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IEICE Transactions on Information and Systems

A Flip-Count-Based Dynamic Temperature Control Method for Constrained Combinatorial Optimization by Parallel Annealing Algorithms

Genta INOUE, Daiki Okonogi, Satoru Jimbo, Thiem Van Chu, Masato Motomura, Kazushi Kawamura

Published Jul 10, 2024• 0 citations
Publisher

Abstract

Annealing machines use an Ising model to represent combinatorial optimization problems (COPs) and minimize the energy of the model with spin-flip sequences. Pseudo temperature is a key hyperparameter to control the search performance of annealing machines. In general, the temperature is statically scheduled such that it is gradually decreased from a sufficiently high to a sufficiently low values. However, the search process during high and low temperatures in solving constrained COPs does not improve the solution quality as expected, which requires repeated preliminary annealing for pre-tuning. This paper proposes a flip-count-based dynamic temperature control (FDTC) method to make the preliminary annealing unnecessary. FDTC checks whether the current temperature is effective by evaluating the average number of flipped spins in a series of steps. The simulation results for traveling salesman problems and quadratic assignment problems demonstrate that FDTC can obtain comparable or higher solution quality than the static temperature scheduling pre-tuned for every COP.

DOI
10.1587/transinf.2024pap0007

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Annealing machines use an Ising model to represent combinatorial optimization problems (COPs) and minimize the energy of the model with spin-flip sequences. Pseudo temperature is a key hyperparameter to control the search performance of annealing machines. In general, the temperature is statically scheduled such that it is gradually decreased from a sufficiently high to a sufficiently low values. However, the search process during high and low temperatures in solving constrained COPs does not improve the solution quality as expected, which requires repeated preliminary annealing for pre-tuning. This paper proposes a flip-count-based dynamic temperature control (FDTC) method to make the preliminary annealing unnecessary. FDTC checks whether the current temperature is effective by evaluating the average number of flipped spins in a series of steps. The simulation results for traveling salesman problems and quadratic assignment problems demonstrate that FDTC can obtain comparable or higher solution quality than the static temperature scheduling pre-tuned for every COP.
Annealing-based Ising machines have shown promising results in solving combinatorial optimization problems. As a typical class of these problems, however, traveling salesman problems (TSPs) are very challenging to solve due to the constraints imposed on the solution. This article proposes a parallel annealing algorithm for a fully connected Ising machine that significantly improves the accuracy and performance in solving constrained combinatorial optimization problems such as the TSP. Unlike previous parallel annealing algorithms, this improved parallel annealing (IPA) algorithm efficiently solves TSPs using an exponential temperature function with a dynamic offset. Compared with digital annealing (DA) and momentum annealing (MA), the IPA reduces the run time by 44.4 times and 19.9 times for a 14-city TSP, respectively. Large scale TSPs can be more efficiently solved by taking a k-medoids clustering approach that decreases the average travel distance of a 22-city TSP by 51.8% compared with DA and by 42.0% compared with MA. This approach groups neighboring cities into clusters to form a reduced TSP, which is then solved in a hierarchical manner by using the IPA algorithm.
Annealing processors (APs), which can efficiently solve combinatorial optimization problems (COPs), have attracted attention. APs that have fully-coupled spin coupling are the focus of active research due to their ability to handle a wide range of COPs. However, since a single spin is updated by referring to the states of all other spins, sequential spin updates are necessary. This makes it difficult to achieve both faster computation time and stable solution quality. We propose transition-based multi-state pseudo annealing (TMSPA), which is an annealing method that enables discrete spin states between ±1 and maps the conventional two spin states to different transition directions. By using TMSPA, we solved the Max-cut problem and the traveling salesman problem (TSP). We found that TMSPA enables all-parallel annealing for both COPs. In terms of solution quality, TMSPA performed comparably to or better than simulated annealing and pseudo annealing. For the TSP, TMSPA reached better minimum values with less than one-third the number of Monte Carlo steps than previous all-parallel annealing methods. We also propose an all-parallelized annealing processing system using TMSPA. By using the proposed system with 1024- and 2048-spin configurations, we achieved better solution quality and 6.25 times faster computation time while operating at half the frequency and limiting the increase in circuit-resource utilization to 1.03–5.70 times compared with a previous parallelized AP. This result indicates that reducing circuit complexity using TMSPA is highly effective in the implementation of parallelized APs.
Annealing processors that can quickly solve combinatorial optimization problems (COPs) are attracting attention. They solve COPs by converting them into spin-spin interactions and external fields of the Ising model. Annealing processors that use fully-coupled spin coupling can solve a wide range of COPs. However, it is difficult to execute parallel annealing in fully-coupled spin coupling because one spin is updated by referring to all the other spins. In this paper, we proposed multi-state pseudo annealing (MSPA), which is an annealing method for changing the spin value from a conventional binary to a multi state that takes into account intermediate states. In a software validation, we solved the Maxcut problem and the traveling salesman problem and confirmed that the proposed method improves the solution quality in parallel annealing compared with simulated annealing and pseudo annealing. In addition, we implemented MSPA on a field-programmable gate array as a 1024 -spin 16 -parallel system using a scalable structure. With the proposed system, we solved the Max-cut problem and confirmed that it achieves a 9.40 times faster solving speed and yields a 1% larger Max-cut value compared with the conventional parallelized annealing processors.
Ising machines are domain-specific computers that solve combinatorial optimization problems (COPs). They utilize an Ising model to represent a COP and search for the optimal spin configuration of the Ising model to solve the COP. Most Ising machines are based on simulated annealing (SA) and update the spin configuration according to single-spin-flip Markov Chain Monte Carlo methods. However, supporting a multi-spin flip is important to enhance the search performance of SA-based Ising machines when constrained COPs are solved. In this paper, we extend the merge method, which was introduced to provide a multi-spin-flip capability for SA-based Ising machines, and formulate it as a series of matrix multiplications that can be executed on a graphics processing unit (GPU) efficiently. We then construct a GPU-based Ising machine that implements the GPU-oriented merge method together with an extended SA algorithm. We finally demonstrate its superiority over the state-of-the-art GPU-based Ising machine for quadratic knapsack problems.
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.
The Ising annealing processor has emerged as a promising approach to accelerate the discovery of the optimal solutions for a wide range of combinatorial optimization problems (COPs), by mapping various COPs into a unified Ising model. However, fixed computational strategies and inflexible architectures make previous designs suffer from a low hardware resource utilization rate when the numbers of the total required and real-time flipped spins vary across different COPs and iteration steps. In this paper, a novel spin scale-aware self-adaptive Ising annealing processing architecture (AIAPA) is proposed to address this problem, with an adaptive computational strategy, a custom instruction set, multi-traffic mode routers, and a fully-pipelined computing array. It can dynamically adapt to the varying scenarios during the Ising annealing process to maximize the performance of limited hardware resources. Its prototype, supporting 65k fully-connected spins, is implemented on an FPGA platform, operates at a clock frequency of 188 MHz. The AIAPA achieves up to a 24.22 times faster annealing speed compared to the state-of-the-art FPGA design on the max-cut optimization problem while maintaining a high convergence accuracy.