Abstract
A quantum annealer heuristically minimizes quadratic unconstrained binary optimization (QUBO) problems, but is limited by the physical hardware in the size and density of the problems it can handle. We have developed a meta-heuristic solver that utilizes D-Wave Systems’ quantum annealer (or any other QUBO problem optimizer) to solve larger or denser problems, by iteratively solving subproblems, while keeping the rest of the variables fixed. We present our algorithm, several variants, and the results for the optimization of standard QUBO problem instances from OR-Library of sizes 500 and 2500 as well as the Palubeckis instances of sizes 3000–7000. For practical use of the solver, we show the dependence of the time to best solution on the desired gap to the best known solution. In addition, we study the dependence of the gap and the time to best solution on the size of the problems solved by the underlying optimizer. Our results were obtained by simulation, using a tabu 1-opt solver, due to the huge number of runs required and limited quantum annealer time availability.
Similar content being viewed by others
Notes
The problem that the machine actually solves is known as an Ising model in the physics community, and can easily be transformed into the form \(x^T Q x\), which is more common in the scientific computing community.
The chip is current as of April 2016.
A one-flip gain is the change in the objective function’s value given a flip of a single bit. We refer to the collection of all possible single flips and their corresponding change in the objection function’s value as the “one-flip gains”.
We chose 0.02 s based on 1000 anneals each taking 20 \({\upmu }\)s (which is the current minimum anneal time). This is the actual time for computation, and does not include extra time for programming the chip, thermalization, etc. Since future run times are not known, this number is only meant as a rough estimate, to give an idea of the actual time the computation could take.
The source code of the generator and the input files to create these problems can be found at http://www.proin.ktu.lt/~gintaras/ubqop_its.html. This page was last retrieved on July 21, 2015.
References
Boros, E., Prékopa, A.: Probabilistic bounds and algorithms for the maximum satisfiability problem. Ann. Oper. Res. 21(1–4), 109–126 (1989)
Boros, E., Hammer, P.L.: Pseudo-Boolean optimization. Discrete Appl. Math. 123(1–3) pp. 155–225 (2002). Workshop on Discrete Optimization, DO’99, Piscataway
Bourjolly, J.-M.: A quadratic 0-1 optimization algorithm for the maximum clique and stable set problems. Technical Report University of Michigan, Ann Arbor (1994)
Du, D.-Z., Pardalos, P.M.: Handbook of Combinatorial Optimization: Supplement, vol. 1. Springer, New York (1999)
Pardalos, P.M., Rodgers, G.P.: Computational aspects of a branch and bound algorithm for quadratic zero-one programming. Computing 45(2), 131–144 (1990)
Pardalos, P.M., Rodgers, G.P.: A branch and bound algorithm for the maximum clique problem. Comput. Oper. Res. 19(5), 363–375 (1992)
Pardalos, P.M., Xue, J.: The maximum clique problem. J. Global Optim. 4(3), 301–328 (1994)
Kochenberger, G.A., Glover, F., Alidaee, B., Rego, C.: A unified modeling and solution framework for combinatorial optimization problems. OR Spect. 26(2), 237–250 (2004)
Barahona, F., Grötschel, M., Jünger, M., Reinelt, G.: An application of combinatorial optimization to statistical physics and circuit layout design. Oper. Res. 36(3), 493–513 (1988)
