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Algorithms

A QUBO Model for the Traveling Salesman Problem with Time Windows

Christos Papalitsas, Theodore Andronikos, Konstantinos Giannakis, Georgia Theocharopoulou, Sofia Fanarioti

Published Oct 25, 2019• 90 citations
Publisher

Abstract

This work focuses on expressing the TSP with Time Windows (TSPTW for short) as a quadratic unconstrained binary optimization (QUBO) problem. The time windows impose time constraints that a feasible solution must satisfy. These take the form of inequality constraints, which are known to be particularly difficult to articulate within the QUBO framework. This is, we believe, the first time this major obstacle is overcome and the TSPTW is cast in the QUBO formulation. We have every reason to anticipate that this development will lead to the actual execution of small scale TSPTW instances on the D-Wave platform.

DOI
10.3390/a12110224

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This work focuses on expressing the TSP with Time Windows (TSPTW for short) as a quadratic unconstrained binary optimization (QUBO) problem. The time windows impose time constraints that a feasible solution must satisfy. These take the form of inequality constraints, which are known to be particularly difficult to articulate within the QUBO framework. This is, we believe, the first time this major obstacle is overcome and the TSPTW is cast in the QUBO formulation. We have every reason to anticipate that this development will lead to the actual execution of small scale TSPTW instances on the D-Wave platform.
Abstract Quantum computing is offering a novel perspective for solving combinatorial optimization problems. To fully explore the possibilities offered by quantum computers, the problems need to be formulated as unconstrained binary models, taking into account limitation and advantages of quantum devices. In this work, we provide a detailed analysis of the travelling salesman problem with time windows (TSPTW) in the context of solving it on a quantum computer. We introduce quadratic unconstrained binary optimization and higher-order binary optimization formulations of this problem. We demonstrate the advantages of edge-based and node-based formulations of the TSPTW problem. Additionally, we investigate the experimental realization of the presented methods on a quantum annealing device. The provided results pave the path for utilizing quantum computer for a variety of real-world tasks which can be cast in the form of travelling salesman problem with time windows.
This paper addresses the Pickup and Delivery Problem with Time Windows (PDPTW), an NP-hard combinatorial optimization problem with major practical relevance in logistics and transportation. The study focuses on a quadratic unconstrained binary optimization (QUBO) formulation for quantum annealing and benchmarks it against two classical optimization paradigms. A modular Python framework is developed that encodes PDPTW in three ways: a mixed-integer linear programming (MILP) model that serves as an exact reference, a genetic algorithm (GA) metaheuristic, and a QUBO model that is compatible with quantum annealers. The framework supports test scenarios with increasing structural complexity, with both feasible and intentionally infeasible instances. An additional contribution is the conceptual design and preliminary analysis of an automatic-penalty weight-tuning scheme for the QUBO model. Experimental results show that the proposed QUBO formulation can produce high-quality solutions for simpler PDPTW instances, but its performance strongly depends on the careful calibration of penalty weights. MILP provides optimal baselines on small instances but becomes intractable as problem size grows. The GA scales to the largest scenario and finds feasible solutions of reasonable quality, but they are not necessarily optimal. The evaluation also includes a large number of problem instances and runs on IBM Quantum hardware using the Quantum Approximate Optimization Algorithm (QAOA).
Abstract The traveling salesman problem (TSP) forms the foundation for many logistics and optimization tasks. At the same time, this problem is NP-hard and requires significant computational resources. Quantum computing promises to substantially accelerate computations or increase solution accuracy. The TSP can be conveniently mapped onto the quadratic unconstrained binary optimization (QUBO) formulation, which in turn can be solved using variational quantum eigensolver (VQE) and quantum approximate optimization algorithm (QAOA) methods, but this mapping requires a quadratic number of qubits. The higher-order binary optimization (HOBO) formulation requires significantly fewer qubits, but it contains higher-order terms. In our work, we thoroughly investigate both formulations and provide a practical recipe for solving the TSP. We give a comprehensive study and compare in detail QUBO and HOBO formulations.
In recent years, the Flow shop Scheduling Problem (FSP) has gained significant attention, prompting researchers to develop various methods, from conventional to hybrid optimization algorithms. Driven by the rapid growth of quantum computing capabilities, quantum approaches applied to optimization problems have attracted an increasing research effort. This work attempts to solve the permutation flow shop scheduling problem using quantum annealing by formulating the problem as a Quadratic Unconstrained Binary Optimization model (QUBO). Two QUBO formulations tailored to address the FSP are used. The first formulation is based on the position-based modelling while the second is based on five approximations of FSP as a Traveling Salesman Problem (TSP). The QUBO formulations are tested, using D-Wave's quantum annealers, on the well-known Taillard FSP benchmark and compared against each other. Results show that the proposed position-based QUBO reaches better solutions than the TSP-based QUBOs. This work is an attempt to highlight the increasing effectiveness of quantum annealers in addressing complex optimization problems and their limitations compared to conventional classical methods.
Quantum computing has emerged as a promising alternative for solving combinatorial optimization problems. The standard approach for encoding optimization problems on quantum processing units (QPUs) involves transforming them into their Quadratic Unconstrained Binary Optimization (QUBO) representation. However, encoding constraints of optimization problems, particularly inequality constraints, into QUBO requires additional variables, which results in more qubits. Considering the limited availability of qubits in NISQ machines, existing encoding methods fail to scale due to their reliance on large numbers of qubits. We propose a generalized exponential penalty framework for QUBO inequality constraints inspired by a class of exponential functions, which we call exponential penalization. This paper presents an encoding strategy for inequality constraints in combinatorial optimization problems, inspired by a class of exponential functions, which we call exponential penalization. The initial idea of using exponential penalties for QUBO formulation was introduced by Montanez-Barrera et al. by applying a specific exponential function to reduce qubit requirements. In this work, we extend that approach by conducting a comprehensive study on a broader class of exponential functions, analyzing their theoretical properties and empirical performance. Our experimental results demonstrate that an exponential penalization achieves 57%, 83% qubit number reduction for Bin Packing Problem (BPP) and Traveling Salesman Problem (TSP), respectively. And we demonstrate comparable solution quality to classical with a probability of 6% and 21% accuracy for BPP with 8 and TSP with 12 qubits, respectively.
Combinatorial optimization problems are one of the target applications of current quantum technology, mainly because of their industrial relevance, the difficulty of solving large instances of them classically, and their equivalence to Ising Hamiltonians using the quadratic unconstrained binary optimization (QUBO) formulation. Many of these applications have inequality constraints, usually encoded as penalization terms in the QUBO formulation using additional variables known as slack variables. The slack variables have two disadvantages: (i) these variables extend the search space of optimal and suboptimal solutions, and (ii) the variables add extra qubits and connections to the quantum algorithm. Recently, a new method known as unbalanced penalization has been presented to avoid using slack variables. This method offers a trade-off between additional slack variables to ensure that the optimal solution is given by the ground state of the Ising Hamiltonian, and using an unbalanced heuristic function to penalize the region where the inequality constraint is violated with the only certainty that the optimal solution will be in the vicinity of the ground state. This work tests the unbalanced penalization method using real quantum hardware on D-Wave Advantage for the traveling salesman problem (TSP). The results show that the unbalanced penalization method outperforms the solutions found using slack variables and sets a new record for the largest TSP solved with quantum technology.