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arXiv:2503.15427 · Physical review. E

Direct comparison of stochastic driven nonlinear dynamical systems for combinatorial optimization

Junpeng Hou, Amin Barzegar, Helmut G. Katzgraber

Published Jul 1, 2025• 1 citation
arXivHTMLPDF

Abstract

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.

DOI
10.1103/9vbb-h73q

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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.
Combinatorial optimization problems are ubiquitous but difficult to solve. Hardware devices for these problems have recently been developed by various approaches, including quantum computers. Inspired by recently proposed quantum adiabatic optimization using a nonlinear oscillator network, we propose a new optimization algorithm simulating adiabatic evolutions of classical nonlinear Hamiltonian systems exhibiting bifurcation phenomena, which we call simulated bifurcation (SB). SB is based on adiabatic and chaotic (ergodic) evolutions of nonlinear Hamiltonian systems. SB is also suitable for parallel computing because of its simultaneous updating. Implementing SB with a field-programmable gate array, we demonstrate that the SB machine can obtain good approximate solutions of an all-to-all connected 2000-node MAX-CUT problem in 0.5 ms, which is about 10 times faster than a state-of-the-art laser-based machine called a coherent Ising machine. SB will accelerate large-scale combinatorial optimization harnessing digital computer technologies and also offer a new application of computational and mathematical physics.
Abstract Combinatorial optimization problems and ground state problems of spin glasses are crucial in various fields of science and technology. However, they often belong to the computational class of NP-hard, presenting significant computational challenges. Traditional algorithms inspired by statistical physics like simulated annealing have been widely adopted. Recently, advancements in Ising machines, such as quantum annealers and coherent Ising machines, offer new paradigms for solving these problems efficiently by embedding them into the analog evolution of nonlinear dynamical systems. However, existing dynamics-based algorithms often suffer from low convergence rates and local minima traps. In this work, we introduce the dual mean-field dynamics into Ising machines. The approach integrates the gradient force and the transverse force into the dynamics of Ising machines in solving combinatorial optimization problems, making it easier for the system to jump out of the local minimums and allowing the dynamics to explore wider in configuration space. We conduct extensive numerical experiments using the Sherrington–Kirkpatrick spin glass up to 10 000 spins and the maximum cut problems with the standard G-set benchmarks. The numerical results demonstrate that our dual mean-field dynamics approach enhances the performance of base Ising machines, providing a more effective solution for large-scale combinatorial optimization problems.
Unconventional computing approaches have gained significant attention in the search for hardware-friendly solvers capable of finding the solution of combinatorial optimization problems COPs. Among others, oscillator-based, or oscillatory, Ising machines (OIMs), and simulated bifurcation-based Ising machines (SBMs) are two promising paradigms that are based on dynamical equations. This work presents a preliminary direct software comparison between an OIM and an SBM on instances from the G-set, a well-known benchmark library of maximum cut problems. The performance of the two paradigms is compared in terms of their average optimal approximation within a given number of timesteps using the same integration scheme. Our findings show that OIM performs better when optimizing its parameter for a specific problem or topology, while SBM has better performance in scenarios in which preprocessing is not possible, i.e., when considering large batches of instances with varied topologies and scales.
Abstract Two classes of quantum-annealing-inspired-algorithms (QAIA), namely different variants of simulated coherent Ising machine and simulated bifurcation, have been proposed for efficiently solving combinatorial optimization problems recently. In order to certify the superiority of these algorithms, standardized comparisons among them and against other physics-based algorithms are necessary. In this work, for Max-Cut problems up to 20,000 nodes, we benchmark QAIA against quantum annealing and other physics-based algorithms. We found that ballistic simulated bifurcation excelled for chimera and small-scale graphs, achieving nearly a 50-fold reduction in time-to-solution compared to quantum annealing. For large-scale graphs, discrete simulated bifurcation achieves the lowest time-to-target and outperforms D-Wave Advantage system when tasked with finding the maximum cut value in pegasus graphs. Our results suggest that QAIA represents a promising means for solving combinatorial optimization problems in practice, and can act as a natural baseline for competing quantum algorithms.
Various combinatorial optimization NP-hard problems can be reduced to finding the minimizer of an Ising model, which is a discrete mathematical model. It is an intellectual challenge to develop some mathematical tools or algorithms for solving the Ising model. Over the past decades, some continuous approaches or algorithms have been proposed from physical, mathematical or computational views for optimizing the Ising model such as quantum annealing, the coherent Ising machine, simulated annealing, adiabatic Hamiltonian systems, etc.. However, the mathematical principle of these algorithms is far from being understood. In this paper, we reveal the mathematical mechanism of dynamical system algorithms for the Ising model by Morse theory and variational methods. We prove that the dynamical system algorithms can be designed to minimize a continuous function whose local minimum points give all the candidates of the Ising model and the global minimum gives the minimizer of Ising problem. Using this mathematical mechanism, we can easily understand several dynamical system algorithms of the Ising model such as the coherent Ising machine, the Kerr-nonlinear parametric oscillators and the simulated bifurcation algorithm. Furthermore, motivated by the works of C. Conley, we study transit and capture properties of the simulated bifurcation algorithm to explain its convergence by the low energy transit and capture in celestial mechanics. A detailed discussion on 222-spin and 333-spin Ising models is presented as application.
Quickly obtaining optimal solutions of combinatorial optimization problems has tremendous value but is extremely difficult. Thus, various kinds of machines specially designed for combinatorial optimization have recently been proposed and developed. Toward the realization of higher-performance machines, here, we propose an algorithm based on classical mechanics, which is obtained by modifying a previously proposed algorithm called simulated bifurcation. Our proposed algorithm allows us to achieve not only high speed by parallel computing but also high solution accuracy for problems with up to one million binary variables. Benchmarking shows that our machine based on the algorithm achieves high performance compared to recently developed machines, including a quantum annealer using a superconducting circuit, a coherent Ising machine using a laser, and digital processors based on various algorithms. Thus, high-performance combinatorial optimization is realized by massively parallel implementations of the proposed algorithm based on classical mechanics.