Markov chain Monte Carlo

Quantum mechanics

Hybrid Monte Carlo

Algorithm

Gaussian

Quantum computer

Bayesian probability

Biology

Statistics

Degeneracy (biology)

Parallel computing

Computer science

Parallel tempering

Speedup

Physics

Simulated annealing

Bioinformatics

Mathematics

Quadratic equation

Quadratic unconstrained binary optimization

Artificial intelligence

Geometry

Quantum

Monte Carlo method

Frontiers in Physics

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.

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