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IEEE Asia Pacific Conference on Circuits and Systems (APCCAS)

GPU-based Ising Machine for Solving Combinatorial Optimization Problems with Enhanced Parallel Tempering Techniques

Kuei-Po Huang, Chin-Fu Nien, Yun-Ting Zhang, Cheng-Kuang Lee, Yu-Cheng Wang

Published Nov 7, 2024• 3 citations
Publisher

Abstract

Ising machines (IMs) are hardware solvers designed to tackle computationally complex combinatorial optimization problems (COPs), harnessing physical processes such as quantum annealing to simulate the Ising model, enabling these specially designed solvers to tackle a wide range of computationally complex NP-hard problems in real-world applications, such as portfolio optimization and logistics planning. While prior works propose to fabricate dedicated integrated circuits for building IMs, we leverage off-the-shelf Graphics Processing Unit (GPU) chips for implementing Ising algorithms for quick development. In this work, we explore parallel tempering (PT), an Ising algorithm, which shows promise owing to its capability for parallel processing of multiple independent searches for the optimal solution, each with a different amount of randomness that allows escaping local minima. We propose several optimization strategies, including addressing the dependency problem in PT to enhance algorithm parallelism and integrating genetic algorithm (GA)-like operations to increase the diversity of the search process for effective solution discovery. Empirical evaluations demonstrate that our proposed Parallel Quantum-inspired Search (PQS) solver achieves a $2.66 \times$ speedup over the state-of-the-art GPU-based solution without sacrificing solution quality.

DOI
10.1109/apccas62602.2024.10808341

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Ising machines (IMs) are hardware solvers designed to tackle computationally complex combinatorial optimization problems (COPs), harnessing physical processes such as quantum annealing to simulate the Ising model, enabling these specially designed solvers to tackle a wide range of computationally complex NP-hard problems in real-world applications, such as portfolio optimization and logistics planning. While prior works propose to fabricate dedicated integrated circuits for building IMs, we leverage off-the-shelf Graphics Processing Unit (GPU) chips for implementing Ising algorithms for quick development. In this work, we explore parallel tempering (PT), an Ising algorithm, which shows promise owing to its capability for parallel processing of multiple independent searches for the optimal solution, each with a different amount of randomness that allows escaping local minima. We propose several optimization strategies, including addressing the dependency problem in PT to enhance algorithm parallelism and integrating genetic algorithm (GA)-like operations to increase the diversity of the search process for effective solution discovery. Empirical evaluations demonstrate that our proposed Parallel Quantum-inspired Search (PQS) solver achieves a 2.66×2.66 \times2.66× speedup over the state-of-the-art GPU-based solution without sacrificing solution quality.
Optimization problems, which involve finding the best solution from a set of possible solutions, are ubiquitous in various fields, from finance to engineering. Traditional algorithms sometimes struggle with these problems, especially when the solution space is vast, or the landscape is filled with numerous local minima. Quantum-inspired computing, which emulates quantum mechanical principles on classical hardware, emerges as a promising paradigm to address these challenges. This paper delves into two notable approaches: coherent Ising machines (CIM) and graphics processing unit (GPU)-accelerated simulated annealing. In essence, both methods offer innovative strategies to navigate the solution landscape, potentially bypassing the pitfalls of local optima and ensuring more efficient convergence to solutions. By harnessing the strengths of these quantum-inspired techniques, we can pave the way for enhanced computational capabilities in tackling complex optimization problems, even without a fault-tolerant quantum computer.
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.
Oscillator-based Ising machines (OIMs) and oscillator-based Potts machines (OPMs) have emerged as promising hardware accelerators for solving NP-hard combinatorial optimization problems by leveraging the phase dynamics of coupled oscillators. In this work, a GPU-accelerated simulated OIM/OPM digital computation framework capable of solving combinatorial optimization problems is presented. The proposed implementation harnesses the parallel processing capabilities of GPUs to simulate large-scale OIM/OPMs, leveraging the advantages of digital computing to offer high precision, programmability, and scalability. The performance of the proposed GPU framework is evaluated on the max-cut problems from the GSET benchmark dataset and graph coloring problems from the SATLIB benchmarks dataset, demonstrating competitive speed and accuracy in tackling large-scale problems. The results from simulations, reaching up to 11295x speed-up over CPUs with up to 99% accuracy, establish this framework as a scalable, massively parallelized, and high-fidelity digital realization of OIM/OPMs.
Domain-specific hardware to solve computationally hard optimization problems has generated tremendous excitement. Here, we evaluate probabilistic bit (p-bit) based Ising Machines (IM) on the 3-Regular 3-Exclusive OR Satisfiability (3R3X), as a representative hard optimization problem. We first introduce a multiplexed architecture that emulates all-to-all network functionality while maintaining highly parallelized chromatic Gibbs sampling. We implement this architecture in a single Field-Programmable Gate Array (FPGA) and show that running the adaptive parallel tempering algorithm demonstrates competitive algorithmic and prefactor advantages over alternative IMs by D-Wave, Toshiba, and Fujitsu. We also implement higher-order interactions that lead to better prefactors without changing algorithmic scaling for the XORSAT problem. Even though FPGA implementations of p-bits are still not quite as fast as the best possible greedy algorithms accelerated on Graphics Processing Units (GPU), scaled magnetic versions of p-bit IMs could lead to orders of magnitude improvements over the state of the art for generic optimization.
Ising machines have emerged as a potential technique for hardware acceleration in solving combinatorial optimization problems. However, an effective and hardware-implementation-friendly algorithm is still required to further enhance the fully-connected Ising machine's performance. Parallel momentum-tempering (PMT) algorithm is proposed in this paper, incorporating the full parallel updating capability of momentum annealing (MA) with the global exploration in the solution space provided by parallel tempering (PT). PMT exhibits an excellent performance, and a PMT with 8 replicas surpasses MA on the WK2000 max-cut benchmark, achieving a considerable 80%(1k/6k) reduction in required iteration steps while obtaining a mean cut value of 33,160. Besides, PMT is well-matched for hardware implementation versus MA, benefiting from invariant parameters in each replica.
ABSTRACT Many real‐world applications can be categorized as combinatorial optimization problems (COPs), yet their inherent NP‐hardness and exponential computational complexity pose significant barriers to efficient solutions. Designed specifically for solving COPs, the Ising machine (IM) demonstrates superior performance over traditional Von Neumann‐based computing architectures. Among different IM implementations, optical IMs (OIMs) are especially promising due to their inherent high‐speed and energy efficiency properties. Nevertheless, current OIMs are constrained by serial processing architectures, posing significant challenges for solving large‐scale COPs. To address this challenge, we propose and experimentally demonstrate a multiplexed parallel OIM architecture spanning the optical and electrical domains. The system solved a square lattice MAX‐CUT instance with over 100,000 spins and achieved a fourfold speedup with four‐channel parallelism. In addition, channel‐wise calibration mitigated device mismatch and aligned the nonlinear responses across channels, enabling the four‐channel system to maintain solution quality comparable to the single‐channel system across small benchmark problems of varying difficulty. We also explored a method combining hierarchical clustering and noise injection, which identified the known optimal route within the clustering‐constrained search space of the 14‐city TSP. These results demonstrate the potential of the proposed architecture for larger and more complex optimization problems.