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Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences

On the QUBO formulation of the Hamiltonian cycle problem

Amélia Durbec, Amina El Yaagoubi, Samuel Deleplanque

Published Dec 11, 2025• 0 citations
Publisher

Abstract

Combinatorial problems pose significant challenges, especially for large-scale instances. A promising approach to addressing these challenges involves quadratic unconstrained binary optimization (QUBO) models, a key framework in quantum computing. QUBO formulations require tailored approaches owing to their unique characteristics and the hardware constraints of quantum systems. This paper focuses on the QUBO formulations of the Hamiltonian cycle problem (HCP). We analyse three QUBO formulations for the HCP, including two inspired by Lagrangian relaxation techniques, where penalties may result in negative costs for certain solutions but are balanced within the model. A preprocessing methodology is also introduced. To evaluate these models, we employ D-Wave quantum annealers, which feature a fixed qubit topology and impose strict resource constraints. The mapping of QUBOs on to this architecture highlights the importance of efficient model design. Through experimental studies, we analyse the performance of the proposed QUBOs with and without preprocessing. This article is part of the theme issue 'Quantum theory and topology in models of decision making (Part 2)'.

DOI
10.1098/rsta.2024.0559

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Combinatorial problems pose significant challenges, especially for large-scale instances. A promising approach to addressing these challenges involves quadratic unconstrained binary optimization (QUBO) models, a key framework in quantum computing. QUBO formulations require tailored approaches owing to their unique characteristics and the hardware constraints of quantum systems. This paper focuses on the QUBO formulations of the Hamiltonian cycle problem (HCP). We analyse three QUBO formulations for the HCP, including two inspired by Lagrangian relaxation techniques, where penalties may result in negative costs for certain solutions but are balanced within the model. A preprocessing methodology is also introduced. To evaluate these models, we employ D-Wave quantum annealers, which feature a fixed qubit topology and impose strict resource constraints. The mapping of QUBOs on to this architecture highlights the importance of efficient model design. Through experimental studies, we analyse the performance of the proposed QUBOs with and without preprocessing. This article is part of the theme issue 'Quantum theory and topology in models of decision making (Part 2)'.
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 optimization shows significant potential in tackling complex combinatorial challenges, prompting our research exploration into the domain of quantum computing to address the Bin Packing Problem (BPP) through Quadratic Unconstrained Binary Optimization (QUBO) formulations. This work-in-progress paper outlines our proposal for a thorough study that encompasses classical bin packing formulations, initiating with the Mixed Integer Linear Program, followed by a comparative analysis of the corresponding QUBO representations, and adopting a structured approach of Quantum Annealing on the D-Wave machine. While our work is still in progress, continuous comparative analyses are being conducted to evaluate various QUBO formulations, derived from diverse classical bin packing models, aiming to identify the most efficient QUBO for addressing the BPP. On another front, efforts are dedicated to refining the solution process further, with a focus on enhancing the precision of the selected QUBO formulation.
This paper investigates several Quadratic Unconstrained Binary optimisation (QUBO) formulations for the parallel machine scheduling problem P m | | C max with the goal of assessing their suitability for quantum annealing and related heuristic optimisation methods. Three QUBO models are constructed, ranging from formulations derived from classical integer and one-hot encodings to a more compact load-balancing based representation. Extensive computational experiments using Simulated Annealing (SA) and Quantum Annealing (QA) reveal substantial differences in scalability and solution quality among the formulations. The alternative load-balanced model consistently yields near-optimal makespans, typically within 1%–3% of the theoretical lower bound, highlighting its stability and effectiveness compared to the more penalty sensitive formulations, whose performance deteriorates for larger instances. Sensitivity analyses further reveal that the appropriate selection of penalty weights and problem-specific parameter tuning significantly influences both solution accuracy and computational effort in QUBO formulations. While current quantum hardware limitations restrict experimentation to small problem sizes, the findings illustrate how compact QUBO designs can better exploit quantum optimisation frameworks. The insights gained in this study provide practical modelling guidelines for future quantum scheduling research and lay the groundwork for extending QUBO-based approaches to more complex scheduling environments. • Three QUBO formulations are compared for identical parallel machine scheduling. • A compact load-balancing QUBO avoids auxiliary variables. • Load balancing yields makespans on average within 1–3%. • Both simulated and quantum annealing produce near-optimal schedules. • Penalty selection and encoding strongly affect scalability and solution quality.
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.
The problem of finding the maximum weighted cycle in a directed graph maps to optimization problems in NP, implying that approaches in classical computing are inefficient. Here, Quantum computing might be a promising alternative. Many current approaches on the quantum computer are based on a Quadratic Unconstrained Binary Optimization (QUBO) problem formulation. This paper develops four different QUBO approaches to this problem. The first two take the starting vertex and the number of vertices used in the cycle as given, while the latter two loosen the second assumption of knowing the size of the cycle. A QUBO formulation is derived for each approach. Further, the number of binary variables required to encode the maximum weighted cycle problem with one or both assumptions for the respective approach is made explicit. The problem is motivated by finding the maximum weighted debt cycle in a debt graph. This paper compares classical computing versus currently avaiable (hybrid) quantum computing approaches for various debt graphs. For the classical part, it investigated the Depth-First-Search (DFS) method and Simulated Annealing. For the (hybrid) quantum approaches, we utilized direct embedding on the quantum annealer and two types of quantum hybrid solvers. Simulated Annealing and the usage of the hybrid CQM (Constrained Quadratic Model) machine functioned promising. The DFS method, direct QPU, and hybrid BQM (Binary Quadratic Model), on the other hand, performed less, due to memory issues, surpassing the limit of decision variables, and finding the right penalty values, respectively.
Recent advances in quantum computing and the increasing availability of quantum hardware have substantially enhanced the practical relevance of quantum approaches to discrete optimization. Among these, the Quadratic Unconstrained Binary Optimization (QUBO) formulation provides a unifying modeling framework for a broad class of NP\mathbf{NP}NP-hard problems and is naturally suited to quantum computing and quantum-inspired algorithms. Location science, network design, and logistics represent core application domains of discrete optimization, combining high practical impact with substantial computational challenges. In this work, we develop QUBO formulations for several fundamental problems in these domains, including a nonlinear integer formulation of the Discrete Ordered Median Problem (DOMP). Beyond their modeling relevance, these QUBO formulations serve as representative benchmark problems for assessing quantum algorithms and quantum hardware. We further derive a tight bound for the penalty parameter ensuring equivalence between the QUBO formulation and its underlying integer program. Finally, we conduct a comprehensive computational study using QAOA, WS-QAOA, and classical heuristics for QUBO instances of the ppp-Median Problem and the Fixed-Charge Facility Location Problem (FCFLP), and introduce two effective warm-start strategies for WS-QAOA based on its linear programming relaxation.