Quantum Annealing versus Digital Computing:An Experimental Comparison Quantum Annealing versus Digital Computing: An Experimental Comparison

MICHAEL JÜNGER,
Department of Mathematics and Computer Science, University of Cologne, Germany
ELISABETH LOBE,
DLR German Aerospace Center, Braunschweig, Germany
PETRA MUTZEL,
Institute of Computer Science, University of Bonn, Germany
GERHARD REINELT,
Department of Computer Science, Heidelberg University, Germany
FRANZ RENDL,
Department of Mathematics, University of Klagenfurt, Austria
GIOVANNI RINALDI,
Istituto di Analisi dei Sistemi ed Informatica “A. Ruberti” – CNR, Rome, Italy
TOBIAS STOLLENWERK,
DLR German Aerospace Center, Cologne, Germany

J. Exp. Algorithmics, Vol. 26, No. 1, Article 1.9, Publication date: July 2021.
DOI: https://doi.org/10.1145/3459606

Quantum annealing is getting increasing attention in combinatorial optimization. The quantum processing unit by D-Wave is constructed to approximately solve Ising models on so-called Chimera graphs. Ising models are equivalent to quadratic unconstrained binary optimization (QUBO) problems and maximum cut problems on the associated graphs. We have tailored branch-and-cut as well as semidefinite programming algorithms for solving Ising models for Chimera graphs to provable optimality and use the strength of these approaches for comparing our solution values to those obtained on the current quantum annealing machine, D-Wave 2000Q. This allows for the assessment of the quality of solutions produced by the D-Wave hardware. In addition, we also evaluate the performance of a heuristic by Selby. It has been a matter of discussion in the literature how well the D-Wave hardware performs at its native task, and our experiments shed some more light on this issue. In particular, we examine how reliably the D-Wave computer can deliver true optimum solutions and present some surprising results.

CCS Concepts: • Mathematics of computing → Mathematical software; Mathematical software performance; Discrete mathematics; Combinatorics; Combinatorial optimization; • Hardware → Emerging technologies; Quantum technologies; Quantum computation;

Additional Key Words and Phrases: Quantum annealing, chimera graphs, Ising model, quadratic unconstrained binary optimization, maximum cut problem, exact methods for combinatorial optimization, experimental evaluation, branch and cut, integer programming, semidefinite programming

ACM Reference format:
Michael Jünger, Elisabeth Lobe, Petra Mutzel, Gerhard Reinelt, Franz Rendl, Giovanni Rinaldi, and Tobias Stollenwerk. 2021. Quantum Annealing versus Digital Computing:An Experimental Comparison. J. Exp. Algorithmics 26, 1, Article 1.9 (July 2021), 30 pages, DOI: https://doi.org/10.1145/3459606.

1 INTRODUCTION

The company D-Wave has introduced a special hardware for realizing the adiabatic quantum annealing approach. Their device basically finds approximate solutions of certain Ising spin glass problems on Chimera graphs. Possible interactions between qubits are defined by a Chimera graph whose nodes correspond to the qubits and whose edges give the possible interactions. The machine, “programmed” by setting the values Jij for the edges of the Chimera graph and hi for the qubits, finds Ising (±1) configurations with small energy by quantum annealing.

In order to solve a problem with the help of this machine, one must write a program on a conventional front-end computer that transforms a given problem instance into a sequence of Ising problems on a Chimera graph. Since applications are rarely defined on Chimera graphs, a minor-embedding has to be employed [14], which is a challenge by itself. The Ocean Developers Toolkit (open source) has a big library of tools for problem transformation and for minor-embedding. However, it is not clear what the best strategy for a given problem is. Moreover, depending on the mapping, the experimental results of the machine may be very different. So, here, an experiment on a classical and a quantum machine would compare two different things. The D-Wave machine gives a heuristic solution of the Ising instances in a fraction of a second. It does not guarantee true optima, but conducting many runs on the same instance may increase the chance of finding them [48].

The outcome of many empirical comparisons was that the tested quantum annealers do not have enough qubits so far for solving large problems. In their very interesting report on benchmarking a smaller D-Wave machine, Parekh et al. [52] predict that this will change if the number of qubits reaches 2,048, “at which point exact classical algorithms will no longer be able to readily obtain optimal solutions for commonly used random quadratic unconstrained binary optimization (QUBO) benchmark instances on the Chimera graph.” This was a motivation for us to exploit the ability of exact solvers for instances of larger sizes in order to assess the solution quality of the current D-Wave 2000Q machine that has indeed 2,048 qubits.

Our contribution. We transform the Ising spin glass problem instances given to the D-Wave hardware into maximum cut problem instances and then use exact algorithms for solving them to optimality. We use exact approaches based on branch-and-cut [5, 12, 25, 26] and semidefinite programming [55]. All of these approaches were tailored for Chimera graphs and we compare the exact solution values to those obtained by the current D-Wave 2000Q.

We compare on the lowest possible level in the sense that we take our codes as simulators of the D-Wave hardware in order to circumvent all the messy details that come in when solving a problem by transforming it to a sequence of Ising instances for the D-Wave hardware on the classical front end. We consider this the only fair comparison, namely using universal approaches on both sides, the quantum and the classical machine side.

This allows for the assessment of the quality of solutions produced by the D-Wave hardware, rather than a compound of algorithms running on a conventional computer that may call an oracle for Ising instances on Chimera graphs. It has been a matter of discussion in the literature how well the D-Wave hardware performs at its native task, and our experiments shed some more light on this issue.

In order to determine the quality of the D-Wave solutions, we carefully select a set of 1,445 problem instances in the pursuit to cover the entire spectrum from “very easy” to “very hard,” and we invest up to 8,000 seconds of wall clock time for each instance. Our approach allows for treating both the D-Wave annealer and digital computers ranging from notebooks to massively parallel computers as “black boxes” that all address the same task, and the quality of the results as well as the wall clock times to achieve them are measured. Finally, we examine the competitiveness of a classical digital heuristic.

2 PREVIOUS WORK

Since QUBO problems can be (linearly) transformed into Ising models, the D-Wave machine is capable of treating a wide class of optimization problems. So far, quantum annealing has been used for many combinatorial optimization problems such as, e.g., maximum independent set [52, 69], community detection [49, 52], clustering [8], graph isomorphism [15], and maximum 2-SAT [48]. Moreover, small real-world application problems have been solved with the help of the D-Wave quantum annealer [54, 56, 65, 66, 67].

It has been claimed that a D-Wave Two quantum annealer is 3,600 times faster than a conventional computer. This statement goes back to a computational study of McGeoch and Wang [48]. Although McGeoch and Wang [48] does not claim this in this generality, nevertheless, a race has been started in which researchers have compared the outcome of their classical approaches with those using quantum annealing by D-Wave. While McGeoch and Wang [48] have used the CPLEX quadratic programming software for solving the Ising models, Dash and Puget [24] have linearized the problem and solved the instances with the CPLEX mixed integer linear programming software. With this better approach they could observe a speed-up factor of only 17 for the McGeoch and Wang random Ising model instances. Meanwhile, there exist many comparisons in which the quantum annealing approach by D-Wave has been compared to classical algorithms, in particular on combinatorial optimization problems. Often, special purpose algorithms tailored to the considered optimization problem have been used in these comparisons with the result that the classical algorithms dominate the quantum annealing [1, 11, 38, 57, 59, 68]. The authors of these studies have pioneered the approach of avoiding minor embedding when testing the capabilities of the D-Wave machines. The article [1] is the most detailed comparison to date of D-Wave to various classical solvers, for a family of instances for which an optimal annealing time can be established on D-Wave.

Parekh et al. [52] state that “it is generally unknown which algorithm will perform best on a given instance of a combinatorial optimization problem”, and therefore they suggest to compare on the mapped instances instead. In this view, it does not seem fair to use a tailored algorithm and compare it with a universal algorithm. A conclusion drawn that the quantum annealing approach is worse would not be correct in general. Parekh et al. [52] and Coffrin et al. [18] have also suggested ideas to benchmark with quantum annealing.

Saket [58] has derived a PTAS for the Ising problem on the Chimera graph. His algorithm approximates the value of minimum energy in a Chimera graph with n nodes within a factor of (1ϵ) in time O(n232/ϵ). Selby [61, 62] provides an exact algorithm based on dynamic programming that exploits the relatively low tree-width of Chimera graphs.

For our algorithms, we transform the Ising problem to a maximum cut problem as described below. The maximum cut problem has been shown to be NP-hard for general graphs by Karp [41] and APX-hard by Papadimitriou and Yannakakis [51]. Goemans and Williamson [32] have suggested a randomized constant factor approximation algorithm for instances with nonnegative weights that has been derandomized by Mahajan and Ramesh [46] and has performance guarantee 0.87856. There are a number of special cases for which the maximum cut problem can be solved in polynomial time. Among them are planar graphs [35, 44, 63], embedded one-planar graphs [21, 22], embedded graphs with a bounded number of edge crossings [16], graphs not contractible to K5 [4], toroidal graphs with bounded weights [3, 31], graphs without long odd cycles [34], and instances where the edges with positive weights define a subgraph with bounded vertex cover number [47].

