraint easier. Simulation based on simulated annealing shows that the proposed method substantially improves the solving performance of Ising machines and the improvement is robust to a choice of encoding of the constraint condition. Through evaluation using an Ising machine called Amplify Annealing Engine, the proposed method is shown to dramatically improve its solving performance on the QKP. These results are a crucial step toward showing advantages of Ising machines on practical problems involving various constraint conditions.