De Simone, C., Diehl, M., Jünger, M., Mutzel, P., Reinelt, G., Rinaldi, G.: Exact ground states of ising spin glasses: New experimental results with a branch-and-cut algorithm. J. Stat. Phys. 80(1–2), 487–496 (1995)
Alidaee, B., Kochenberger, G.A., Ahmadian, A.: 0–1 quadratic programming approach for optimum solutions of two scheduling problems. Int. J. Syst. Sci. 25(2), 401–408 (1994)
Bomze, I.M., Budinich, M., Pardalos, P.M., Pelillo, M.: The maximum clique problem. Handbook of Combinatorial Optimization, pp. 1–74. Springer, New York (1999)
Iasemidis, L.D., Pardalos, P., Sackellares, J.C., Shiau, D.-S.: Quadratic binary programming and dynamical system approach to determine the predictability of epileptic seizures. J. Comb. Optim. 5(1), 9–26 (2001)
Alidaee, B., Glover, F., Kochenberger, G.A., Rego, C.: A new modeling and solution approach for the number partitioning problem. J. Appl. Math. Decis. Sci. 2005(2), 113–121 (2005)
Gulati, V., Gupta, S., Mittal, A.: Unconstrained quadratic bivalent programming problem. Eur. J. Oper. Res. 15(1), 121–125 (1984)
Carter, M.W.: The indefinite zero-one quadratic problem. Discr. Appl. Math. 7(1), 23–44 (1984)
Williams, H.P.: Model Building in Linear and Integer Programming. Springer, Berlin (1985)
Barahona, F., Jünger, M., Reinelt, G.: Experiments in quadratic 0–1 programming. Math. Prog. 44(1–3), 127–137 (1989)
Pardalos, P.M., Rodgers, G.P.: Parallel branch and bound algorithms for quadratic zero–one programs on the hypercube architecture. Ann. Oper. Res. 22(1), 271–292 (1990)
Billionnet, A., Sutter, A.: Minimization of a quadratic pseudo-boolean function. Eur. J. Oper. Res. 78(1), 106–115 (1994)
Palubeckis, G.: A heuristic-based branch and bound algorithm for unconstrained quadratic zero-one programming. Computing 54(4), 283–301 (1995)
Helmberg, C., Rendl, F.: Solving quadratic (0,1)-problems by semidefinite programs and cutting planes. Math. Prog. 82(3), 291–315 (1998)
Hansen, P., Jaumard, B., Meyer, C., Groupe, Q.: d’études et de recherche en analyse des décisions (Montréal, Exact sequential algorithms for additive clustering. Montréal: Groupe d’études et de recherche en analyse des décisions (2000)
Huang, H.-X., Pardalos, P., Prokopyev, O.: Lower bound improvement and forcing rule for quadratic binary programming. Comput. Optim. Appl. 33(2–3), 187–208 (2006)
Pardalos, P.M., Prokopyev, O.A., Busygin, S.: Continuous approaches for solving discrete optimization problems. In: Handbook on Modelling for Discrete Optimization, pp. 39–60, Springer (2006)
Pan, S., Tan, T., Jiang, Y.: A global continuation algorithm for solving binary quadratic programming problems. Comput. Optim. Appl. 41(3), 349–362 (2008)
Gueye, S., Michelon, P.: A linearization framework for unconstrained quadratic (0–1) problems. Discret. Appl. Math. 157(6), 1255–1266 (2009). Reformulation Techniques and Mathematical Programming
Pham Dinh, T., Nguyen Canh, N., Le Thi, H.: An efficient combined dca and bnb using dc/sdp relaxation for globally solving binary quadratic programs. J. Global Optim. 48(4), 595–632 (2010)
Mauri, G.R., Lorena, L.A.N.: Lagrangean decompositions for the unconstrained binary quadratic programming problem. Int. Trans. Oper. Res. 18(2), 257–270 (2011)
Mauri, G.R., Lorena, L.A.N.: A column generation approach for the unconstrained binary quadratic programming problem. Eur. J. Oper. Res. 217(1), 69–74 (2012)
Mauri, G.R., Lorena, L.A.N.: Improving a lagrangian decomposition for the unconstrained binary quadratic programming problem. Comput. Oper. Res. 39(7), 1577–1581 (2012)
Li, D., Sun, X., Liu, C.: An exact solution method for unconstrained quadratic 0–1 programming: a geometric approach. J. Glob. Optim. 52(4), 797–829 (2012)
