quadratic convex reformulation is an important method for improving the performance of a branch-and-bound based binary quadratic programming solver. In this paper, we study a new convex reformulation method. By this r...
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quadratic convex reformulation is an important method for improving the performance of a branch-and-bound based binary quadratic programming solver. In this paper, we study a new convex reformulation method. By this reformulation, the efficiency of a branch-and-bound algorithm can be improved significantly. We also compare this new reformulation method with other proposed methods, whose effectiveness has been proven. Numerical experimental results show that our reformulation method performs better than the compared methods for certain types of binary quadratic programming problems.
We propose an entropy regularized splitting model using low-rank factorization for solving binary quadratic programming with linear inequality constraints. Different from the semidefinite programming relaxation model,...
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We propose an entropy regularized splitting model using low-rank factorization for solving binary quadratic programming with linear inequality constraints. Different from the semidefinite programming relaxation model, our model preserves the rank-one constraint and aims to find high quality rank-one solutions directly. The factorization transforms the variables into low-rank matrices, while the entropy term enforces the low-rank property of the splitting variable. A customized alternating direction method of multipliers is utilized to solve the proposed model. Specifically, our method uses the augmented Lagrangian function to deal with inequality constraints, and solves one subproblem on the oblique manifold by a regularized Newton method. Numerical results on the multiple-input multiple-output detection problem, the maxcut problem and the quadratic 0 - 1 problem indicate that our proposed algorithm has advantage over the SDP methods.
Unconstrained binary quadratic programming (UBQP) provides a unifying modeling and solution framework for solving a remarkable range of binary optimization problems, including many accompanied by constraints. Current ...
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Unconstrained binary quadratic programming (UBQP) provides a unifying modeling and solution framework for solving a remarkable range of binary optimization problems, including many accompanied by constraints. Current methods for solving UBQP problems customarily rely on neighborhoods consisting of flip moves that select one or more binary variables and "flip" their values to the complementary value (from 1 to 0 or from 0 to 1). We introduce a class of approaches called f-flip strategies that include a fractional value f as one of those available to the binary variables during intermediate stages of solution. A variety of different f-flip strategies, particularly within the context of multi-start algorithms, are proposed for pursuing intensification and diversification goals in metaheuristic algorithms, accompanied by special rules for evaluating and executing f-flips efficiently.
We investigate in this paper the duality gap between the binaryquadratic optimization problem and its semidefinite programming relaxation. We show that the duality gap can be underestimated by , where is the distance...
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We investigate in this paper the duality gap between the binaryquadratic optimization problem and its semidefinite programming relaxation. We show that the duality gap can be underestimated by , where is the distance between {-1, 1} and certain affine subspace, and (+1) is the smallest positive eigenvalue of a perturbed matrix. We also establish the connection between the computation of and the cell enumeration of hyperplane arrangement in discrete geometry.
We investigate in this paper the duality gap between the binaryquadratic optimization problem and its semidefinite programming relaxation. We show that the duality gap can be underestimated by , where is the distance...
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We investigate in this paper the duality gap between the binaryquadratic optimization problem and its semidefinite programming relaxation. We show that the duality gap can be underestimated by , where is the distance between {-1, 1} and certain affine subspace, and (+1) is the smallest positive eigenvalue of a perturbed matrix. We also establish the connection between the computation of and the cell enumeration of hyperplane arrangement in discrete geometry.
When an evolutionary algorithm addresses a sequence of instances of the same problem, it can seed its population with solutions that it found for previous instances. This technique is called case injection. How simila...
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ISBN:
(纸本)9781595931863
When an evolutionary algorithm addresses a sequence of instances of the same problem, it can seed its population with solutions that it found for previous instances. This technique is called case injection. How similar must the instances be for case injection to help an EA's search? We consider this question by applying a genetic algorithm, without and with case injection, to sequences of instances of binary quadratic programming. When the instances are similar, case injection helps;when the instances differ sufficiently, case injection is no help at all.
In this paper, we consider the binary quadratic programming problems (BQP). The unconstrained BQP is known to be NP-hard and has many practical applications like signal processing, economy, management and engineering....
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ISBN:
(纸本)9783319124360;9783319124353
In this paper, we consider the binary quadratic programming problems (BQP). The unconstrained BQP is known to be NP-hard and has many practical applications like signal processing, economy, management and engineering. Due to this reason, many algorithms have been proposed to improve its effectiveness and efficiency. In this paper, we propose a novel algorithm based on the basic algorithm proposed in [1], [2], [3] to solve problem BQP with Q being a seven-diagonal matrix. It is shown that the proposed algorithm has good performance and high efficiency. To further improve its efficiency, the neural network implementation is realized.
In this paper, we propose a new continuous approach for the unconstrained binary quadratic programming (BQP) problems based on the Fischer-Burmeister NCP function. Unlike existing relaxation methods, the approach refo...
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In this paper, we propose a new continuous approach for the unconstrained binary quadratic programming (BQP) problems based on the Fischer-Burmeister NCP function. Unlike existing relaxation methods, the approach reformulates a BQP problem as an equivalent continuous optimization problem, and then seeks its global minimizer via a global continuation algorithm which is developed by a sequence of unconstrained minimization for a global smoothing function. This smoothing function is shown to be strictly convex in the whole domain or in a subset of its domain if the involved barrier or penalty parameter is set to be sufficiently large, and consequently a global optimal solution can be expected. Numerical results are reported for 0-1 quadraticprogramming problems from the OR-Library, and the optimal values generated are made comparisons with those given by the well-known SBB and BARON solvers. The comparison results indicate that the continuous approach is extremely promising by the quality of the optimal values generated and the computational work involved, if the initial barrier parameter is chosen appropriately.
A new algorithm based on global equilibrium search (GES) is developed to solve an unconstrained binary quadratic programming (UBQP) problem. It is compared with the best methods of solving this problem. The GES algori...
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A new algorithm based on global equilibrium search (GES) is developed to solve an unconstrained binary quadratic programming (UBQP) problem. It is compared with the best methods of solving this problem. The GES algorithm is shown to be better both in speed and solution quality.
binary quadratic programming(BQP) problem was an NP-hard problem and had a large number of applications. In this paper, a new relaxation method, that was doubly nonnegative relaxation, was proposed for solving BQP pro...
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ISBN:
(纸本)9781510863064
binary quadratic programming(BQP) problem was an NP-hard problem and had a large number of applications. In this paper, a new relaxation method, that was doubly nonnegative relaxation, was proposed for solving BQP problem. Moreover, we prove that the doubly nonnegative relaxation for BQP is equivalent to a new tighter semidifinite relaxation. When BQP problem reduces to densest k-subgraph problem, the doubly nonnegative relaxation is equivalent to a tighter semidifinite relaxation. Finally, some comparative numerical results are reported to show that the efficiency of the doubly nonnegative relaxation is more promising than that of semidefinite relaxation for solving some specific BQP problems.
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