Revisiting some classical linearizations of the quadratic binary optimization problem and linkages with constraint aggregations

Abstract

In this paper, we examine explicit linearization models associated with the quadratic unconstrained binary optimization problem (QUBO). After reviewing some well-known basic linearization techniques, we present a new explicit linearization technique (PK) for QUBO with interesting properties. In particular, PK yields the same LP relaxation value as that of the standard linearization of QUBO while employing less number of constraints. We then show that using weighted aggregations of selected constraints of the basic linearization models, several new and effective linearization models of QUBO can be developed. Although aggregation of constraints has been studied in the past for solving systems of Diophantine equations in non-negative variables, none of them resulted in practical models, particularly due to the large size of the associated multipliers. For our aggregation based models, the multipliers can be of any positive real number. Moreover, we show that by choosing the multipliers appropriately, the LP relaxations of the resulting linearizations have optimal objective function values identical to that of the corresponding non-aggregated models. Theoretical and experimental comparisons of the new and existing explicit linearization models are also provided. Although our discussions were focused primarily on QUBO, the models and results we obtained extend naturally to the quadratic binary optimization problem with linear constraints.