Beasley, J.: Heuristic algorithms for the unconstrained binary quadratic programming problem (1998)
Glover, F., Kochenberger, G.A., Alidaee, B.: Adaptive memory tabu search for binary quadratic programs. Manag. Sci. 44(3), 336–345 (1998)
Glover, F., Kochenberger, G., Alidaee, B., Amini, M.: Meta-Heuristics. Tabu search with critical event memory: an enhanced application for binary quadratic programs, pp. 93–109. Springer, New York (1999)
Palubeckis, G.: Iterated tabu search for the unconstrained binary quadratic optimization problem. Informatica 17(2), 279–296 (2006)
Glover, F., Lü, Z., Hao, J.-K.: Diversification-driven tabu search for unconstrained binary quadratic problems. 4OR 8(3), 239–253 (2010)
Lü, Z., Hao, J.-K., Glover, F.: Evolutionary Computation in Combinatorial Optimization. A study of memetic search with multi-parent combination for UBQP, pp. 154–165. Springer, Heidelberg (2010)
Shylo, V., Shylo, O.: Systems analysis; solving unconstrained binary quadratic programming problem by global equilibrium search. Cyber. Syst. Anal. 47(6), 889–897 (2011)
Lü, Z., Hao, J.-K., Glover, F.: Neighborhood analysis: a case study on curriculum-based course timetabling. J. Heuristics 17(2), 97–118 (2011)
Wang, Y., Lü, Z., Glover, F., Hao, J.-K.: Probabilistic grasp-tabu search algorithms for the UBQP problem. Comput. Oper. Res. 40(12), 3100–3107 (2013)
Alkhamis, T.M., Hasan, M., Ahmed, M.A.: Simulated annealing for the unconstrained quadratic pseudo-boolean function. Eur. J. Oper. Res. 108(3), 641–652 (1998)
Katayama, K., Narihisa, H.: Performance of simulated annealing-based heuristic for the unconstrained binary quadratic programming problem. Eur. J. Oper. Res. 134(1), 103–119 (2001)
Merz, P., Freisleben, B.: Genetic algorithms for binary quadratic programming. In: Proceedings of the Genetic and Evolutionary Computation Conference, vol. 1, pp. 417–424, Citeseer, (1999)
Katayama, K., Tani, M., Narihisa, H.: Solving large binary quadratic programming problems by effective genetic local search algorithm. In: GECCO, pp. 643–650 (2000)
Lodi, A., Allemand, K., Liebling, T.M.: An evolutionary heuristic for quadratic 0–1 programming. Eur. J. Oper. Res. 119(3), 662–670 (1999)
Cai, Y., Wang, J., Yin, J., Zhou, Y.: Memetic clonal selection algorithm with \(\{{\rm EDA}\}\) vaccination for unconstrained binary quadratic programming problems. Expert Syst. Appl. 38(6), 7817–7827 (2011)
Wang, Y., Lü, Z., Glover, F., Hao, J.-K.: A multilevel algorithm for large unconstrained binary quadratic optimization. In: Integration of AI and OR Techniques in Contraint Programming for Combinatorial Optimzation Problems, pp. 395–408, Springer (2012)
Amini, M.M., Alidaee, B., Kochenberger, G.A.: New Ideas in Optimization. A scatter search approach to unconstrained quadratic binary programs, pp. 317–330. McGraw-Hill, New York (1999)
Palubeckis, G., Tomkevicius, A.: \(\{{\rm GRASP}\}\) implementations for the unconstrained binary quadratic optimization problem. Inf. Technol. Control 24, 14–20 (2002)
Boros, E., Hammer, P.L., Tavares, G.: Local search heuristics for quadratic unconstrained binary optimization (QUBO). J. Heuristics 13(2), 99–132 (2007)
Boros, E., Hammer, P.L., Tavares, G.: Preprocessing of unconstrained quadratic binary optimization. Technical Report Rutcor (2006)
Dantzig, G.B., Wolfe, P.: Decomposition principle for linear programs. Oper. Res. 8(1), 101–111 (1960)
Bertsekas, D.P.: Nonlinear Programming. Athena Scientific, Belmont (1999)
Boros, E., Hammer, P.: A max-flow approach to improved roof duality in quadratic 0-1 minimization. Rutgers University. Rutgers Center for Operations Research (RUTCOR) (1989)