Early approaches based on integer linear programming models have been suggested by Barahona et al. [5, 6, 7]. A breakthrough for optimally solving Ising spin glass models was achieved in the 1990s by tailoring the algorithm to the special structure of grid graphs (see, e.g., [25, 26]). Based on this work there is a publicly available spin glass solver [64]. Whereas the cut polytope has been studied extensively for complete graphs [7], only recently, new studies on lifting and separation procedures have provided ideas for exploiting the structure of arbitrary graphs [12]. Our work is heavily based on this previous work.

Rendl et al. [55] have suggested an alternative approach based on semidefinite programming (SDP). An SDP-based branch-and-bound algorithm, the “Biq Mac Solver – Binary quadratic and Max cut Solver” [9, 55], is publicly available.

Many heuristics have been suggested for the maximum cut problem. An experimental comparison of popular approaches such as simulated annealing, tabu search, local search, and evolutionary computing-based approaches can be found in [28]. However, the mentioned study does not include approaches based on semidefinite programming and integer linear programming.

3 GROUND STATES OF ISING SPIN GLASSES

A fundamental problem in statistical solid state physics is the determination of ground states of Ising spin glasses. We can think of an Ising Model as a physical system in which the nodes, the spins, of a graph G=(V,E) represent particles (atoms) and the edges correspond to the interactions between the particles. The given interactions Jij describe the forces acting between two spins, and the node weights hi describe the forces acting on the nodes (e.g., the effect of some external magnetic field). A classical physical state of the system describes the spin configurations for each spin, which can be either up (+1) or down (1). Given a spin configuration s=(s1,s2,,sn){+1,1}n,

H(s)=ijEJijsisj+iVhisi
gives the energy H(s) of the configuration s. The Ising Spin Glass Ground State Problem (IM) is to determine a ground state, i.e., a configuration s of minimum energy such that
H(s)=min{H(s)s{+1,1}n}.
If all node weights hi=0, then we also talk about an IM with zero field.

Beyond their importance in statistical physics, Ising models have many applications, e.g., in chemistry (motion of atoms), neuroscience (activity of neurons), and the layout of electronic circuits [5, 25]. The general IM has been shown to be NP-hard [2]. Choi has also shown NP-hardness for Ising models on Chimera graphs [17].

4 D-Wave Quantum Annealing

The D-Wave hardware is designed to find good approximate solutions to the Ising Spin Glass Ground State Problem. In this machine the spins correspond to the qubits. In the current version of the hardware, the possible interactions between qubits are represented by a so-called Chimera graph; i.e., a nonzero interaction Jij between qubits i and j is only possible if ij is an edge in this graph. Furthermore, there is an external field that can act on each qubit i (with an individual strength hi).

Rather than giving a formal definition of a Chimera graph, we look at C4 shown in Figure 1. The subscript k in Ck specifies a k×k grid of K4,4 subgraphs. The Chimera graph Ck has 8k2 nodes and 24k28k edges. If there is a nonzero field, it can be represented by an extra node and extra 8k2 edges associated with the hi-values, so that we obtain a graph with n=8k2+1 nodes and m=32k28k edges. The D-Wave 2000Q machine uses a C16 Chimera graph having 2,048 nodes and 6,016 edges. Including the external field, we have 2,049 nodes and 8,064 edges.

Figure 1
Fig. 1. Chimera graph C4.

By quantum annealing the machine is capable of finding qubit (spin) configurations with low energy value.

Most real-world problems do not conform to the Chimera structure. Therefore, in nearly all cases it is required to embed the original problem into the hardware graph by mapping each original node to several qubits. This encompasses several problems. First, the problem, given two arbitrary graphs G and H, to decide whether G can be embedded into H is NP-hard. It is assumed, but not yet proven, that this remains true when we fix H to the Chimera graph. To obtain an embedding efficiently, heuristic approaches or precomputed generic embedding templates can be used. Nevertheless, for a fixed hardware the size of embeddable optimization problems is limited. In the worst case of a complete graph problem, the D-Wave 2000Q with its C16 Chimera graph allows at most 64 fully connected original nodes. By partitioning on a classical computer and sending suitable parts to the D-Wave machine, as, e.g., suggested in [27], larger instances can be dealt with.

In turn, due to the embedding, the number of required qubits is increased. In order to implement the minor embedding, the qubits in a chain need to be coupled strongly in order to serve as a single logical variable. This can be done by assigning artificial negative weights on the edges in the chain. The absolute values of these weights must be large enough to favor chain synchronization and ensure the embedded problem is equivalent to the original one [17]. If they are set too small, the solution returned by the D-Wave machine might have broken chains. In this case postprocessing methods like majority voting could be applied to heuristically repair the solution.

If the absolute values of the weights are chosen too large, another problem of the D-Wave quantum annealer is exacerbated: its limited precision for specifying the coefficients of the Ising problem. In relation to a large weight, two coefficients might be too close to each other and thus are resolved to the same value by the machine. More precisely, the D-Wave hardware has a limited granularity of the coupling values Jij and field values hi in the following sense. Up to a scale factor, the available values are in the set

Γ={1,1+γ1,1+2γ1,,γ1,0,γ1,2γ1,,1γ1,1}
for some integer γ1. Studies like [ 66] have shown that in reality we have γ30. Input values outside Γ are rounded to the nearest allowed value. In this case the problem is misspecified on the machine [ 52, 66] and it does not solve the given instance but only an approximation of this instance. The objective values of both need not necessarily be the same or even be related. While it has been observed in the literature that small perturbations have a significant impact (see, e.g., [ 53, 70]), the fact that the Chimera hardware does not necessarily receive the given data is often neglected in computational studies. In this case, the success probability can be reduced dramatically [ 66].

5 Combinatorial Optimization using D-Wave

Any approach to a given combinatorial optimization problem using the D-Wave hardware must run a program on the conventional front end that may call the D-Wave hardware as an oracle for solving instances of (1).

Two prominent combinatorial optimization problems are especially close to the Ising problem (1): the maximum weight cut problem and the quadratic unconstrained binary optimization problem. The transformations are well known; see, e.g., [6]. We define both problems and summarize the most important transformations for the purpose of this work.

Maximum Weight Cut Problem. A cut in an undirected graph G=(V,E) is defined by a subset WV and consists of the edges δ(W):={ijEiW,jVW}. For edge weights the Maximum Weight Cut Problem or shortly MaxCut is to determine a cut with maximum total weight:

max{ijδ(W)cijWV}.

For the purpose of our exposition we prefer to represent edge sets FE by their characteristic vectors χ(F){0,1}E, where χe=1 if and only if eF. Then the problem reads

max{ijEcijxijx=χ(δ(W)) for WV}.

Solving (1) using a method for (2) is essential for our work and amounts to the following: Let G=(V,E) be the Chimera graph plus an extra special node v with connecting edges to all qubit nodes. Let cij=Jij for all Chimera edges and civ=hi for all extra edges. Then an optimum x for (2) with value c gives rise to an optimum solution s for (1) with value ijEcij2c in which si=12xiv.

Notice that the IM with zero field is trivial for nonnegative interactions, because the Chimera graph is bipartite. Hence, the value of the maximum cut is equal to the sum of all edge weights (and therefore the ground state energy is the negative sum of all edge weights).

Quadratic Binary Optimization Problem. The QUBO Problem is

max{xTQx+qTxx{0,1}n}
for a matrix and a vector . Without loss of generality, we may assume that Q is an upper triangular matrix with zero diagonal.

Using (1) for solving an instance of (3) in which the nonzero entries qij of the matrix Q correspond to couplers of the Chimera graph amounts to the following: Given Q and q, set Jij=qij and hi=j=1i1qji+j=i+1nqij+2qi. If s is an optimum solution of (1) with value H(s), then xi=(si+1)/2 is an optimum solution for (3) with value (H(s)+i=1n1j=i+1nqij+2i=1nqi)/4.

Granularity Issues. With respect to granularity, an instance of MaxCut with data values in Γ is not affected, but even for the closely related QUBO problem with all the qij- and qi-values in Γ, the hi-values resulting from the transformation above are not necessarily in Γ.

In our experiments we conservatively restrict the values using γ=10 (rather than γ=30), such that we have

Γ={1.0,0.9,,0.1,0.0,0.1,,0.9,1.0}
in order to have high confidence that we solve exactly the same instances in the quantum setting and our traditional mathematical optimization settings.

6 SOLUTION OF MAXCUT TO OPTIMALITY

We review our approaches to solve MaxCut to optimality.

6.1 Polyhedral Approach

For FE we let x(F):=eFxe. Then the integer linear program

maxcTxx(Q)x(CQ)|Q|1for every cycle C in Gand all QC,|Q| odd,xe{0,1}for all eE
models MaxCut, because the feasible solutions are exactly the elements of K(G), which is the set of the characteristic vectors of all cuts of G. The inequalities are called Odd Cycle Inequalities and make sure that every cycle in G intersects any cut in G in an even number of edges.

