Cited by 142Quantum Computing Algorithms and ArchitectureMetaheuristic Optimization Algorithms ResearchAdvanced Optimization Algorithms Research

Application of Ising Machines and a Software Development for Ising Machines

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Tanahashi, Kotaro, Takayanagi, Shinichi, Motohashi, Tomomitsu, Tanaka, Shu·2019·Journal of the Physical Society of Japan

Abstract

An online advertisement optimization, which can be represented by a combinatorial optimization problem is performed using D-Wave 2000Q, a quantum annealing machine. To optimize the online advertisement allocation optimization, we introduce a generalized version of the Markowitz mean-variance model which is a basic model of portfolio optimization. The obtained optimization performance using D-Wave 2000Q is higher than that using the greedy method which is a conventional method. Additionally, to conveniently use Ising machines including a quantum annealing machine, new software called PyQUBO is developed. The first half of the paper gives a review of several combinatorial optimization problems and how to represent them using the Ising model or the quadratic unconstrained binary optimization (QUBO) form. We show the results of the online advertisement allocation optimization and the explanation of PyQUBO in the last half of the paper.

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Crossref · 10.7566/jpsj.88.061010

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25 of 25 references verified0 citation errors · 0 not checkable

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  • Inequality constraints can be mapped to equality constraints, where additional variables have to be introduced.

    “Inequality constraints can be mapped to equality constraints, where additional variables have to be introduced [53, 135].”
  • The equality constraints can be considered in the Hamiltonian as penalty terms.

    “The equality constraints can be considered in the Hamiltonian as so-called penalty terms as [135]:”
  • If λ is too low, then infeasible states are more likely to occur; if it is too high, then the quality of the obtained solutions deteriorates.

    “If λ is too low, then infeasible states are more likely to occur; if it is too high, then the quality of the obtained solutions deteriorates, because H constraint dominates H cost .”

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Authors
Tanahashi, K., Takayanagi, S., Motohashi, T., & Tanaka, S.
Affiliations
  • Nihon University (JP)
  • Waseda University (JP)
Venue
Journal of the Physical Society of Japan
Published
2019-06-15
Volume
88
Issue
6
Pages
061010
ISSN
  • 0031-9015 (ISSN-L)
  • 1347-4073
OpenAlex
W2946526084
Cited by
142
References
25
Citations by year
2026: 17 · 2025: 26 · 2024: 25 · 2023: 24 · 2022: 13 · 2021: 19 · 2020: 14 · 2019: 4
FWCI
5.77
Type
journal article
Language
en
Open access
Licence
cc-by
Locations
Journal of the Physical Society of Japan (publishedVersion, cc-by)
Funders
  • Precursory Research for Embryonic Science and Technology (JPMJPR1665)
  • Japan Society for the Promotion of Science (15K17720, 15H03699)
Topics
  • Physical Sciences › Computer Science › Artificial Intelligence › Quantum Computing Algorithms and Architecture
  • Physical Sciences › Computer Science › Artificial Intelligence › Metaheuristic Optimization Algorithms Research
  • Physical Sciences › Mathematics › Numerical Analysis › Advanced Optimization Algorithms Research
Keywords
Ising machines, quantum annealing, D-Wave 2000Q, combinatorial optimization, Markowitz mean-variance model, portfolio optimization, QUBO, Ising model

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