Multi-objective QUBO Solver: Bi-objective Quadratic Assignment

TL;DR

This paper introduces a novel multi-objective algorithm for QUBO problems that avoids scalarisation, demonstrating improved solution quality on bi-objective Quadratic Assignment Problems using specialized hardware.

Contribution

It presents the first multi-objective QUBO solver that does not rely on scalarisation, enhancing solution quality for bi-objective problems with quantum-inspired hardware.

Findings

Performance depends on archiving strategy.

Non-scalarisation methods outperform scalarised approaches.

Algorithm effectively solves bi-objective Quadratic Assignment Problems.

Abstract

Quantum and quantum-inspired optimisation algorithms are designed to solve problems represented in binary, quadratic and unconstrained form. Combinatorial optimisation problems are therefore often formulated as Quadratic Unconstrained Binary Optimisation Problems (QUBO) to solve them with these algorithms. Moreover, these QUBO solvers are often implemented using specialised hardware to achieve enormous speedups, e.g. Fujitsu's Digital Annealer (DA) and D-Wave's Quantum Annealer. However, these are single-objective solvers, while many real-world problems feature multiple conflicting objectives. Thus, a common practice when using these QUBO solvers is to scalarise such multi-objective problems into a sequence of single-objective problems. Due to design trade-offs of these solvers, formulating each scalarisation may require more time than finding a local optimum. We present the first attempt to extend the algorithm supporting a commercial QUBO solver as a multi-objective solver that is not based on scalarisation. The proposed multi-objective DA algorithm is validated on the bi-objective Quadratic Assignment Problem. We observe that algorithm performance significantly depends on the archiving strategy adopted, and that combining DA with non-scalarisation methods to optimise multiple objectives outperforms the current scalarised version of the DA in terms of final solution quality.