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Lecture notes in computer science

Embedding Inequality Constraints for Quantum Annealing Optimization

Tomáš Vyskočil, Scott Pakin, Hristo N. Djidjev

Published Jan 1, 2019• 35 citations
Publisher
DOI
10.1007/978-3-030-14082-3_2

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Embedding Inequality Constraints for Quantum Annealing Optimization.

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Quantum annealing is a model for quantum computing that is aimed at solving hard optimization problems by representing them as quadratic unconstrained binary optimization (QUBO) problems. Although many NP-hard problems can easily be formulated as binary-variable problems with a quadratic objective function, such formulations typically also include constraints, which are not allowed in a QUBO. Hence, such constraints are usually incorporated in the objective function as additive penalty terms. While there is substantial previous work on implementing linear equality constraints, the case of inequality constraints has not much been studied. In this paper, we propose a new approach for formulating and embedding inequality constraints as penalties and describe early implementation results.

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Quantum annealing is a model for quantum computing that is aimed at solving hard optimization problems by representing them as quadratic unconstrained binary optimization (QUBO) problems. Although many NP-hard problems can easily be formulated as binary-variable problems with a quadratic objective function, such formulations typically also include constraints, which are not allowed in a QUBO. Hence, such constraints are usually incorporated in the objective function as additive penalty terms. While there is substantial previous work on implementing linear equality constraints, the case of inequality constraints has not much been studied. In this paper, we propose a new approach for formulating and embedding inequality constraints as penalties and describe early implementation results.
Quantum annealing is a promising approach for solving combinatorial optimization problems. However, its performance is often limited by the overhead of additional qubits required for embedding logical QUBO models onto quantum annealers. This overhead becomes severe when logical QUBO models have dense connectivity. Such dense structures frequently arise when formulating equality and inequality constraints. To address this issue, we propose a method to construct a significantly sparser logical QUBO model for these constraints. By adding auxiliary variables based on specific network structures, our approach decomposes the original constraint into smaller, more manageable constraints. We demonstrate that this method reduces the number of edges (quadratic terms) from O(N2)O(N^2)O(N2) to O(N)O(N)O(N) for the one-hot constraint and to O(Nlog⁡N)O(N\log N)O(NlogN) in the worst case for general equality constraints, where NNN is the number of variables. Experimental results on D-Wave's hardware show that our formulation leads to substantial reductions in the number of qubits required for embedding, shorter average chain lengths, lower chain break rates, and higher feasible solution rates compared to conventional methods. This work provides a practical tool for efficiently solving constrained optimization problems on current and future quantum annealers.
Quantum annealing (QA) is used to solve combinatorial optimization problems (COPs). When COPs are implemented on quantum annealers, they are typically encoded as quadratic unconstrained binary optimization (QUBO) problems, but constraint encodings often increase the number of qubits and the embedding overhead. This issue is particularly important for COPs with inequality constraints, where standard slack-variable formulations introduce additional binary variables. Unbalanced penalization (UP) avoids slack variables, but the original UP formulation requires tuning two penalty coefficients and contains a squared residual term that can increase the number of quadratic couplings. In this paper, we propose the unbalanced penalization Ohzeki method (UPOM), which combines UP with the Ohzeki method for inequality-constrained COPs. UPOM replaces the two static penalty coefficients of original UP with an auxiliary-variable update and removes the squared residual term from the Hamiltonian used for sampling. We further propose the deep-unfolded unbalanced penalization Ohzeki method (DU-UPOM), which learns the step-size schedule of the UPOM update from training instances. Numerical experiments on random knapsack problems show that UPOM improves over original UP and that DU-UPOM reaches optimal solutions in fewer iterations than fixed-step UPOM and other baseline. These results demonstrate that the proposed framework reduces the tuning and embedding burdens of UP while making the Ohzeki method trainable for inequality constraints.