If we replace “xe{0,1}” by “0xe1,” we obtain a relaxation that gives an upper bound on the weight of any cut in G. This relaxation can be solved by a cutting plane algorithm that starts without odd cycle inequalities and iteratively solves the linear program and subsequently determines odd cycle inequalities that are violated by the LP solution. We stop when no violated inequalities can be found. The problem of finding violated odd cycle inequalities is solvable in polynomial time [7] despite the fact that the number of cycles is exponential in general. Thus, by [33] the relaxation is solvable in polynomial time. Finding violated odd cycle inequalities needs more than |V|3 time, so for large instances, it is often advisable to run simpler (nonexact) procedures first and call the exact algorithm only if these fail. In the case that G is a Chimera graph, it is easy to enumerate all odd cycle inequalities on three- and four-cycles efficiently. (Any Chimera edge along with the two edges connecting its two qubit-endnodes with the extra field node gives rise to a three-cycle.) For inequalities on longer cycles, the computations can be sped up by heuristic methods that produce odd cycle inequalities fast, yet do not guarantee to find any if there are violated ones. Only when such heuristic methods fail is the exact procedure based on [7] applied.

If the solution of the relaxation is integral (which is always the case when G is planar), we have solved the MaxCut problem; otherwise we can try to strengthen the relaxation (see next section), and when even the better relaxation does not produce an integral solution, we can embed the cutting plane algorithm in a branch-and-bound scheme. This approach is called branch-and-cut.

Strengthening the Polyhedral Relaxation. The above relaxation can be strengthened by other inequalities that are valid for all elements of K(G). For details, see, e.g., [43] and [12].

A typical approach is based on the observation that if T is a subset of V and G[T] is the subgraph of G induced by T, then the edges of any cut of G that also belong to G[T] are themselves a cut of G[T]. Let y be the restriction of vector x of (4) to the edge set of G[T]. Then it is legitimate, and hopefully profitable, to impose that y be a convex combination of the elements of K(G[T]), by extending (4) with additional inequalities and variables.

Such an extention can be done, e.g., in three different ways:

  1. The formulation in (4) is augmented by adding equations (one per each edge of G[T]) that explicitly impose that y be a convex combination of the elements of K(G[T]) and by adding one variable per each cut of G[T] that represents the corresponding coefficient in the convex combination. Such an approach is known as Dantzig-Wolfe decomposition and will be called Dantzig-Wolfe later in the article. This reinforcement is static in the sense that it is generated at the beginning of the computation, and not dynamic, as is the case when new inequalities are generated on the fly, like in the next two cases.
  2. A list of all strongest inequalities that are valid for all elements of K(G[T]) is generated offline. Then, given a fractional solution x that is the optimum of the current relaxation, its restriction y to the edges of G[T] is checked for violation against each inequality in the list. For this work, we set G[T]=K4,4 and we produced the list using PANDA [45]. We call the inequalities generated this way small facets.
  3. A linear program is generated that imposes that the above y be a convex combination of the elements of K(G[T]). If the program is infeasible, then by Farkas duality an inequality is readily generated that is violated by y and is valid for all vectors in K(G[T]). The cuts generated with this procedure are called local cuts in [19], where it is shown that they are crucial for the solution of huge traveling salesman instances to optimality.

Formulations for the QUBO problem that exploit Dantzig-Wolfe-style reformulations to handle K4,4 subgraphs of the Chimera graph were studied independently by Dash [23].

Finally, a further strengthening of (4) can be obtained by using inequalities that typically state-of-the-art LP/IP-solvers (like the ones that we use in our software) are able to generate for general integer programming problems.

6.2 Semidefinite Programming Approach

The SDP approach for the MaxCut problem exploits the close connection between (1) and (2). Given an edge weighted graph G on n vertices, the weighted adjacency matrix A=(aij) of order n is defined by setting aij=aji=ce for edge e=ij and aij=0 otherwise. We also need the Laplacian corresponding to A, which is again a symmetric matrix of order n, defined by

Lii=kaik,Lij=aij for ij.
The cut δ(W), defined by WV, can also be expressed through s{1,1}n by setting si=1 for iW and si=1 for iW. Then ijδ(W) exactly if sisj=1. We use the following well-known semidefinite relaxation for MaxCut:
max{14L,Sdiag(S)=e,S0},
where e denotes the vector of all ones. This is a linear program over the cone of positive semidefinite matrices and can be solved to fixed precision in polynomial time.

The relaxation can be further tightened by enforcing S to satisfy certain hypermetric inequalities. The simplest class of these are the triangle inequalities. Consider any f{1,0,1}n where exactly three entries are nonzero. It is clear that |sTf|1 for any s{1,1}n, and hence (sTf)(fTs)1, which translates into S,ffT1, a linear inequality in S. Allowing five or seven entries in f to be nonzero, we get the five-clique and seven-clique hypermetric inequalities. We iteratively solve the semidefinite program, identify constraints that have become inactive and hence are dropped, and then look for new violated constraints of the types just described. Practical details about how the resulting SDP are solved and how violated constraints are iteratively added can be found in [55].

7 THE SELBY HEURISTIC FOR MAXCUT ON CHIMERA GRAPHS

Selby [61, 62] provides an exact and a heuristic algorithm for Chimera graphs based on dynamic programming. It is well known that MaxCut can be solved to optimality by dynamic programming in time O(2t(G)n), where t(G) is the tree-width of the graph G (see, e.g., [10]). Therefore, for graphs with small tree-width, dynamic programming can be an option as an exact optimization algorithm of practical use. Based on the fact that the tree-width of a Chimera graph Ck is 4k (see, e.g., [13]), and so it is relatively small with respect to |V|, Selby implemented an exact algorithm, whose code is provided in [61], that exploits a tree decomposition of a Chimera graph. In [62] he reports on such an algorithm. The method is quite effective for small values of k; instances with k8 can be solved regularly. However, for bigger values of k the algorithm becomes impractical for both excessive time and memory requirements, which grow exponentially with k in dynamic programming. For example, with randomly generated instances with ±1 weights and no node/edge failures, we estimated a time requirement of 210623,47k seconds and a memory requirement of 8,5710724,02k Mbytes by a simple fitting based on the data collected from the experiments done for k8.

We ran experiments with the algorithm on C8 instances. Indeed, the times are comparable with those of the other exact algorithms. Sometimes they are the best among them. However, in the current implementation [61], only the ground state energy is computed, but not the ground state.

Selby [62] presents a heuristic for MaxCut on Chimera graphs that exploits the ability of solving MaxCut on low tree-width graphs to optimality but that can be used also for large Chimera graphs. The algorithm is of a randomized type and is based on the following technique, called subgraph sampling, inspired by earlier work [30, 37]. Here we briefly outline the algorithm.

We are given an instance of a weighted graph G=(V,E). We define an ordered collection of subsets of V, i.e., S={SiVi=1,,t}, with the following properties:

  • Each Si is a large subset of V.
  • The induced subgraph G[Si] is connected and has a tree-width bounded by a parameter r that does not depend on |V|.
  • G is the union of the induced subgraphs G[Si], for i=1,,t.

The randomly ordered collection is built by setting the value of a parameter w that controls the tree-width of its elements and by generating three random numbers: x in the set {0,1}, y in the set {0,1,,w+1}, and z in the set {0,1,,k1}. Then the collection is given by

H(w,x,y,z),,H(w,x,y+w,z),H(w,1x,y,z),,H(w,1x,y+w,z),
where the third argument is taken mod(w+1). Before defining the node sets H(), we recall that a Chimera graph Ck (see Figure 1) can be thought of as a square grid of k×k cells, each of them being a copy of a K4,4 graph. The four nodes on the right side of each cell are connected to the corresponding nodes of the cell at its right in the grid (except for the rightmost cell, of course). We call these nodes the h-nodes. The four nodes on the left side of each cell (except those in the bottom row of the grid) are connected to the corresponding nodes of the cell immediately below. These nodes are called the v-nodes. We can now define the node set H(w,0,i,j)V as follows: We take the full node set V and we remove all h-nodes of the grid columns with index ci(modw+1), except those that belong to grid row j (row and column indices in the grid start from 0). By interchanging the roles of rows and columns and by replacing h-nodes with v-nodes, we define the node subsets H(w,1,i,j)V. There are 2w such subsets; the subgraph induced by each of them is connected and has tree-width r equal to 4w.

The inner algorithm. Given a weighted graph G=(V,E), a node subset S with tree-width at most r, and a spin configuration of the nodes in VS, the algorithm finds the spin configuration of the nodes in S that yields the maximum cut among all spin configurations of the nodes in S.

The configuration of the nodes in VS is never changed by the algorithm. These nodes act as an external magnetic field on the nodes in S. If the parameter r is small, the algorithm is pretty fast in finding the optimum solution even if S has a large size. Its basic task (executed several times) is to choose, among the 16 spin configurations related to some four-node sets (the h-nodes and the v-nodes), the one that yields the best objective function value. To avoid making non-deterministic decisions in case of a tie, at the beginning of the inner algorithm a suitably small breakeven-avoiding random perturbation is generated that is added to the value of each of the 16 configurations.

