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Asia and South Pacific Design Automation Conference (ASP-DAC)

Digital Annealer for High-Speed Solving of Combinatorial optimization Problems and Its Applications

Satoshi Matsubara, Motomu Takatsu, Toshiyuki Miyazawa, Takayuki Shibasaki, Yasuhiro Watanabe, Kazuya Takemoto, Hirotaka Tamura

Published Jan 1, 2020• 163 citations
Publisher

Abstract

A Digital Annealer (DA) is a dedicated architecture for high-speed solving of combinatorial optimization problems mapped to an Ising model. With fully coupled bit connectivity and high coupling resolution as a major feature, it can be used to express a wide variety of combinatorial optimization problems. The DA uses Markov Chain Monte Carlo as a basic search mechanism, accelerated by the hardware implementation of multiple speed-enhancement techniques such as parallel search, escape from a local solution, and replica exchange. It is currently being offered as a cloud service using a second-generation chip operating on a scale of 8,192 bits. This paper presents an overview of the DA, its performance against benchmarks, and application examples.

DOI
10.1109/asp-dac47756.2020.9045100

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This research is concerned with an annealing processor for efficiently solving a combinatorial optimization problem.\nIn order to realize a smart society, optimization of people and thingssuch as transportation networks, power networks, human resource allocationand routes is indispensable. Many of these problems are called combinatorial optimization problems and are known as very important problems in modern society. However, it is known that the combinatorial optimization problem is NP-hard and it is difficult to efficiently solve it with a conventional Neumann computer.\nIn recent years, the miniaturization of the process of manufacturing computer chips is approaching the physical limit. Therefore, especially in the solution by the full search, the improvement in speed due to the calculation speed of the computer cannot be expected. From such a background, dedicated hardware capable of solving a combination optimization problem at high speed and with low power consumption has been attracting attention.\nThe annealing processor is a general-purpose combination optimization solver that utilizes the property that the ground state of the optimization problem expressed by using the Ising model and the optimal solution of the combination optimization problem match. The Ising model is a ferromagnetic model in statistical physics expressed by spins having an upward and downward state, spin-spin interactions occurring between the spins, and an external magnetic field acting on each spin. The Ising model can express a combinatorial optimization problem by expressing a control target and a cost using these parameters. The annealing processor updates the spin state while slowly lowering the temperature parameters based on simulated annealing,which is an optimization method learned from natural phenomena generally called annealing. Eventually, the spin will reach the ground state with a high probability and obtain the optimal solution.\nAnnealing processors are classified into two types, the nearest neighbor type and the fully connected type, depending on the shape of the Ising model simulated on the hardware. In the nearest neighbor type, the coupling between spins is limited to only between adjacent spins, and in the full coupling type, coupling exists between arbitrary spins. The nearest neighbor type realizes high parallel processing by reducing the data spin required by simulated annealing by reducing the proximity spin. In addition, since data transfer is limited to adjacent spins, the scalability is high. However, since the spin-to-spin interaction is sparse, there is a problem that the class of combinatorial optimization problems that can be dealt with is limited, or that the problem requires deformation processing to match the Ising model of hardware. The fully connected type can solve any class of problems as long as the number of spins permits, however it requires connections between arbitrary spins.Therefore, scalability is low. Because there there is a dependency on all spins,the number of spins that can be updated at one time is always limited to only one regardless of the total number of spins. Therefore, it takes time to converge to the ground state.\nIn this research, we propose a method of increasing the number of spins for this annealing processor by using (1) a spatially-expanded time-division processing mechanism architecture based on a loosely-coupled type, (2) An algorithm for applying a fully coupled Ising network to a more complex Ising network using the nearest neighbor Ising network and an annealing method that can be updated in parallel, (3)We conducted a study on the architecture of a fully coupled annealing processor for parallel updating annealing.\nAs described above, the research described in this paper contributes to the improvement of the efficiency of the annealing processor for solving the large-scale combinatorial optimization problem from both the fundamental algorithm and the hardware architecture. I hope that this research will solve the combinatorial optimization problem that is expected to increase in demand in the future and contribute to the development of human society.

