重新审视二次二元优化问题的一些经典线性化方法以及与约束聚合的联系

IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED
Abraham P. Punnen, Navpreet Kaur Dhanda
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引用次数: 0

摘要

本文研究了与二次无约束二元优化问题(QUBO)相关的显式线性化模型。在回顾了一些著名的基本线性化技术后,我们提出了一种新的 QUBO 显式线性化技术(PK),它具有有趣的特性。特别是,PK 与 QUBO 标准线性化的 LP 松弛值相同,但采用的约束条件较少。然后我们证明,利用基本线性化模型中选定约束条件的加权聚合,可以开发出几种新的、有效的 QUBO 线性化模型。尽管过去曾有人研究过利用约束条件的聚合来求解非负变量的二叉方程组,但没有一个模型是实用的,特别是由于相关乘数的规模太大。对于我们基于聚合的模型,乘数可以是任何正实数。此外,我们还证明,通过适当选择乘数,所得到的线性化的 LP 放松具有与相应的非聚合模型相同的最佳目标函数值。我们还对新的和现有的显式线性化模型进行了理论和实验比较。虽然我们的讨论主要集中在 QUBO 上,但我们所获得的模型和结果可以自然地扩展到具有线性约束的二次二元优化问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Revisiting some classical linearizations of the quadratic binary optimization problem and linkages with constraint aggregations

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.

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来源期刊
Discrete Optimization
Discrete Optimization 管理科学-应用数学
CiteScore
2.10
自引率
9.10%
发文量
30
审稿时长
>12 weeks
期刊介绍: Discrete Optimization publishes research papers on the mathematical, computational and applied aspects of all areas of integer programming and combinatorial optimization. In addition to reports on mathematical results pertinent to discrete optimization, the journal welcomes submissions on algorithmic developments, computational experiments, and novel applications (in particular, large-scale and real-time applications). The journal also publishes clearly labelled surveys, reviews, short notes, and open problems. Manuscripts submitted for possible publication to Discrete Optimization should report on original research, should not have been previously published, and should not be under consideration for publication by any other journal.
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