The outer algorithm. Given a weighted graph G=(V,E), a node subset S with tree-width at most r, and a spin configuration of the nodes in V, the algorithm generates a randomly ordered collection {SiVi=1,,t} of t subsets of V. Then, for every i1,,t, it executes the inner algorithm for Si using the current spin configuration to set one of the nodes in VSi. The solution generated by the inner algorithm becomes the current spin configuration used for the next run.

The heuristic. The heuristic starts by generating a random spin configuration of the nodes in V. Then the outer algorithm is executed repeatedly. Between two consecutive runs either a new spin configuration is randomly generated afresh or the best configuration obtained in the previous run is partially randomly perturbed. The latter is the default option. In the default setting the random perturbation is obtained by randomly generating a configuration for the nodes of 20% of the K4,4 subgraphs, randomly chosen.

The algorithm is run until a certain condition is satisfied. For example, in our experiments, the algorithm was stopped when the elapsed wall clock time exceeded a prescribed duration.

8 EXPERIMENTAL SETUP

In view of the fact that we have classical algorithms that are able to compute optimum solutions to the native problem that the D-Wave hardware solves heuristically, we have selected a benchmark set of problem instances and implemented increasingly sophisticated classical computer programs that give optimum solutions to the same instances that are given to the D-Wave hardware. Of course, we cannot expect to solve all instances to optimality in reasonable time, but when we fail, our classical approaches deliver a solution along with a quality guarantee.

The goal of our experimental study is a contribution to answering the following questions:

  • How close are the D-Wave solutions to optimum or best known solutions?
  • How well does D-Wave perform in terms of computation time in comparison to our classical exact approaches?
  • Can classical heuristics compete with the D-Wave hardware in terms of quality and solution time?

The “classical” digital computers we use in our experiments range from notebooks to a computer cluster with 720 Intel E5-2690v2 3 GHz CPU cores and 4.5 TB of main memory; the quantum computer is a D-Wave 2000Q. We use all these devices as “black boxes” that all address the same task, and the quality of the results as well as the wall clock times to achieve them are measured.

In the following, we introduce our benchmark set of 1,445 instances. Then we explain the D-Wave parameter settings as well as the hardware and software for our exact approaches and the Selby heuristic.

8.1 Benchmark Set

In the composition of our benchmark set we have tried to cover a large variety of instances. The set contains 1,445 instances that we introduce here. They are available at https://minoa-itn.fau.de/benchmark-instances/. In each subsection header, we give the name of the dataset in parentheses.

8.1.1 McGeoch-Wang Instances (mgw-c8-439, mgw-c8-507, mgw-c16-2031). The set mgw-c8-439 contains C8-instances (D-Wave Two) described in McGeoch and Wang [48] and used by Dash and Puget [24]. Here, the ±1 edge weights (for Chimera edges and field edges) are drawn uniformly at random. Instances of this type are common in the physics community.

While the D-Wave Two has 512 qubits, the instances have only 439 qubits. The original instances are not available to us. We generated 100 random instances in which 73 qubits are declared “faulty.” In the northwest quarter of the D-Wave 2000Q that we use in our experiments, 5 qubits are indeed faulty, and the other 68 qubits are chosen at random, as well as the ±1 weights on all edges (+1 and 1 with equal probability) that are not connected to real or fake faulty qubits. So not only the weights but also the faulty qubits are chosen at random. This seems reasonable since we do not know the fixed set of 73 “faulty” qubits in the original experiments.

The set mgw-c8-507 contains 20 C8-instances that respect only the 5 really faulty qubits in the northwest quarter of the D-Wave 2000Q, giving instances on 507 qubits.

Finally, the set mgw-c16-2031 consists of 20 “large” instances on C16. Here, only the 17 faulty qubits and the two faulty couplers are respected, so that the instances are on 2,031 qubits and 7,950 nonzero coupler and field values.

8.1.2 Random Instances with Full Range within Granularity (rfr). The set rfr consists of 20 instances on C16 with uniform random weights on all Chimera and all field edges within the entire spectrum Γ={1.0,0.9,,0.1,0.0,0.1,,0.9,1.0}.

8.1.3 Selby Instances (selby-c8, selby-c16). Dash and Puget [24] have reported that McGeoch-Wang-like instances with zero field, i.e., hi=0 for all qubits, are very hard for ILP-based approaches. (As we shall see later, our experiments have confirmed this.) Selby [24] states that instances in which the field is zero and the weights of the edges connecting different K4,4s are about twice as large as those within the K4,4 subgraphs are even harder for his approaches and also for CPLEX. We generated such instances on C8 (selby-c8 with 20 instances) and C16 (selby-c16 with 20 instances) in order to figure out the limits of our current exact approaches. We chose uniform random weights in {0.5,,0.1,0.0,0.1,,0.5} for the intra-K4,4 edges and in Γ={1.0,,0.1,0.0,0.1,,1.0} for the inter-K4,4 edges. The field is 0.

8.1.4 Maximum Independent Set Instances (mis). In order to identify hard instances, we also provide a set of 20 maximum independent set instances (mis) on C16. Parekh et al. [52] have reported on a variety of computational experiments in which they compared exact as well as heuristic approaches with the quantum annealing approach of D-Wave Two (512 quantum bits). They found that their instances arising from the maximum independent set problem have been very hard to solve for the tested approaches.

They suggested to set the weights of all coupler edges in the corresponding Ising graph to Jij=1 with probability p=1/2 and Jij=0 otherwise. In order to get maximum independent set instances, the linear term values need to be the sum of the weights of the adjacent edges minus 2. Because of the limited precision, we scale the values down so that our edges get weight 1/10 and the linear term gets the value j:ijEJij0.2.

8.1.5 Practical Instances from Gate Assignment in [65] (pga). These instances stem from a study of solving a real-world problem from air traffic management with a D-Wave quantum annealer [65]. The problem is to find an optimum assignment of flights to gates at an airport such that the transit time for all passengers is minimized. The 1,035 problem instances in the set pga are exactly those used in the study after embedding them to the D-Wave quantum annealer with D-Wave's embedding heuristic [14]. Before embedding, the original problem instances had between 6 and 21 binary variables. Different from all other instance sets in this study, these instances have weights that do not respect the γ=10 granularity.

8.1.6 Large Gate-Assignment-Like Instances (lga). The instances used in [65] are quite small. Their size is bounded from above due to increasing granularity with increasing problem size. In order to generate instances that are close to the real-world problem but larger in size, we did the following. We used the same method and data for extracting flight gate assignment problem instances from real-world data as it was described in [65], i.e., use the connected components of the transfer passenger graph and apply binning on the passenger and time values. In contrast to [65], however, in the set lga we restricted ourselves to 20 larger instances with 50 to 90 binary variables. After embedding with D-Wave's heuristics [14], these instances exhibit granularities that exceed the precision of the D-Wave machine. Therefore, we employed binning after embedding once again to achieve γ=10 granularity.

8.1.7 Embedded K64 Ising Instances (k64ising). The interaction graphs of practical instances usually do not correspond to the restricted Chimera structure. Therefore, in nearly all cases it is required to embed the original problem into the hardware graph by mapping each original node to several qubits. Since embedding an arbitrary graph into the Chimera graph is most likely a hard problem itself, a precomputed generic embedding for a complete graph can be used. The current D-Wave architecture allows at most 64 fully connected nodes. The resulting embedded instances have a specific structure including long and strongly coupled qubit chains.

To simulate these kinds of instances, we have randomly generated Ising instances on graphs with 64 nodes. All edges in the random graph received a weight of either +1 or 1. Since the value of a node i whose weight exceeds the influence of the incoming edges, that is, if

|hi|jN(i)|Jij|,
can be directly set to sign(hi), we avoided those preprocessable nodes by choosing random node weights from {|N(i)|+1,,|N(i)|1} for each node iV, where N(i) denotes the set of neighbors of i. Afterwards, the resulting Ising model has been transferred into the Chimera graph of the current D-Wave architecture 2000Q via two different precomputed generic embeddings of the complete graph with 64 nodes. If the construction of one of the embedded Ising models was not possible using just integer coefficients between 10 and 10, the corresponding original instance was rejected. This was nearly always the case when the density of the random graph exceeded 0.25. Therefore, we have chosen the edge probabilities 0.23,0.24,0.25 for generating the random instances. In this way we created 40 K64 Ising instances, therefore 80 embedded ones. With edge weights divided by 10, they result in the instance set k64ising respecting our granularity restriction.

8.1.8 Embedded K64 MaxCut Instances (k64maxcut). In addition to the random Ising models, we are also considering unweighted MaxCut problems on randomly generated subgraphs of K64. The corresponding Ising objective for a graph G=(V,E) is ijEsisj with s{1,1}V. Hence, all Chimera edges get weight 1 and there is no h-field. The maximum cut size can then be obtained from an optimum solution s by 12(ijEsisj|E|).

