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arXiv:2511.17245

Simulated Annealing for Quadratic and Higher-Order Unconstrained Integer Optimization

Kohei SUZUKI

Published Nov 21, 2025• 0 citations
arXivHTMLPDF

Abstract

Simulated annealing (SA) is a key algorithm for solving combinatorial optimization problems, which model numerous real-world systems. While SA is commonly used to solve quadratic unconstrained binary optimization (QUBO) problems, many practical problems are more naturally formulated using integer variables. We therefore study quadratic and higher-order unconstrained integer optimization (QUIO and HUIO) problems, which generalize QUBO by allowing integer-valued variables and higher-order interactions. Conventional approaches often convert these problems into QUBO formulations through binary encoding and the reduction of higher-order terms. Such conversions, however, greatly increase the number of variables and interactions, resulting in long computation times and, for large-scale problems, even making the conversion itself a dominant computational bottleneck. To overcome this limitation, we propose an efficient framework that directly applies SA to QUIO and HUIO problems without converting them into QUBO. Within this framework, we introduce an optimal-transition Metropolis method, designed to improve efficiency when the variable range is wide, and evaluate its performance alongside the conventional Metropolis and heat bath methods. Numerical experiments demonstrate that the proposed direct approach achieves higher efficiency and better solution quality than the conventional QUBO-based formulation and reveal the practical advantages of the optimal-transition Metropolis method. The algorithm developed in this study is available as part of the open-source library OpenJij, which provides a Python front end with a C++ backend.

DOI
10.48550/arxiv.2511.17245

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Simulated annealing (SA) is a key algorithm for solving combinatorial optimization problems, which model numerous real-world systems. While SA is commonly used to solve quadratic unconstrained binary optimization (QUBO) problems, many practical problems are more naturally formulated using integer variables. We therefore study quadratic and higher-order unconstrained integer optimization (QUIO and HUIO) problems, which generalize QUBO by allowing integer-valued variables and higher-order interactions. Conventional approaches often convert these problems into QUBO formulations through binary encoding and the reduction of higher-order terms. Such conversions, however, greatly increase the number of variables and interactions, resulting in long computation times and, for large-scale problems, even making the conversion itself a dominant computational bottleneck. To overcome this limitation, we propose an efficient framework that directly applies SA to QUIO and HUIO problems without converting them into QUBO. Within this framework, we introduce an optimal-transition Metropolis method, designed to improve efficiency when the variable range is wide, and evaluate its performance alongside the conventional Metropolis and heat bath methods. Numerical experiments demonstrate that the proposed direct approach achieves higher efficiency and better solution quality than the conventional QUBO-based formulation and reveal the practical advantages of the optimal-transition Metropolis method. The algorithm developed in this study is available as part of the open-source library OpenJij, which provides a Python front end with a C++ backend.
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.
Ising machines, including quantum annealing machines, are promising next-generation computers for combinatorial optimization problems. However, due to hardware limitations, most Ising-type hardware can only solve objective functions expressed in linear or quadratic terms of binary variables. Therefore, problems with higher-order terms require an order-reduction process, which increases the number of variables and constraints and may degrade solution quality. In this study, we evaluate the effectiveness of directly solving such problems without order reduction by using a high-performance simulated annealing-based optimization solver capable of handling polynomial unconstrained binary optimization (PUBO) formulations. We compare its performance against a conventional quadratic unconstrained binary optimization (QUBO) solver on the same hardware platform. As benchmarks, we use the low autocorrelation binary sequence (LABS) problem and the vehicle routing problem with distance balancing, both of which naturally include higher-order interactions. Results show that the PUBO solver consistently achieves superior solution quality and stability compared to its QUBO counterpart, while maintaining comparable computational time and requiring no order-reduction compilation indicating potential advantages of directly handling higher-order terms in practical optimization problems.
For formulating Quadratic Knapsack Problems (QKPs) into the form of Quadratic Unconstrained Binary Optimization (QUBO), it is necessary to introduce an integer variable, which converts and incorporates the knapsack capacity constraint into the overall energy function. In QUBO, this integer variable is encoded with auxiliary binary variables, and the encoding method used for it affects the behavior of Simulated Annealing (SA) significantly. For improving the efficiency of SA for QKP instances, this paper first visualized and analyzed their annealing processes encoded by conventional binary and unary encoding methods. Based on this analysis, we proposed a novel hybrid encoding (HE), getting the best of both worlds. The proposed HE obtained feasible solutions in the evaluation, outperforming the others in small- and medium-scale models.
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Recent advancements in quantum computing have demonstrated significant potential for solving combinatorial optimization problems, like the quadratic knapsack problem, a constrained binary optimization problem. However, current quantum and quantum-inspired algorithms often require transforming these constrained problems into an unconstrained form, known as Quadratic Unconstrained Binary Optimization (QUBO). Such transformations can significantly impact the algorithms’ speed and efficiency. In this study, we evaluate five existing transformation methods and propose four novel approaches. We assess all nine methods using Simulated Annealing and find that three of our approaches outperform existing methods in terms of execution time and the quality and quantity of feasible solutions found. Additionally, we tested these transformations on quantum annealers, which were unable to solve even small problem instances, due to limitations in connectivity and error rates. However, our results highlight the advantages of the new approaches, which reduce the total number of variables in the QUBO representation. This is a critical factor for enhanced performance on emerging quantum hardware, since it also reduces the required number of qubits and the embedding chain lengths.
Recent advancements in quantum computing have demonstrated significant potential for solving combinatorial optimization problems, like the quadratic knapsack problem, a constrained binary optimization problem. How- ever, current quantum and quantum-inspired algorithms often require transforming these constrained problems into an unconstrained form, known as Quadratic Unconstrained Binary Optimization (QUBO). Such transfor- mations can significantly impact the algorithms’ speed and efficiency. In this study, we evaluate five existing transformation methods and propose four novel approaches. We assess all nine methods using Simulated An- nealing and find that three of our approaches outperform existing methods in terms of execution time and the quality and quantity of feasible solutions found. Additionally, we tested these transformations on quantum annealers, which were unable to solve even small problem instances, due to limitations in connectivity and error rates. However, our results highlight the advantages of the new approaches, which reduce the total num- ber of variables in the QUBO representation. This is a critical factor for enhanced performance on emerging quantum hardware, since it also reduces the required number of qubits and the embedding chain lengths.