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International Conference on High Performance Computing in Asia-Pacific Region (HPC Asia)

QUBO formulation using inequalities for problems with complex constraints

Tomoko Komiyama, Tomohiro Suzuki

Published Jan 18, 2024• 5 citations
Publisher

Abstract

Quantum annealing is an optimization technique that uses quantum fluctuation effects to search for solutions and is being applied as a metaheuristic method. Quantum annealing solves a problem expressed as quadratic unconstrained binary optimization (QUBO). Many practical problems have complex constraints, and formulating them can lead to third-order or higher expressions. In such cases, higher-order expressions have been converted to QUBO by order reduction. Various order reduction methods have been used, but they have issues, such as the need to add more auxiliary variables and difficulty in obtaining optimal solutions. This paper discusses a method for formulating problems with complex constraints using inequalities. In this approach, each constraint is defined as a linear function and added together to form an inequality. The inequality is then transformed to QUBO by introducing a slack variable. The application to the quantum minimum fill-in algorithm, a fill-in reduction ordering algorithm for sparse matrices, and the maximum satisfiability problem are also presented. The results of solving these problems with a quantum-inspired annealing machine show that higher-quality solutions are obtained with fewer variables than when using higher-order expressions with order reduction.

DOI
10.1145/3635035.3635042

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Quantum annealing is an optimization technique that uses quantum fluctuation effects to search for solutions and is being applied as a metaheuristic method. Quantum annealing solves a problem expressed as quadratic unconstrained binary optimization (QUBO). Many practical problems have complex constraints, and formulating them can lead to third-order or higher expressions. In such cases, higher-order expressions have been converted to QUBO by order reduction. Various order reduction methods have been used, but they have issues, such as the need to add more auxiliary variables and difficulty in obtaining optimal solutions. This paper discusses a method for formulating problems with complex constraints using inequalities. In this approach, each constraint is defined as a linear function and added together to form an inequality. The inequality is then transformed to QUBO by introducing a slack variable. The application to the quantum minimum fill-in algorithm, a fill-in reduction ordering algorithm for sparse matrices, and the maximum satisfiability problem are also presented. The results of solving these problems with a quantum-inspired annealing machine show that higher-quality solutions are obtained with fewer variables than when using higher-order expressions with order reduction.
This study proposes a novel method for simplifying inequality constraints in Higher-Order Binary Optimization (HOBO) formulations. The proposed method addresses challenges associated with Quadratic Unconstrained Binary Optimization (QUBO) formulations, specifically the increased computational complexity and reduced solution accuracy caused by the introduction of slack variables and the resulting growth in auxiliary qubits. By efficiently integrating constraints, the method enhances the computational efficiency and accuracy of both quantum and classical solvers. The effectiveness of the proposed approach is demonstrated through numerical experiments applied to combinatorial optimization problems. The results indicate that this method expands the applicability of quantum algorithms to high-dimensional problems and improves the practicality of classical optimization solvers for optimization problems involving inequality constraints.
Abstract Quantum computers have strict requirements for the problems that they can efficiently solve. One of the principal limiting factor for the performances of noisy intermediate-scale quantum (NISQ) devices is the number of qubits required by the running algorithm. Several combinatorial optimization problems can be solved with NISQ devices once that a corresponding quadratic unconstrained binary optimization (QUBO) form is derived. Numerous techniques have been proposed to achieve such reformulations and, depending on the method chosen, the number of binary variables required, and therefore of qubits, can vary considerably. The aim of this work is to drastically reduce the variables needed for these QUBO reformulations in order to unlock the possibility to efficiently obtain optimal solutions for a class of optimization problems with NISQ devices. This goal is achieved by introducing novel tools that allow an efficient use of slack variables, even for problems with non-linear constraints, without the need to approximate the starting problem. We divide our new techniques in two independent parts, called the iterative quadratic polynomial and the master-satellite methods. Hence, we show how to apply our techniques in case of an NP-hard optimization problem inspired by a real-world financial scenario called Max-Profit Balance Settlement . We follow by submitting several instances of this problem to two D-wave quantum annealers, comparing the performances of our novel approach with the standard methods used in these scenarios. Moreover, this study allows to appreciate several performance differences between the D-wave Advantage and next-generation Advantage2 quantum annealers. We show that the adoption of our techniques in this context allows to obtain QUBO formulations with significantly fewer slack variables, i.e. around 90% less, and D-wave annealers provide considerably higher correct solution rates, which moreover do not decrease with the input size as fast as when adopting standard techniques.
Quantum annealing is a metaheuristic method aimed at finding the global minimum of a pseudo-Boolean quadratic function. To solve a problem by a quantum annealer, it must be restated as a QUBO (quadratic unconstrained binary optimization) problem, the standard format acceptable to an annealer. However, there are many natural problems that turn out be of cubic or higher order, yet promising solutions can be obtained for many instances using quantum annealers, after converting to the QUBO format, using order reduction criteria. Accordingly, quadratization becomes a crucial preprocessing step in order to make use of present-day quantum annealing hardware that relies on coupling technology, which can only process interactions of at most degree two. A critical challenge is that quadratization methods often require many additional variables, degrading the performance of the annealers. A number of algorithmic and heuristic quadratization techniques have been proposed and used for annealing in the literature, affecting the performance of the annealers differently. We examine a number of such quadratization techniques, focusing on their efficiency, compactness, and applicability. We analyze the approaches motivated by diverse goals and highlight the transition from foundational approaches to more recent compact approaches. An evaluation of the current usage of different quadratization methods in the literature is carried out at the end of the survey. Further, we comment on the limitations on usage and show possible opportunities to enhance the performance of annealers.
Quantum computing approaches, such as Quantum Annealing (QA) and the Quantum Approximate Optimization Algorithm (QAOA), have emerged as promising candidates for solving combinatorial optimization problems. Since these approaches typically work with Quadratic Unconstrained Binary Optimization (QUBO) problems, constraints, when present, are commonly encoded as penalty terms. Conventional approaches to incorporate inequality constraints into QUBO formulations additionally require the introduction of slack variables, increasing the required number of qubits. The Knapsack and Bin Packing problems are optimization problems with such inequality constraints. We show that the number of slack variables required to formulate the Knapsack problem as a QUBO problem can be reduced using certain properties specific to this problem. Moreover, we present two separate strategies for the Knapsack and Bin Packing problems that avoid using the costly slack variables altogether. Instead, both strategies solve several QUBO problems, with varying penalty constants, such that at least one of them is a good representation of the given optimization problem. Numerical simulations of QAOA, as well as experiments on a D-Wave quantum annealer, show that these slack-less approaches can improve performance compared to the conventional slack variable method (in terms of success probability), even when the latter is allowed to vary penalty constants too.
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 computers are designed to produce high-quality solutions to optimization problems that can be formulated as quadratic unconstrained binary optimization (QUBO) problems. While most of the well known NP-hard problems can easily be represented as quadratic binary problems, such formulations usually contain constraints that have to be added as penalties to the objective function in order to obtain QUBOs. In this paper, we propose a method based on finite automaton representation of the constraints for generating penalty implementations for them, which uses fewer qubits than the alternatives and is general enough to be applied to a whole class of constraints.