For the transformation of the instances to Chimera Ising instances we proceed as in the previous subsection. In order to obtain integer coefficients between 10 and 10, we had to keep the density below 0.2. Therefore, we have chosen the edge probabilities 0.18,0.19,0.20 for generating the random instances. In total, 80 embedded instances were created out of 40 suitable graphs with 64 nodes each, resulting in the set k64maxcut. The embedding preserved the property of the nonexisting h-field.

8.1.9 Summary. Table 1 gives some statistics on the 11 problem sets.

Table 1. Statistics on the Instances
#Nodes #Edges
#Instances Min Max Avg Min Max Avg
mgw-c8-439 100 440 440 440.00 1,509 1,535 1,521.70
mgw-c8-507 20 508 508 508.00 1,951 1,951 1,951.00
mgw-c16-2031 20 2,032 2,032 2,032.00 7,950 7,950 7,950.00
rfr 20 2,032 2,032 2,032.00 7,541 7,618 7,577.70
selby-c8 20 507 507 507.00 1,314 1,347 1,331.55
selby-c16 20 2,031 2,031 2,031.00 5,399 5,494 5,462.85
mis 20 2,032 2,032 2,032.00 4,411 4,600 4,489.40
pga 1,035 9 88 22.12 24 246 0059.79
lga 30 502 1,745 1,060.87 1,636 5,043 3,230.13
k64ising 80 1,184 1,275 1,231.53 1,852 2,092 1,973.24
k64maxcut 80 1,101 1,226 1,175.03 1,370 1,577 1,482.28

The rows correspond to the 11 instance sets:

mgw-c8-439 McGeoch-Wang instances on 439 qubits of C8,
mgw-c8-507 McGeoch-Wang instances on 507 qubits of C8,
mgw-c16-2031 McGeoch-Wang instances on 2031 qubits of C16,
rfr random instances with full range within granularity,
selby-c8 Selby instances on C8,
selby-c16 Selby instances on C16,
mis maximum independent set instances,
pga practical instances from gate assignment,
lga large gate-assignment-like instances,
k64ising embedded K64 Ising instances,
k64maxcut embedded K64 MaxCut instances.

The columns are:

#instances total number of instances,
#nodes (min/max/average) number of nodes after transformation into MaxCut instances (there is an extra node for the field),
#edges (min/max/average) number of edges after transformation into MaxCut instances.

8.2 D-Wave Experimental Setup

For the D-Wave quantum annealer we will always consider the best solution of multiple runs.

The choice of the annealing time can have a substantial impact on the performance of a quantum annealer [36], and the optimal annealing time is instance dependent [29]. If the annealing time is too small, the adiabatic evolution is not guaranteed. On the other hand, if the annealing time is too large, decoherence will suppress the performance. We chose the reasonable annealing time Tanneal=20μs from a range that is commonly used and available on the D-Wave machines [36, 40]. We used R=10,000 annealing runs and no gauges. Therefore, when we talk about the D-Wave performance later, we refer to the performance with this particular choice of parameters.

For any instance of this study, the wall clock time Twall spent in the quantum processing unit is Twall=Tprog+Tsample, where the constant QPU programming time Tprog is in the order of milliseconds; see the D-Wave system documentation [20]. The QPU sampling time Tsample=Nsamples×Tqpu_per_sample is determined by the number of samples Nsamples as well as the QPU time Tqpu_per_sample per sample:

Tqpu_per_sample=Tanneal+Tdelay+Tread_out.
The sum of delay time between readouts Tdelay and the readout time Tread_out was 140μs on average. This results in a total sampling time of
Tsample=10000(20μs+140μs)=1.6s.

In our comparisons, we neglect the QPU programming time as well as the time spent in preprocessing and postprocessing on the digital front end and conservatively assume a wall clock time of 1.6 seconds for each instance.

All instances respect a fixed list of 17 faulty qubits and two faulty Chimera couplers of the D-Wave 2000Q machine installed at the NASA Quantum Artificial Intelligence Laboratory at NASA Ames on which the “D-Wave” experiments were carried out.

Instances on the Chimera graph C8 are treated by using only the northwest quarter of the D-Wave 2000Q Chimera graph C16 and setting all couplers outside the “northwest C8” to zero.

8.3 Polyhedral Experimental Setup

We describe the branch-and-cut implementations that we use in our experimental study.

8.3.1 general_maxcut . This is a basic implementation for general graphs on a MacBook Pro with a 2.9 GHz Core i7 processor that does not exploit the Chimera structure of our instance sets. The input instance is reduced by eliminating all zero weight edges and then all isolated nodes. The resulting graph is decomposed into its connected components and each component is solved by branch-and-cut with heuristic and exact separators for odd cycle inequalities in the root cutting plane part and in a “lazy” fashion using callback routines provided by the LP/IP solvers of Gurobi 9.0 [50] with default parameter settings, so that Gurobi is allowed to contribute further cutting planes. The root computation uses only one thread, the branch-and-cut part up to the eight (virtual) threads of the MacBook.

8.3.2 chimera_maxcut_plain . This is the most basic version of a total of four running under the Debian 7 operating system on two 3.00GHz Intel Xeon CPUs E5-2690v2 with 10 cores each, i.e., on a total of 20 cores.

The Selby heuristic is run first to provide an incumbent solution that is fed to the CPLEX [39] branch-and-cut algorithm. The time allowed to the heuristic (which runs on the same 20-thread environment) is 0.05 seconds if the instance has fewer than 520 nodes and 1 second otherwise.

CPLEX is allowed to generate its own cuts. In addition, we generate cycle inequalities (both with a heuristic and with an exact separator), “small facet” cuts coming from the cut polytope defined on a K4,4 graph, and local cuts on subgraphs made of

  • two consecutive (horizontal or vertical) K4,4 subgraphs (pairs),
  • three consecutive (horizontal or vertical) K4,4 (triples), and
  • a square of four adjacent K4,4 subgraphs (quads).

Triples and quads are only generated at the root node of the branch-and-cut tree. At every node of the branch-and-cut tree, other than the root, CPLEX is allowed to generate its own cuts, but our separation procedures are activated only if the node depth is equal to 3 or is a multiple of 6.

8.3.3 chimera_maxcut_dw . In addition to the original variables of the problem and to the cuts described above, variables, equations, and inequalities are added to reformulate the problem in a Dantzig-Wolfe fashion, by imposing that the projection of the solution into each of the K4,4 subgraphs be a convex combination of the incidence vectors of cuts of the subgraph. Of course, this reformulation makes the “small facet” inequalities redundant.

8.3.4 chimera_maxcut_dwS . This version is like the dw version but the extra node representing the field (the “sun”) explained in Section 4 is added to the K4,4 subgraphs.

8.3.5 chimera_maxcut_plain_lS . This version is like the plain version, but the three possible subgraphs on which we generate local cuts now include also the sun. With this setting we expect a behavior similar to the one of the dwS version.

8.4 Semidefinite Programming Experimental Setup

We refer to our implementation of the semidefinite programming approach described in Section 6.2 as sdp_maxcut. The program sdp_maxcut uses MATLAB with interfaces in C and runs on a 3.1 GHz Intel Optiplex 790 with four cores.

8.5 Selby Heuristic Experimental Setup

In our implementation of the Selby heuristic we used all the default settings of the code given in [61], with the exception of the parameter w of Section 7 for which we chose value 2 that produces subgraphs of tree-width 8 (this corresponds to value 14 for the parameter strat in [61] and to method “GS-TW2” in [62]). Consequently, for instances of C16, each call of the inner algorithm solves a MaxCut problem to optimality on an induced subgraph having more than 78% of the nodes in V. We slightly modified the original implementation by making the code suitable to be run in a multithread environment. Moreover, to make the experiments reproducible in any computational setting, we replaced the standard random number generator with the one proposed by Knuth [42]. Starting from the same seed, this generator produces the same sequence no matter in which hardware it is run or with which compiler it is built. A run of the heuristic for a single instance consists of 520 parallel threads, corresponding to 26 Xeon CPU's (out of the 36 available in our hardware facility), each equipped with 20 cores. Each thread was initialized with a different seed in the set {4,711,,5,230}. The wall clock time allowed to the parallel algorithm is 5 seconds for all instances. The code runs on the same machine as the four chimera_maxcut codes.

8.6 Time Measurements

The D-Wave machine has been run on all instances within 1.6 seconds of wall clock time in the quantum processing unit. To be consistent with the way time is measured with the D-Wave machine, in all classical computations, we measure the time by starting the stopwatch when input data are made available to the algorithm and ending it at the task termination. Therefore, what we call wall clock time includes user CPU, system, and various overheads. The I/O time, which, as said, is not included in the wall clock time, is the time necessary to read the data from a file and make it available to the algorithm. We estimated it, in a very conservative way, by reading the instances of the test-bed on the same machine where the computational tests were performed. This took at most 12 milliseconds, which is negligible if compared to the execution time of the various algorithms.

9 EXPERIMENTS AND RESULTS

9.1 general_maxcut

In order to identify the easiest instances, we have run general_maxcut on all instances with a limit of 5 seconds of wall clock time.