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A Digital Annealer (DA) is a dedicated architecture for high-speed solving of combinatorial optimization problems mapped to an Ising model. With fully coupled bit connectivity and high coupling resolution as a major feature, it can be used to express a wide variety of combinatorial optimization problems. The DA uses Markov Chain Monte Carlo as a basic search mechanism, accelerated by the hardware implementation of multiple speed-enhancement techniques such as parallel search, escape from a local solution, and replica exchange. It is currently being offered as a cloud service using a second-generation chip operating on a scale of 8,192 bits. This paper presents an overview of the DA, its performance against benchmarks, and application examples.
We present a GPU-based digital annealer (DA) implementation to efficiently solve large-scale combinatorial optimization problems mapped onto Ising spin models. Our implementation employs Metropolis-Hastings dynamics with simulated annealing on NVIDIA A-100 GPUs, achieving up to 40-fold speedup over sequential CPU implementations for 32,000 -spin problems and scaling to 65,025 spins. Comprehensive benchmarking on the standard maxcut “Gset” dataset reveals that our DA consistently outperforms the commercial Gurobi optimiser across most of density-topology classes, achieving superior solution quality (lower optimality gaps), computational efficiency (2.4×2.4 \times2.4× to 40.8×40.8 \times40.8× speedup), and high success rates (83.3%83.3 \%83.3% average, with perfect performance on sparse Erdős-Rényi and moderatedensity skewed graphs). For cryptographic bent function discovery, our DA successfully identifies solutions up to 12 variables within minutes, significantly outperforming D-Wave’s quantum annealer, which fails to report results beyond 4 variables due to hardware connectivity constraints.
This paper presents a digital annealing engine capable of high-speed solving the Binary Quadratic Programming Problem (BQP) with equality and inequality constraints. While many Quadratic Unconstrained Binary Optimization (QUBO) solvers have been developed for combinatorial optimization problems, they are specialized for “unconstrained” BQP and struggle to solve “constrained” BQP at high speed. To address this issue, we developed a digital annealing engine on GPUs that leverages constraints to narrow the search space and directly evaluates inequality violations during Markov Chain Monte Carlo based searches. We evaluated the performance of the Digital Annealer (DA) system with the developed engine on benchmark problems with one-hot (a type of equality constraint) and inequality constraints. The results showed that the developed DA system achieved superior solving performance compared to the previous generation of DA. It also showed comparable performance to state-of-the-art dedicated solvers. Our results suggest that this digital annealing engine is a promising solution for high-speed solving constrained BQP.
The Fujitsu Digital Annealer is designed to solve fully connected quadratic unconstrained binary optimization (QUBO) problems. It is implemented on application-specific CMOS hardware and currently solves problems of up to 1024 variables. The Digital Annealer's algorithm is currently based on simulated annealing; however, it differs from it in its utilization of an efficient parallel-trial scheme and a dynamic escape mechanism. In addition, the Digital Annealer exploits the massive parallelization that custom application-specific CMOS hardware allows. We compare the performance of the Digital Annealer to simulated annealing and parallel tempering with isoenergetic cluster moves on two-dimensional and fully connected spin-glass problems with bimodal and Gaussian couplings. These represent the respective limits of sparse versus dense problems, as well as high-degeneracy versus low-degeneracy problems. Our results show that the Digital Annealer currently exhibits a time-to-solution speedup of roughly two orders of magnitude for fully connected spin-glass problems with bimodal or Gaussian couplings, over the single-core implementations of simulated annealing and parallel tempering Monte Carlo used in this study. The Digital Annealer does not appear to exhibit a speedup for sparse two-dimensional spin-glass problems, which we explain on theoretical grounds. We also benchmarked an early implementation of the Parallel Tempering Digital Annealer. Our results suggest an improved scaling over the other algorithms for fully connected problems of average difficulty with bimodal disorder. The next generation of the Digital Annealer is expected to be able to solve fully connected problems up to 8192 variables in size. This would enable the study of fundamental physics problems and industrial applications that were previously inaccessible using standard computing hardware or special-purpose quantum annealing machines.
Combinatorial optimization problems are ubiquitous in various disciplines and applications. Many heuristic algorithms have been devoted to solve these types of problems. In order to increase the efficiency for finding the optimal solutions, an application-specific hardware, called digital annealer (DA) has been developed for solving combinatorial optimization problems using quadratic unconstrained binary optimization (QUBO) formulations. In this study, we formulated the number partitioning problem and the graph partitioning problem into QUBO forms and solved such problems with the DA developed by Fujitsu Ltd. The QUBO formulation of the number partitioning problem is fully connected. The DA found the overall runtime for the optimal solution to be less than 30 seconds for 6500 binary variables. For the graph partitioning problem, we adopted modularity as the metric for determining the quality of the partitions. For Zachary's Karate Club graph, the modularity obtained was 0.445, a 6% increase against D-wave Quantum Annealer and Simulated Annealing. Moreover, to explore the DA's potential applications to real-world problems, we used the search for communities or virtual microgrids in a power distribution network as an example. The problem was formulated into graph partitioning. It is shown that the DA effectively identified community structures in the IEEE 33-bus and IEEE 118-bus network.
