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Science Advances

High-performance combinatorial optimization based on classical mechanics

Hayato Goto, Kotaro Endo, Masaru Suzuki, Yoshisato Sakai, Taro Kanao, Yohei Hamakawa, Ryo Hidaka, Masaya Yamasaki, Kosuke Tatsumura

Published Feb 3, 2021• 231 citations
Publisher

Abstract

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.

DOI
10.1126/sciadv.abe7953

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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.
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.
Combinatorial optimization problems are economically valuable but computationally hard to solve. Many practical combinatorial optimizations can be converted to the ground-state search problems of Ising spin models. Simulated bifurcation (SB) is a quantum-inspired algorithm to solve these Ising problems. One of the remarkable features of SB is the high-degree parallelism, providing an opportunity for quickly solving those problems by massively parallel processing. In this article, we review our recent works on the design and implementation of high-performance FPGA-based accelerators for SB and their applications toward innovative real-time systems that make optimal responses to ever-changing situations. An example of such an application is an ultrafast financial transaction machine that detects the most profitable cross-currency arbitrage opportunities at microsecond speeds. Also, we show a scale-out architecture for SB-based Ising machines with all-to-all spin-spin couplings that allows continued scaling of both machine size and computational throughput by connecting multiple chips, rather than scaling up a single chip.
Nonlinear dynamical systems with continuous variables can be used for solving combinatorial optimization problems with discrete variables. Numerical simulations of them are also useful as heuristic algorithms with a desirable property, namely, parallelizability, which allows us to execute them in a massively parallel manner, leading to ultrafast performance. However, the dynamical-system approaches with continuous variables are usually less accurate than conventional approaches with discrete variables such as simulated annealing. To improve the solution accuracy of a quantum-inspired algorithm called simulated bifurcation (SB), which was found from classical simulation of a quantum nonlinear oscillator network exhibiting quantum bifurcation, here we generalize it by introducing nonlinear control of individual bifurcation parameters and show that the generalized SB (GSB) can achieve surprisingly high performance, namely, almost 100% success probabilities for some large-scale problems. As a result, the time to solution for a 2000-variable problem is shortened to 10 ms by a GSB-based machine, which is 2 orders of magnitude shorter than the best known value, 1.3 s, previously obtained by an SB-based machine. To examine the reason for the ultrahigh performance, we investigated chaos in the GSB changing the nonlinear-control strength and found that the dramatic increase of success probabilities happens near the edge of chaos. That is, the GSB can find a solution with high probability by harnessing the edge of chaos. This finding suggests that dynamical-system approaches to combinatorial optimization will be enhanced by harnessing the edge of chaos, opening a broad possibility for physics-inspired approaches to combinatorial optimization.
Combinatorial optimization problems are economically valuable but computationally hard to solve. Many practical combinatorial optimizations can be converted to the ground-state search problems of Ising spin models. Simulated bifurcation (SB) is a quantum-inspired algorithm to solve these Ising problems. One of the remarkable features of SB is the high-degree parallelism, providing an opportunity for quickly solving those problems by massively parallel processing. In this article, we review our recent works on the design and implementation of high-performance FPGA-based accelerators for SB and their applications toward innovative real-time systems that make optimal responses to ever-changing situations. An example of such an application is an ultrafast financial transaction machine that detects the most profitable cross-currency arbitrage opportunities at microsecond speeds. Also, we show a scale-out architecture for SB-based Ising machines with all-to-all spin-spin couplings that allows continued scaling of both machine size and computational throughput by connecting multiple chips, rather than scaling up a single chip.
Combinatorial optimization problems are difficult to solve due to the space explosion in an exhaustive search. Using Ising model-based solvers can efficiently find near-optimal solutions by minimizing the energy of a nonlinear Hamiltonian system. In contrast to Ising machines based on quantum mechanics, classical Ising machines using conventional technologies, such as the complementary metal-oxide-semiconductor, offer efficient implementations with competitive performance. In this paper, we briefly review recently developed simulation algorithms of classical Ising machines. These algorithms are classified by considering various inherent mechanisms in the simulation of physical phenomena. Then, strategies to improve the simulation efficiency are discussed by generalizing their characteristics and behaviours. These simulation algorithms are key for improving the efficiency of classical Ising machines in solving combinatorial optimization problems.
Quantum computers leverage the principles of quantum mechanics to do computation with a potential advantage over classical computers. Though a single classical computer transforms one particular binary input into an output after applying one operator to the input, a quantum computer can apply the operator to a superposition of binary strings to provide a superposition of binary outputs, performing computations apparently in parallel. This feature allows quantum computers to speed up the computation compared to classical algorithms. Unsurprisingly, quantum algorithms have been proposed to solve optimization problems in quantum computers. Furthermore, a family of quantum machines called quantum annealers is specially designed to solve optimization problems. This article provides an introduction to quantum optimization from a practical point of view. It introduces the reader to the use of quantum annealers and quantum gate–based machines to solve optimization problems.