In this time frame, the entire pga set of 1,035 instances has been solved to optimality with computation times ranging from 0.002 to 0.780 seconds. This verifies that, regardless of possible granularity issues, D-Wave has determined optima for all 1,035 instances, yet general_maxcut does the same in less time.

Beyond the pga instances, general_maxcut also solves the entire set mis to optimality in between 0.19 and 0.61 seconds. D-Wave identifies correct ground states in 4 of the 20 cases; for the others the relative energy deviation ranges from 0.127% to 0.647% from the true ground states (see Figure 2), and the average deviation is 0.257%.

Figure 2
Fig. 2. Relative deviations of the best D-Wave energies from true ground state energies for the mis instances in percent.

The final instance set solved entirely to optimality by general_maxcut is the set k64ising, with wall clock times ranging from 0.08 to 0.60 seconds. D-Wave finds true ground states for 48 of the 80 instances; the relative energy deviation from a true ground state is at most 0.134% (see Figure 3).

Figure 3
Fig. 3. Relative deviations of the best D-Wave energies from true ground state energies for the k64ising instances in percent.

general_maxcut takes less time than D-Wave for all pga, mis, and k64ising instances.

Beyond the pga, mis, and k64ising instances, general_maxcut has solved 50 more instances to optimality within 5 seconds, namely 42 instances in the set mgw-c8-439 (between 0.97 and 4.85 seconds) and 8 instances in the set k64maxcut (between 0.71 and 1.25 seconds). For all the ground state computations mentioned so far branching has not been necessary; the optima were found in the root node.

At this point, we can declare digital computing as the clear winner for the datasets pga, mis, and k64ising; therefore, we exclude these datasets from further consideration. Thus, we are left with the instance sets mgw-c8-439 (even though we have already solved 42 of the 100 instances to optimality), mgw-c8-507, mgw-c16-2031, selby-c8, selby-c16, lga, and k64maxcut (even though we have already solved 42 of the 100 instances to optimality), a total of 310 instances.

9.2 chimera_maxcut

Each version of chimera_maxcut (explained in Section 8.3) is run on one node (with 20 threads per node) and all four are run in parallel; the running wall clock time for solving an instance is then the minimum among the times of these four runs. The global time limit is set to 8,000 seconds; any instance not finished within this time frame is declared unsolved.

Except for the pga, mis, and k64ising instances that have been treated in the preceding subsection, we provide the results for the remaining instance sets in the order we have introduced them in Section 8.1.

9.2.1 mgw-c8-439 . These instances are of the same type as those presented by McGeoch and Wang in Table 2 of [48]. Our wall clock time is between 0.35 and 3.99 seconds, 0.91 seconds on average over the 100 instances. These wall clock times are significantly better than those of general_maxcut. For 99 instances dwS was the winning strategy; only for the 24th instance plain_lS was better.

Indeed, as observed by McGeoch and Wang, who performed only 1,000 annealing runs on D-Wave Two, also our results on D-Wave 2000Q are almost always optimum: only in 5 of the 100 instances did the energy values differ from the optimum. The maximum relative deviation from the true ground state energy is 0.254%.

We remark that we have also made our own implementation of the standard linearization method used in [24] but observed significantly inferior solution times in comparison with chimera_maxcut.

Of course, for every instance, the given data can be interpreted as a QUBO instance rather than an Ising instance. (The Jij form the matrix Q and the hi form the vector q.) However, doing so makes a hard problem very easy, as can be observed when studying the computational experiments in [24]. We can confirm this and refrain from such experiments.

9.2.2 mgw-c8-507 . Even though these instances have only 68 more qubits, they are significantly harder for digital computing than the mgw-c8-439 instances: chimera_maxcut takes between 2.33 and 73.02 seconds, 19.03 seconds on average over the 20 instances. dwS is the winning strategy in 13 cases, plain_lS in 6 cases, and plain in 1 case (the hardest that takes 73.02 seconds). D-Wave finds true ground states for all 20 instances. This is the only instance set apart from pga for which D-Wave never fails to determine a ground state.

9.2.3 mgw-c16-2031 . These big McGeoch-Wang-type instances drive our ability to determine exact ground states almost to the limit, yet we were able to determine certified ground states for all of them. We present some details in Table 2.

Table 2. Wall Clock Times of chimera_maxcut on the Instance Set mgw-c16-2031 along with Relative Deviations of the D-Wave Energy from the Ground State Energy
Instance Name Plain dw dwS Plain-lS Deviation
mgw-c16-2031-01 TO TO 2,664.88 02,794.11 0.050%
mgw-c16-2031-02 TO TO 3,304.78 03,630.22 0.000%
mgw-c16-2031-03 TO TO 4,668.68 1,451.06 0.000%
mgw-c16-2031-04 TO TO TO 4,444.39 0.201%
mgw-c16-2031-05 TO TO 6,171.27 5,734.91 0.000%
mgw-c16-2031-06 TO TO TO 2,700.45 0.050%
mgw-c16-2031-07 TO TO TO 3,784.32 0.149%
mgw-c16-2031-08 TO TO 5,241.45 1,417.87 0.050%
mgw-c16-2031-09 TO TO TO 6,644.94 0.100%
mgw-c16-2031-10 2,255.14 4,539.81 692.87 00 640.97 0.098%
mgw-c16-2031-11 TO TO TO 2,993.91 0.200%
mgw-c16-2031-12 TO TO 3,990.80 00 865.74 0.050%
mgw-c16-2031-13 2,069.28 4,715.91 1,071.74 00 648.81 0.050%
mgw-c16-2031-14 TO TO TO 5,760.63 0.101%
mgw-c16-2031-15 TO TO 2,449.80 2,066.27 0.150%
mgw-c16-2031-16 TO TO 1,233.75 00 722.59 0.198%
mgw-c16-2031-17 TO TO TO 3,243.25 0.000%
mgw-c16-2031-18 TO TO TO 1,771.72 0.100%
mgw-c16-2031-19 TO TO TO 3,476.78 0.050%
mgw-c16-2031-20 TO TO 4,601.48 2,454.15 0.050%

The column headers are the instance name and the individual wall clock times taken by the four versions (run in parallel); the best wall clock time of these is in boldface, and “TO” stands for “timeout,” i.e., interruption after 8,000 seconds. The final column presents the relative deviation of the D-Wave energy from the ground state energy. D-Wave fails to determine a true ground state in 16 of the 20 cases; the maximum relative energy deviation from the ground state energy is 0.201%, and the average deviation is 0.082%.

9.2.4 rfr . This instance set turns out to be relatively easy for chimera_maxcut. For 18 of the 20 instances dwS is the winning strategy; for the other 2 instances (rfr-06 and rfr-17), plain_lS is the winning strategy. Computation times vary between 17.29 and 105.26 seconds.

The relative deviations of the D-Wave energies from the proven ground state energies are given in Figure 4. D-Wave fails to compute a ground state for all 20 instances, with relative deviations between 0.059% and 0.258%, and 0.137% on average.

Figure 4
Fig. 4. Relative deviations of the best D-Wave energies from true ground state energies for the rfr instances in percent.

9.2.5 selby-c8 . These instances have been designed to be very difficult and they meet the expectation. Nevertheless, chimera_maxcut is able to solve all but the 6th of the 20 instances to optimality with wall clock times between 48.80 and 7,589.84 seconds. We refrain from further discussion here because we shall see in the next subsection that sdp_maxcut performs significantly better on these instances.

9.2.6 selby-c16 . For this extremely hard instance set, chimera_maxcut is not able to determine proven ground states for any of the 20 instances within the 8,000-second time frame.

But whenever any of our programs stops due to timeout, it returns the spin configuration with the lowest energy E found during the computation along with a lower bound LB for the ground state energy. We report the gap percentages 100LBELB in Table 3 in the column labeled “quality” in the sense that the energy of the best found spin configuration is not more than “quality” percent higher than the ground state energy. The given quality has been achieved by the plain strategy for the first instance and by the dw strategy for the other 19 instances.

Table 3. Quality Guarantees of chimera_maxcut on the selby-c16 Instances along with Relative Deviations of the D-Wave Energy from the Best Known Energy
Instance Name Quality Deviation
selby-c16-01 1.664% 0.321%
selby-c16-02 1.603% 0.389%
selby-c16-03 2.007% 0.322%
selby-c16-04 2.087% 0.446%
selby-c16-05 1.975% 0.397%
selby-c16-06 1.962% 0.560%
selby-c16-07 1.879% 0.543%
selby-c16-08 1.932% 0.584%
selby-c16-09 2.029% 0.321%
selby-c16-10 2.029% 0.296%
selby-c16-11 2.043% 0.256%
selby-c16-12 2.127% 0.364%
selby-c16-13 1.938% 0.380%
selby-c16-14 1.208% 0.311%
selby-c16-15 1.926% 0.319%
selby-c16-16 2.053% 0.500%
selby-c16-17 2.047% 0.401%
selby-c16-18 2.171% 0.487%
selby-c16-19 1.919% 0.321%
selby-c16-20 2.130% 0.402%

The last column labeled “deviation” gives the D-Wave energy deviation from the energy of the best known spin configuration; see also Figure 5 for the D-Wave energy deviations: D-Wave never finds a ground state; the deviations are up to 0.584%, and 0.396% on average.