This research is concerned with an annealing processor for efficiently solving a combinatorial optimization problem.\nIn order to realize a smart society, optimization of people and thingssuch as transportation networks, power networks, human resource allocationand routes is indispensable. Many of these problems are called combinatorial optimization problems and are known as very important problems in modern society. However, it is known that the combinatorial optimization problem is NP-hard and it is difficult to efficiently solve it with a conventional Neumann computer.\nIn recent years, the miniaturization of the process of manufacturing computer chips is approaching the physical limit. Therefore, especially in the solution by the full search, the improvement in speed due to the calculation speed of the computer cannot be expected. From such a background, dedicated hardware capable of solving a combination optimization problem at high speed and with low power consumption has been attracting attention.\nThe annealing processor is a general-purpose combination optimization solver that utilizes the property that the ground state of the optimization problem expressed by using the Ising model and the optimal solution of the combination optimization problem match. The Ising model is a ferromagnetic model in statistical physics expressed by spins having an upward and downward state, spin-spin interactions occurring between the spins, and an external magnetic field acting on each spin. The Ising model can express a combinatorial optimization problem by expressing a control target and a cost using these parameters. The annealing processor updates the spin state while slowly lowering the temperature parameters based on simulated annealing,which is an optimization method learned from natural phenomena generally called annealing. Eventually, the spin will reach the ground state with a high probability and obtain the optimal solution.\nAnnealing processors are classified into two types, the nearest neighbor type and the fully connected type, depending on the shape of the Ising model simulated on the hardware. In the nearest neighbor type, the coupling between spins is limited to only between adjacent spins, and in the full coupling type, coupling exists between arbitrary spins. The nearest neighbor type realizes high parallel processing by reducing the data spin required by simulated annealing by reducing the proximity spin. In addition, since data transfer is limited to adjacent spins, the scalability is high. However, since the spin-to-spin interaction is sparse, there is a problem that the class of combinatorial optimization problems that can be dealt with is limited, or that the problem requires deformation processing to match the Ising model of hardware. The fully connected type can solve any class of problems as long as the number of spins permits, however it requires connections between arbitrary spins.Therefore, scalability is low. Because there there is a dependency on all spins,the number of spins that can be updated at one time is always limited to only one regardless of the total number of spins. Therefore, it takes time to converge to the ground state.\nIn this research, we propose a method of increasing the number of spins for this annealing processor by using (1) a spatially-expanded time-division processing mechanism architecture based on a loosely-coupled type, (2) An algorithm for applying a fully coupled Ising network to a more complex Ising network using the nearest neighbor Ising network and an annealing method that can be updated in parallel, (3)We conducted a study on the architecture of a fully coupled annealing processor for parallel updating annealing.\nAs described above, the research described in this paper contributes to the improvement of the efficiency of the annealing processor for solving the large-scale combinatorial optimization problem from both the fundamental algorithm and the hardware architecture. I hope that this research will solve the combinatorial optimization problem that is expected to increase in demand in the future and contribute to the development of human society.
Digital Annealing (DA) is an enhancement of the simulated annealing (SA) algorithm, achieved through a paralleltrial update scheme that boosts the flip acceptance rate, and a dynamic escape mechanism that helps overcome narrow energy barriers. In each parallel-trial iteration of the DA algorithm, every variable of the problem is independently proposed ("tried") for a flip. If any such candidate flips are accepted, a single candidate flip is then selected at random and applied. The primary contribution of this work is an improvement of the DA algorithm through parallel-flip dynamics, in which multiple candidate variable flips are applied within a single parallel-trial iteration. By utilizing computations of a parallel-trial scheme more efficiently, the enhanced algorithm exhibits faster convergence and a more favorable scaling exponent with respect to the number of parallel-trial iterations. This is demonstrated by benchmarking uniform random-SAT problems, where the algorithm outperforms other local search methods. To further motivate these results, we show that the proposed algorithm is well-suited for an efficient implementation on recently developed in-memory-computing parallel-gradient hardware, highlighting its potential for next-generation optimization solver accelerators.