Chardaire, P., Sutter, A.: A decomposition method for quadratic zero-one programming. Manag. Sci. 41(4), 704–712 (1995)
Boros, E., Hammer, P.L., Tavares, G.: Preprocessing of unconstrained quadratic binary optimization (2006)
Bian, Z., Chudak, F., Israel, R., Lackey, B., Macready, W.G., Roy, A.: Discrete optimization using quantum annealing on sparse Ising models. Interdiscip. Phys. 2, 56 (2014)
Zintchenko, I., Hastings, M.B., Troyer, M.: From local to global ground states in ising spin glasses. Phys. Rev. B 91(2), 24201 (2015)
Kadowaki, T., Nishimori, H.: Quantum annealing in the transverse Ising model. Phys. Rev. E 58(5), 5355 (1998)
Finnila, A.B., Gomez, M.A., Sebenik, C., Stenson, C., Doll, J.D.: Quantum annealing: a new method for minimizing multidimensional functions. Chem. Phys. Lett. 219(5), 343–348 (1994)
Ray, P., Chakrabarti, B.K., Chakrabarti, A.: Sherrington-kirkpatrick model in a transverse field: absence of replica symmetry breaking due to quantum fluctuations. Phys. Rev. B 39(16), 11828 (1989)
Santoro, G.E., Martoňák, R., Tosatti, E., Car, R.: Theory of quantum annealing of an Ising spin glass. Science 295(5564), 2427–2430 (2002)
Martoňák, R., Santoro, G.E., Tosatti, E.: Quantum annealing by the path-integral monte carlo method: the two-dimensional random ising model. Phys. Rev. B 66, 094203 (2002)
Crosson, E., Harrow, A. W.: Simulated quantum annealing can be exponentially faster than classical simulated annealing, arXiv preprint arXiv:1601.03030 (2016)
Battaglia, D.A., Santoro, G.E., Tosatti, E.: Optimization by quantum annealing: lessons from hard satisfiability problems. Phys. Rev. E 71(6), 066707 (2005)
Lanting, T., Przybysz, A.J., Smirnov, A.Y., Spedalieri, F.M., Amin, M.H., Berkley, A.J., Harris, R., Altomare, F., Boixo, S., Bunyk, P., et al.: Entanglement in a quantum annealing processor. Phys. Rev. X 4(2), 021041 (2014)
Neven, H., Smelyanskiy, V. N., Boixo, S., Shabani, A., Isakov, S. V., Dykman, M., Denchev, V. S., Amin, M., Smirnov, A., Mohseni, M.: Computational role of collective tunneling in a quantum annealer. Bull. Am. Phys. Soc. 60(1) (2015)
McGeoch, C. C., Wang, C.: Experimental evaluation of an adiabiatic quantum system for combinatorial optimization. In: Proceedings of the ACM International Conference on Computing Frontiers, ACM (2013)
Katzgraber, H.G., Hamze, F., Andrist, R.S.: Glassy chimeras could be blind to quantum speedup: designing better benchmarks for quantum annealing machines. Phys. Rev. X 4(2), 021008 (2014)
Boixo, S., Rønnow, T.F., Isakov, S.V., Wang, Z., Wecker, D., Lidar, D.A., Martinis, J.M., Troyer, M.: Evidence for quantum annealing with more than one hundred qubits. Nat. Phys. 10(3), 218–224 (2014)
Hen, I., Job, J., Albash, T., Rønnow, T.F., Troyer, M., Lidar, D.A.: Probing for quantum speedup in spin-glass problems with planted solutions. Phys. Rev. A 92(4), 042325 (2015)
King, A.D.: Performance of a quantum annealer on range-limited constraint satisfaction problems, arXiv preprint. arXiv:1502.02098 (2015)
Denchev, V.S., Boixo, S., Isakov, S.V., Ding, N., Babbush, R., Smelyanskiy, V., Martinis, J., Neven, H.: What is the computational value of finite range tunneling?, arXiv preprint. arXiv:1512.02206 (2015)
Rønnow, T.F., Wang, Z., Job, J., Boixo, S., Isakov, S.V., Wecker, D., Martinis, J.M., Lidar, D.A., Troyer, M.: Defining and detecting quantum speedup. Science 345(6195), 420–424 (2014)
Martin-Mayor, V., Hen, I.: Unraveling quantum annealers using classical hardness. Sci. Rep. 5 (2015)