Figure 5
Fig. 5. Relative deviations of the best D-Wave energies from the best known energies for the selby-c16 instances in percent.

9.2.7 lga . chimera_maxcut is able to determine ground states for 26 of the 30 instances; the running times of the four strategies are reported in Table 4. For the remaining four instances, we report the solution qualities in Table 5. In all four cases, plain-lS was the winning strategy.

Table 4. Wall Clock Times of chimera_maxcut on the 26 Solved lga Instances
Instance Name Plain dw dwS Plain-lS
lga-01 TO TO TO 0, 809.67
lga-02 TO TO TO 0, 658.39
lga-03 TO TO TO 6,217.46
lga-05 236.52 2,626.42 346.62 0,290.13
lga-06 3,100.12 7,338.53 1,052.97 0, 175.51
lga-07 TO TO 3,548.81 0, 650.81
lga-08 TO TO TO 7,021.38
lga-10 TO TO TO 1,115.60
lga-11 714.12 5,415.36 321.72 0,327.28
lga-12 488.26 2,131.70 376.69 0, 292.48
lga-14 TO TO TO 3,204.21
lga-15 TO TO TO 1,222.99
lga-16 TO TO 3,242.09 1,047.80
lga-18 TO TO 1,367.65 0, 866.07
lga-19 TO TO TO 5,364.68
lga-20 TO TO 4,259.76 3,249.02
lga-21 TO TO 3,201.74 1,448.26
lga-22 TO TO 612.16 0, 459.02
lga-23 175.88 954.95 221.38 0,335.10
lga-24 319.68 2,549.71 542.34 0, 149.21
lga-25 TO TO TO 5,613.14
lga-26 TO TO 2,998.91 0, 391.15
lga-27 TO TO 3,016.28 0, 868.58
lga-28 TO TO TO 1,509.32
lga-29 TO TO TO 0, 960.65
lga-30 TO TO TO 1,440.32
Table 5. Quality Guarantees of chimera_maxcut on the Unsolved lga Instances
Instance Name Quality
lga-04 0.344%
lga-09 0.354%
lga-13 0.187%
lga-17 0.325%

We shall come back to the lga instances in the next subsection.

9.2.8 k64maxcut . Also, this instance set is relatively easy for chimera_maxcut with wall clock times ranging from 14.1 to 135.71 seconds. We refrain from giving a table with 80 rows but restrict our attention to Figure 6, which shows the relative D-Wave energy deviations from the ground state energies. D-Wave never finds a true ground state, and the energy differs from the ground state energy by at most 0.499% and by 0.288% on average.

Figure 6
Fig. 6. Relative deviations of the best D-Wave energies from true ground state energies for the k64maxcut instances in percent.

9.2.9 Summary. chimera_maxcut allows for determining true ground states for all but 25 of the remaining 310 “hard” instances within at most 8,000 seconds of computation time.

9.3 sdp_maxcut

sdp_maxcut has been run on the problematic selby-c8 and lga instance sets and succeeded in increasing the number of known ground states. (Unfortunately, sdp_maxcut could not be applied to the third problematic set selby-c16 due to the large number, 2,031, of nodes.)

9.3.1 selby-c8 . We have postponed the discussion of the selby-c8 instance set to this subsection, because sdp_maxcut performed significantly better than chimera_maxcut on this instance set. However, as before, the instance selby-c8-06 could not be solved to optimality. For the 19 solved instances, the computation times range from 191 to 931 seconds. For the sixth instance, sdp_maxcut returns a spin configuration with energy 350.6 along with a lower bound for the ground state energy of 351.2. Using chimera_maxcut without time limit, we could verify (in 11.4 hours) that 350.6 is indeed the ground state energy. D-Wave finds a true ground state in 13 of the 20 cases, and the relative deviation from the ground state energy is always less than 0.165%; see Figure 7.

Figure 7
Fig. 7. Relative deviations of the best D-Wave energies from true ground state energies for the selby-c8 instances in percent.

9.3.2 lga . In an attempt to find ground states for more lga instances, we have run sdp_maxcut with a time limit of 14,400 seconds, i.e., 4 hours. In Table 6 we give the wall clock times of all lga instances for which sdp_maxcut either determined ground states that were not established so far or showed better performance than chimera_maxcut in terms of computation time. In particular, we have established ground states for the instances lga-04, lga-13, and lga-17, so that lga-09 is the only lga instance for which we do not have a proven ground state yet.

Table 6. Successful Ground State Computations of sdp_maxcut on lga Instances
Instance Name Wall Clock Time
lga-04 13,290
lga-08 700
lga-11 220
lga-12 245
lga-13 2,900
lga-14 554
lga-17 4,172
lga-19 630
lga-20 940
lga-21 527
lga-25 3,115

D-Wave finds true ground states for 2 of the 30 instances, and the relative deviation from the ground state energy (or the best known energy for lga-09) is at most 0.347% and 0.145% on average; see Figure 8.

Figure 8
Fig. 8. Relative deviations of the best D-Wave energies from the best known energies for the lga instances in percent.

9.4 Selby Heuristic

The parallel runs of the four versions of chimera_maxcut used 4 nodes of the 36-node cluster at the Computer Science Department of the University of Cologne in which each node supports 20 threads.

We had the opportunity to use 28 of the 36 nodes to run a highly parallel (560 threads) version of the Selby heuristic.

It turned out that this allowed for finding the optimum or best known solutions of all 1,445 instances within at most 4.3 seconds, and of these the 1,035 pga instances in at most 0.03 seconds; see Figure 9 for the other 410 instances. Only four instances took longer than the 1.6 seconds given to D-Wave. So we wondered what would happen when we stopped the computation after 1.6 seconds. For some statistics on the four instances, see Table 7.

Figure 9
Fig. 9. Solution times of the Selby heuristic for the entire test-bed, excluding the pga instances.
Table 7. Performance of the Selby Heuristic with Time Limit 1.6 Seconds on the Four Instances for Which It Needs More Than This Time to Match the Best known Solution and Comparison to D-Wave Performance
Instance Selby Heuristic D-Wave
Instance Best Known Found After Deviation from Found Deviation from Ratio of
Name Energy Energy Seconds Best Known Energy Energy Best Known Energy Deviations
selby-c16-04 1,523.2 1,522.8 0.93 0.026% 1,516.4 0.446% 17.2
selby-c16-06 1,499.6 1,499.2 1.10 0.027% 1,491.2 0.560% 20.7
selby-c16-10 1,487.4 1,487.0 0.94 0.027% 1,483.0 0.296% 11.0
selby-c16-18 1,479.9 1,479.3 1.00 0.041% 1,472.7 0.487% 11.9

10 DISCUSSION

The easiest instance sets for our exact approaches have been pga, mis, and k64ising, all of which could be solved within a few seconds. The reason for the pga instances is their small size. On the other hand, the mis instances belong to the largest tested instances. Before transformation to Ising instances on Chimera graphs, they are independent set instances on bipartite graphs that can be solved in polynomial time. Our approaches seem to be able to profit from this fact, while the D-Wave machine does not. For D-Wave, these instances belong to the hardest tested instances. This confirms observations made by Parekh et al. [52]. The k64ising instances have a nonzero field and belong to the sparsest instances in our study, which explains that general_maxcut solves them very quickly. Also for D-Wave, these instances are not hard, although the ground state cannot be found for 40% of the instances.

The instance sets of medium difficulty for our exact approaches have been rfr, mgw-c8-439, and mgw-c8-507. These were solved to optimality in a few minutes. Although the rfr instances belong to the largest tested instances, their weight distribution (weights of wider range) made branch-and-cut approaches easier. This is in line with observations that have been made in the context of solving Ising spin glass problems on grid graphs, where instances with a Gaussian distribution on the edge weights have turned out to be much easier than those with ±1 edge weights. The McGeoch-Wang instance sets mgw-c8-439 and mgw-c8-507 belong to the smallest with a nonzero field. They are also easy for D-Wave.

The most difficult instance sets for our exact approaches have been selby-c8, k64maxcut, lga, mgw-c16-2031, and selby-c16. The Selby instances have been constructed to be very hard (zero field and difficult weight distribution) and they have kept their promise. Nevertheless, we have been able to solve all selby-c8 instances to optimality due to their small size, but the selby-c16 have been the hardest instances of the entire study, both for our exact algorithms and for the D-Wave machine that had the largest average gap for this set. With an edge/vertex ratio of only 1.26, k64maxcut is the sparsest instance set, which might explain why general_maxcut has been able to solve some of them to optimality within 5 seconds, yet other than the sparse k64ising instances they have a zero field, making them harder as already observed in the study of Dash and Puget [24]. The lga instances have been constructed to be large versions of the pga instances, and they are much larger. Their edge/vertex ratio is roughly twice the one of the k64 instances, and their weight structure makes them so hard that we have not been able to solve them all to provable optimality. The mgw-c16-2031 instances are the largest and densest of the entire study, but nevertheless, we have been able to determine ground states for all of them.

