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Physics-Inspired Optimization for Quadratic Unconstrained Problems Using a Digital Annealer (1806.08815v3)

Published 22 Jun 2018 in physics.comp-ph, cond-mat.stat-mech, and cs.DM

Abstract: The Fujitsu Digital Annealer (DA) is designed to solve fully connected quadratic unconstrained binary optimization (QUBO) problems. It is implemented on application-specific CMOS hardware and currently solves problems of up to 1024 variables. The DA's algorithm is currently based on simulated annealing; however, it differs from it in its utilization of an efficient parallel-trial scheme and a dynamic escape mechanism. In addition, the DA exploits the massive parallelization that custom application-specific CMOS hardware allows. We compare the performance of the DA to simulated annealing and parallel tempering with isoenergetic cluster moves on two-dimensional and fully connected spin-glass problems with bimodal and Gaussian couplings. These represent the respective limits of sparse versus dense problems, as well as high-degeneracy versus low-degeneracy problems. Our results show that the DA currently exhibits a time-to-solution speedup of roughly two orders of magnitude for fully connected spin-glass problems with bimodal or Gaussian couplings, over the single-core implementations of simulated annealing and parallel tempering Monte Carlo used in this study. The DA does not appear to exhibit a speedup for sparse two-dimensional spin-glass problems, which we explain on theoretical grounds. We also benchmarked an early implementation of the Parallel Tempering DA. Our results suggest an improved scaling over the other algorithms for fully connected problems of average difficulty with bimodal disorder. The next generation of the DA is expected to be able to solve fully connected problems up to 8192 variables in size. This would enable the study of fundamental physics problems and industrial applications that were previously inaccessible using standard computing hardware or special-purpose quantum annealing machines.

Citations (350)

Summary

  • The paper demonstrates that the Digital Annealer outperforms classical simulated annealing on dense QUBO problems, achieving nearly 100× speedup on fully connected graphs.
  • The paper shows that the hardware efficiently handles numerical precision challenges using parallel-trial schemes and dynamic escape mechanisms for both bimodal and Gaussian couplings.
  • The paper indicates that continued improvements in DA architecture could enable larger problem sizes and further integration of parallel tempering methods for enhanced industrial applications.

Overview of Physics-Inspired Optimization for Quadratic Unconstrained Problems Using a Digital Annealer

The paper under analysis investigates a novel approach to solving quadratic unconstrained binary optimization (QUBO) problems using the Fujitsu Digital Annealer, an application-specific CMOS hardware. This investigation compares the Digital Annealer's performance against classical simulated annealing and parallel tempering Monte Carlo methods to solve two-dimensional and fully connected spin-glass problems characterized by bimodal and Gaussian couplings.

Key Contributions and Findings

This work benchmarks the Fujitsu Digital Annealer against established classical algorithms. The hardware can handle problems up to 1024 variables and showcases a distinct blend of simulated annealing techniques augmented by parallel-trial schemes and dynamic escape mechanisms. This paper offers a meticulous exploration of the differences in computational efficacy when applying these methods:

  1. Algorithmic Diversity and Performance: The Digital Annealer (DA) surpasses single-core implementations of classical simulated annealing, especially in fully connected problem landscapes with either bimodal or Gaussian couplings. Although the DA doesn't exhibit a significant speedup in sparse two-dimensional instances, it achieves a substantial speedup—approximately two orders of magnitude—for dense graphs over simulated annealing.
  2. Numerical Precision and Hardware Efficiency: Despite the 16-bit precision limitation, the DA effectively manages problems with significant numerical discrepancies, as often seen with Gaussian couplings. The empirical evidence suggests the DA's hardware architecture maximizes parallel updates and benefits substantially from a parallel-trial scheme for dense graphs, independent of complex interactions reliance on single-variable updates.
  3. Scaling and Future Implications: While PTDA (Parallel Tempering Digital Annealer) shows promising results in dense problems with reduced computational difficulty, such as fully connected systems, the paper highlights the importance of the lower computational overhead on future DA versions, which are anticipated to manage even larger systems with faster annealing times.

Implications and Future Developments

The implication of this paper is substantial for both theoretical and practical domains of optimization. The Digital Annealer's performance suggests that using purpose-built CMOS hardware to simulate physics-inspired optimization strategies can potentially outpace classical and contemporary quantum attempts. This research opens pathways for further exploration into specialized purpose-built hardware as viable solutions to complex combinatorial problems, enhancing efficiency particularly in industrial applications.

Given the paper's findings, it is reasonable to expect that with continued refinement, the Digital Annealer will expand its applicability beyond current limitations. Future generations of hardware could potentially incorporate enhanced precision, larger problem capacities, and the integration of PT moves directly on hardware rather than CPU-based, allowing for wider industrial application and the exploration of new classes of optimization problems.

Moreover, the implications of architecture-specific advancements in processing could stimulate further interest in the fusion of classical parallel processing capabilities with quantum-inspired methodologies. This intersection of domains could pave the way for innovative optimization techniques that leverage the best of both worlds, offering a substantive impact on fields requiring high-efficiency computational models, such as finance, logistics, and machine learning. This paper's insights are a compelling case for ongoing and future investment into the development and refinement of custom hardware solutions in optimization problems.