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International Transactions in Operational Research

Comparing QUBO models for quantum annealing: integer encodings for permutation problems

Philippe Codognet

Published Apr 30, 2024• 15 citations
Publisher

Abstract

Abstract QUBO (quadratic unconstrained binary optimization) has become the modeling language for quantum annealing and quantum‐inspired annealing solvers. We present different approaches in QUBO for the magic square problem and the quadratic assignment problem (QAP), which can be modeled by linear equations and a permutation constraint over integer variables. Different ways of encoding integers by Booleans in QUBO amount to models, the implementation of which could have very different performance. Experiments performed on the Fixstars Amplify Annealer Engine, a quantum‐inspired annealing solver, show that, compared to the classical one‐hot encoding, using unary encoding for integers performs slightly better for the QAP and much better for magic square.

DOI
10.1111/itor.13471

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Abstract QUBO (quadratic unconstrained binary optimization) has become the modeling language for quantum annealing and quantum‐inspired annealing solvers. We present different approaches in QUBO for the magic square problem and the quadratic assignment problem (QAP), which can be modeled by linear equations and a permutation constraint over integer variables. Different ways of encoding integers by Booleans in QUBO amount to models, the implementation of which could have very different performance. Experiments performed on the Fixstars Amplify Annealer Engine, a quantum‐inspired annealing solver, show that, compared to the classical one‐hot encoding, using unary encoding for integers performs slightly better for the QAP and much better for magic square.
We present experiments in solving constrained optimization and constraint satisfaction problems by means of Quantum Annealing in terms of QUBO (Quadratic Unconstrained Binary Optimization). We investigate different QUBO formulations for the encoding of integers into Booleans and for the encoding of the At-Most-One constraint, which is used in combinatorial problems requiring capacity constraints. We compare four different QUBO models and report experiments done on the D-Wave annealing computer and the "quantum-inspired" Fixstars Amplify Annealing Engine. For this, we consider a simple example taken from the domain of Constraint Satisfaction Problems (CSP), the N-queens problem, as its formulation involves multiple instances of the At-Most-One constraints.
The Quadratic Assignment Problem is a a classical constrained optimization problem used to model many real-life applications. We present experiments in solving the Quadratic Assignment Problem by means of Quantum Annealing and Quantum-inspired Annealing. We describe how to model this classical combinatorial problem in terms of QUBO (Quadratic Unconstrained Binary optimization) for implementing it on hardware solvers based on quantum or quantum-inspired annealing (D-Wave, Fujitsu Digital Annealing Unit and Fixstars Amplify Annealing Engine). We present performance result for these implementations and compare them with well established metaheuristic solvers on classical hardware, such as Robust Tabu Search and External Optimization.
QUBO is the input language of quantum computers based on quantum annealing such as the D-Wave systems and of the "quantum-inspired" dedicated hardware such as Fujitsu’s Digital Annealing Unit. We propose a new way to represent integer variables in QUBO together with constraints on those variables by using unary/domain-wall encoding in order to solve constrained optimization problem by quantum annealing. We detail in particular how to encode permutation constraints on integers within the unary/domain-wall encoding scheme, as these constraints are omnipresent in complex combinatorial problems. This new encoding in QUBO is interesting in the context of quantum annealing because it minimizes interactions between variables, and therefore connections needed between qubits in hardware. When compared to the usual one-hot encoding of integers in QUBO, we show than the new encoding scheme divides by nearly a factor 2 the number of connections between qubits for complex problems involving permutation constraints and makes it possible to cope with larger problem instances on current quantum and quantum-inspired hardware.
We present experiments in solving combinatorial optimization and constraint satisfaction problems by means of Quantum Annealing. We describe how to model classic constraint problems such as N-queens and Magic Square as well as hard combinatorial problems such as the Costas Array Problem or the Quadratic Assignment Problem in terms of QUBO (Quadratic Unconstrained Binary Optimization). QUBO is the input language of quantum computers based on quantum annealing such as the D-Wave systems and of the ”quantum-inspired” but classical devices such as Fujitsu’s Digital Annealing Unit or Hitachi’s CMOS Annealing Machine. We present preliminary results for solving these combinatorial optimization and constraint satisfaction problems by implementation on the D-Wave quantum computer.
Several optimization solvers inspired by quantum annealing have been recently developed, either running on actual quantum hardware or simulating it on traditional digital computers. Industry and academics look at their potential in solving hard combinatorial optimization problems. Formally, they provide heuristic solutions for Ising models, which are equivalent to quadratic unconstrained binary optimization (QUBO). Constraints on solutions feasibility need to be properly encoded. We experiment on different ways of performing such an encoding. As benchmark we consider the cardinality constrained quadratic knapsack problem (CQKP), a minimal extension of QUBO with one inequality and one equality constraint. We consider different strategies of constraints penalization and variables encoding. We compare three QUBO solvers: quantum annealing on quantum hardware (D-Wave Advantage), probabilistic algorithms on digital hardware and mathematical programming solvers. We analyze their QUBO resolution quality and time, and the persistence values extracted in the quantum annealing sampling process. Our results show that a linear penalization of CQKP inequality improves current best practice. Furthermore, using such a linear penalization, persistence values produced by quantum hardware in a generic way allow to match a specific CQKP metric from literature. They are therefore suitable for general purpose variable fixing in core algorithms for combinatorial optimization.
We consider the encoding in Quadratic Unconstrained Binary Optimization (QUBO) of binary comparison constraints, that is, constraints of the form x < y + c, x ≤ y + c, and x = y + c, where x and y are two integer variables and c is an integer constant. For the sake of simplicity, we will consider that x and y are bounded and belong to the same interval {1,..., n}. We will show that such constraints can be encoded without the need of any extra-variable, conversely to the general scheme for linear inequations, which requires between n - 1 and ⌈log2(n - 1)⌉ extra-variables, depending on the encoding chosen for integers. Limiting the number of extra-variables needed in QUBO formulations is important as each Boolean QUBO variable will be implemented as a (logical) qubit on a quantum device and the number of such qubits is limited in quantum annealing systems such as D-Wave machines.