For 1,423 of the 1,445 instances of this study, we have been able to compute proven ground states within the chosen wall clock time limits. For one more instance (selby-c8-06) we have certified optimality of our best solution with the help of chimera_maxcut without time limit. We have tried and failed so far to do the same for the remaining 21 cases. But for the latter, our best solutions have a proven high quality: for the 20 selby-c16 instances, the maximum relative deviations from the ground state energy range from 1.208% to 2.171%, and for the only remaining unsolved lga-09 instance, the maximum relative deviation is 0.354%.

Table 8 provides a summary of our findings. #DW-best gives the number of times D-Wave finds a true ground state or a spin configuration of the best known energy, and %DW-gap gives the maximum and average deviations from the best known energy in percent.

Table 8. D-Wave Performance on All 1445 Instances
%DW-gap
#Instances #Opt-known #DW-best Max Avg
mgw-c8-439 100 100 95 0.254 0.013
mgw-c8-507 20 20 20 0.000 0.000
mgw-c16-2031 20 20 4 0.201 0.082
rfr 20 20 0 0.258 0.137
selby-c8 20 20 13 0.165 0.028
selby-c16 20 0 0 0.584 0.396
mis 20 20 4 0.647 0.257
pga 1,035 1,035 1,035 0.000 0.000
lga 30 29 2 0.347 0.145
k64ising 80 80 48 0.134 0.013
k64maxcut 80 80 0 0.499 0.288

Before we draw conclusions, it is appropriate to recall and discuss our experimental setup. Our computational study is based on the “black box approach,” in which all classical methods and the D-Wave method are treated as black boxes whose results are measured as a function of the wall clock time provided to them. Our D-Wave parameter choice results in a fixed D-Wave black box wall clock time of 1.6 seconds.

Of course, we might have tested various variations within each black box. In particular, in the D-Wave black box we might have varied the parameters Tanneal and R, keeping the 1.6-second total time or trying a shorter or longer total time. Even when keeping the 1.6-second total time, we might have adapted the internal parameter settings for particular instance sets in the quest of obtaining better performance. The limited resources did not allow for such variations. We would like to make clear that our discussion and conclusions are based on our fixed black box parameter choices that are in line with recommendations in the literature.

Based on the results presented in Section 9, we make an attempt at answering question (Q1):

  • The energies of D-Wave solutions are always close to ground state energies; the maximum deviation we have observed is 0.647%. On the other hand, D-Wave misses true ground states very often.

Yet we have no short answer to question Q2:

  • If we restrict to instance sets for which D-Wave reliably provides ground states, the classical methods do so faster (pga) or at roughly the same speed (mgw-c8-439). For the set mgw-c8-507, D-Wave finds all ground states at a faster speed. On the other hand, for the mis set, classical computation (on a notebook) outperforms D-Wave both in time and in quality. If we consider the 410 instances other than pga, then chimera_maxcut has determined proven ground states for 111 of these in less than 1.6 seconds. For these “easiest” instances beyond the pga instances D-Wave misses a true ground state for six instances, i.e., more than 5%. For all the other instance sets, digital computation takes longer or very much longer than 1.6 seconds yet produces better solutions in the majority of cases, as well as proofs of optimality or quality guarantees.

Concerning question (Q3), the only example heuristic we tried gives a clear picture: in less than 4.3 seconds, the Selby heuristic finds the best known solutions to all instances, while D-Wave fails to do so very often for the harder instance sets.

  • There is at least one heuristic (Selby) that performs better than D-Wavefor all but 4 of the 1,445 instances both in terms of quality and time, and for the remaining 4 in terms of quality.

11 CONCLUSION

By quantum annealing, the D-Wave computer realizes a fast heuristic for certain Ising problems. It cannot be expected to deliver true optimum solutions, but the relative deviations will usually be very small: rhe maximum relative deviation from the ground state energy is 0.647% over all 1,424 instances in this study for which we have been able to compute proven ground states. For the remaining 21 instances the deviation could be worse.

We observed that for C8/C16 pairs like mgw-c8/mgw-c16 and selby-c8/selby-c16 as well as for the pair pga/lga, the quality of the D-Wave solutions deteriorates with increasing problem size.

The exact algorithms provide the necessary certificates with which we can evaluate D-Wave and the Selby heuristic. However, we should stress the fact that exact optimization requires a lot of time to prove optimality, and thus it is not fair to compare their times with the heuristic times, but even with this additional burden, the exact algorithms are faster than D-Wave on a large portion of the sample.

If one needs to compute proven optimum solutions, then general MaxCut solvers based on polyhedral combinatorics or semidefinite programming are the methods of choice.

When we started this study, we conjectured, “What is hard for our mathematical optimization solvers in terms of running time is hard for the quantum annealer in terms of solution quality.” But the outcome of our experiments shows that this is not always true.

The most surprising result is the remarkably excellent performance of the Selby heuristic. Like D-Wave, the Selby heuristic cannot give an approximation quality guarantee, but the experiments show that it can produce very good solutions in short computation time. We have demonstrated that although D-Wave obtains near-optimal solutions to most of the instances with 1.6 seconds, it misses out on the optimal solutions for many instances (224), and the Selby heuristic (running on 520 cores) is qualitatively better. In 1.6 seconds, it obtains the best-known solution (optimum or otherwise) for all but 4 instances (i.e., for 1,441 of the 1,445 instances), and for the 4 instances where it does not obtain the best-known solution, its solution quality is much better than the one obtained by D-Wave. In 4.6 seconds it obtains the best-known solution for all 1,445 instances.

In this sense, the Selby heuristic is always the winner in terms of quality and also in terms of time for all instances except four, which all belong to the selby-c16 set, for which D-Wave energy values are always inferior to those obtained by the Selby heuristic.

While our exact approaches as well as the Selby heuristic have been tailored to the special architecture of Chimera graphs, we expect that similar exact approaches will also be possible for future architectures of D-Wave machines, and also new “classical” heuristics adapted to future architectures might well emerge.

It seems not unfair to compare a classical network of 28 digital processors with 20 threads each with a quantum annealer that has 2,048 qubits. If the former outperforms the latter, it is questionable if a quantum annealer can outperform classical computers for solving combinatorial optimization problems.

Since our instances are publicly available, our study meets the important basic requirement that our results are falsifiable by using a future version of the D-Wave computer or any other quantum annealer. In particular, the emerging new D-Wave Pegasus architecture will easily accommodate our instances because the C16 Chimera graph is a subgraph of the Pegasus graph.

It may well be (and we hope) that the exciting new quantum computer technology will make leaps in the future, but in our experiments we have certainly not observed superior performance of quantum annealing in comparison to “classical” methods. We hope that the scientific community, especially in the realm of quantum annealing, will take up the challenge to experiment with our instance set with known optimum solutions and find improved approaches to quantum annealing, including better parameter settings for current systems.

12 ACKNOWLEDGMENTS

The authors would like to thank NASA Quantum Artificial Intelligence Laboratory for many valuable discussions and the opportunity to use the D-Wave 2000Q machine at NASA Ames. Work of the third author is funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany's Excellence Strategy – EXC-2047/1 – 390685813. Finally, this article has profited a lot from the advice of two anonymous referees.

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Footnote

We gratefully acknowledge the funding from the European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No 764759 MINOA Mixed-Integer Nonlinear Optimisation: Algorithms and Applications. Authors’ addresses: M. Jünger, Department of Mathematics and Computer Science, University of Cologne, Albertus-Magnus-Platz, D-50923 Köln, Germany; email: juenger-sfb@cs.uni-koeln.de; E. Lobe, German Aerospace Center (DLR), Lilienthalplatz 7, D-38108 Braunschweig, Germany; email: Elisabeth.Lobe@dlr.de; P. Mutzel, Institute of Computer Science, University of Bonn, Friedrich-Hirzebruch-Allee 8, D-53115 Bonn, Germany; email: petra.mutzel@cs.uni-bonn.de; G. Reinelt, Department of Computer Science, Heidelberg University, Im Neuenheimer Feld 205, D-69120 Heidelberg, Germany; email: ip121@uni-heidelberg.de; F. Rendl, Department of Mathematics, University of Klagenfurt, Universitätsstraße 65–67, A-9020 Klagenfurt am Wörthersee, Austria; email: franz.rendl@aau.at; G. Rinaldi, Istituto di Analisi dei Sistemi ed, Informatica “A. Ruberti”–CNR, Via dei Taurini, 19, I-00185 Roma, Italy; email: rinaldi@iasi.cnr.it; T. Stollenwerk, German Aerospace Center (DLR), Linder Höhe, D-51147 Köln, Germany; email: Tobias.Stollenwerk@dlr.de.

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DOI: https://doi.org/10.1145/3459606

Publication History: Received April 2020; revised March 2021; accepted March 2021