Katzgraber, H.G., Hamze, F., Zhu, Z., Ochoa, A.J., Munoz-Bauza, H.: Seeking quantum speedup through spin glasses: the good, the bad, and the ugly. Phys. Rev. X 5(3), 031026 (2015)
Bunyk, P., Hoskinson, E.M., Johnson, M., Tolkacheva, E., Altomare, F., Berkley, A.J., Harris, R., Hilton, J.P., Lanting, T., Przybysz, A.J., Whittaker, J.: Architectural considerations in the design of a superconducting quantum annealing processor. IEEE Trans. Appl. Supercond. 24, 1–10 (2014)
Choi, V.: Minor-embedding in adiabatic quantum computation: I. the parameter setting problem. Quant. Inf. Process. 7(5), 193–209 (2008)
Choi, V.: Minor-embedding in adiabatic quantum computation: II. Minor-universal graph design. Quant. Inf. Process. 10(3), 343–353 (2011)
Williams, C.: State-of-the-art quantum annealing and its application to cryptology, Isaac Newton Institute (2014). http://sms.cam.ac.uk/media/1804114
Merz, P., Katayama, K.: Memetic algorithms for the unconstrained binary quadratic programming problem. BioSystems 78(1), 99–118 (2004)
Glover, F., Hao, J.-K.: Efficient evaluations for solving large 0–1 unconstrained quadratic optimisation problems. Int. J. Metaheuristics 1(1), 3–10 (2010)
Wang, Y., Lü, Z., Glover, F., Hao, J.-K.: Path relinking for unconstrained binary quadratic programming. Eur. J. Oper. Res. 223(3), 595–604 (2012)
Beasley, J.E.: OR-Library: Unconstrained binary quadratic programming,” (2014). http://people.brunel.ac.uk/~mastjjb/jeb/orlib/bqpinfo.html
Tavares, G.: New algorithms for Quadratic Unconstrained Binary Optimization (QUBO) with applications in engineering and social sciences. PhD thesis, Rutgers University, Graduate School - New Brunswick (2008)
Palubeckis, G.: Multistart tabu search strategies for the unconstrained binary quadratic optimization problem. Ann. Oper. Res. 131(1–4), 259–282 (2004)
Pudenz, K.L., Albash, T., Lidar, D.A.: Error-corrected quantum annealing with hundreds of qubits. Nat. Commun. 5 (2014)
Pudenz, K.L., Albash, T., Lidar, D.A.: Quantum annealing correction for random ising problems. Phys. Rev. A 91, 042302 (2015)
Barends, R., Lamata, L., Kelly, J., Garcia-Alvarez, L., Fowler, A.G., Megrant, A., Jeffrey, E., White, T.C., Sank, D., Mutus, J.Y., Campbell, B., Chen, Y., Chen, Z., Chiaro, B., Dunsworth, A., Hoi, I.C., Neill, C., O/’Malley, P.J.J., Quintana, C., Roushan, P., Vainsencher, A., Wenner, J., Solano, E., Martinis, J.M.: Digital quantum simulation of fermionic models with a superconducting circuit. Nat. Commun. 6, 07 (2015)
Lechner, W., Hauke, P., Zoller, P.: A quantum annealing architecture with all-to-all connectivity from local interactions. Sci. Adv. 1(9), e1500838 (2015)
Pastawski, F., Preskill, J.: Error correction for a proposed quantum annealing architecture, arXiv preprint. arXiv:1511.00004 (2015)
Acknowledgments
The authors would like to thank Marko Bucyk for editing a draft of this paper and Robyn Foerster, Phil Goddard, and Pooya Ronagh for their useful comments. This work was supported by 1QB Information Technologies (1QBit) and Mitacs.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflicts of interest
EH declares no conflict of interest. GR, BW, and MV were academic interns at 1QBit when the work was done, and GR and BW are still at 1QBit. 1QBit is focused on solving real-world problems using quantum computers. D-Wave Systems is a minority investor in 1QBit.
Rights and permissions
About this article
Cite this article
Rosenberg, G., Vazifeh, M., Woods, B. et al. Building an iterative heuristic solver for a quantum annealer. Comput Optim Appl 65, 845–869 (2016). https://doi.org/10.1007/s10589-016-9844-y
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10589-016-9844-y