Binary Optimization Problem Research Articles

Optimisation of spatiotemporal context-constrained full-view area coverage deployment in camera sensor networks via quantum annealing

Full-view coverage of a space area with a camera sensor network (CSN) is key to monitoring tasks like security monitoring. Unlike traditional CSN challenges that focus on mere target detection, the full-view area coverage problem (FVACP) demands recognition of targets irrespective of their locations or orientations. However, prior approaches often neglect real-world spatiotemporal context constraints like buildings and pedestrian dynamics, leading to inefficient CSN deployment. Moreover, FVACP’s complexity, being an NP-hard issue, underscores the need for effective optimisation strategies. Recently, quantum annealing (QA) has emerged as a promising solution, which potentially outperforms classical computing in optimisation tasks. Therefore, this study proposes a QA-based FVACP optimisation framework. It addresses spatial constraints by optimising candidate deployment points and tackles temporal constraints by optimising sensor orientations. These optimisation tasks are converted into quadratic unconstrained binary optimisation problems, which are suitable for QA techniques and benchmarking against classical methods. The effectiveness of the framework is validated through facial recognition-oriented experiments. Results demonstrate not only efficient CSN deployment with larger benefits and fewer cameras but also confirm the superiority of QA over classical computing given that it delivers approximate optimum outcomes across various scenarios. Consequently, CSN monitoring capabilities in real-world applications can be enhanced.

Capacitated Clustering via Majorization-Minimization and Collaborative Neurodynamic Optimization.

This paper addresses capacitated clustering based on majorization-minimization and collaborative neurodynamic optimization (CNO). Capacitated clustering is formulated as a combinatorial optimization problem. Its objective function consists of fractional terms with intra-cluster similarities in their numerators and cluster cardinalities in their denominators as normalized cluster compactness measures. To obviate the difficulty in optimizing the objective function with factional terms, the combinatorial optimization problem is reformulated as an iteratively reweighted quadratic unconstrained binary optimization problem with a surrogate function and a penalty function in a majorization-minimization framework. A clustering algorithm is developed based on CNO for solving the reformulated problem. It employs multiple Boltzmann machines operating concurrently for local searches and a particle swarm optimization rule for repositioning neuronal states upon their local convergence. Experimental results on ten benchmark datasets are elaborated to demonstrate the superior clustering performance of the proposed approaches against seven baseline algorithms in terms of 21 internal cluster validity criteria.

QUBO Problem Formulation of Fragment-Based Protein-Ligand Flexible Docking.

Protein-ligand docking plays a significant role in structure-based drug discovery. This methodology aims to estimate the binding mode and binding free energy between the drug-targeted protein and candidate chemical compounds, utilizing protein tertiary structure information. Reformulation of this docking as a quadratic unconstrained binary optimization (QUBO) problem to obtain solutions via quantum annealing has been attempted. However, previous studies did not consider the internal degrees of freedom of the compound that is mandatory and essential. In this study, we formulated fragment-based protein-ligand flexible docking, considering the internal degrees of freedom of the compound by focusing on fragments (rigid chemical substructures of compounds) as a QUBO problem. We introduced four factors essential for fragment-based docking in the Hamiltonian: (1) interaction energy between the target protein and each fragment, (2) clashes between fragments, (3) covalent bonds between fragments, and (4) the constraint that each fragment of the compound is selected for a single placement. We also implemented a proof-of-concept system and conducted redocking for the protein-compound complex structure of Aldose reductase (a drug target protein) using SQBM+, which is a simulated quantum annealer. The predicted binding pose reconstructed from the best solution was near-native (RMSD = 1.26 Å), which can be further improved (RMSD = 0.27 Å) using conventional energy minimization. The results indicate the validity of our QUBO problem formulation.

Wasserstein Robust Classification with Fairness Constraints

Problem definition: Data analytics models and machine learning algorithms are increasingly deployed to support consequential decision-making processes, from deciding which applicants will receive job offers and loans to university enrollments and medical interventions. However, recent studies show these models may unintentionally amplify human bias and yield significant unfavorable decisions to specific groups. Methodology/results: We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in the equality of opportunity criterion. We use a type-[Formula: see text] Wasserstein ambiguity set centered at the empirical distribution to represent distributional uncertainty and derive a conservative reformulation for the worst-case equal opportunity unfairness measure. We show that the model is equivalent to a mixed binary conic optimization problem, which standard off-the-shelf solvers can solve. We propose a convex, hinge-loss-based model for large problem instances whose reformulation does not incur binary variables to improve scalability. Moreover, we also consider the distributionally robust learning problem with a generic ground transportation cost to hedge against the label and sensitive attribute uncertainties. We numerically examine the performance of our proposed models on five real-world data sets related to individual analysis. Compared with the state-of-the-art methods, our proposed approaches significantly improve fairness with negligible loss of predictive accuracy in the testing data set. Managerial implications: Our paper raises awareness that bias may arise when predictive models are used in service and operations. It generally comes from human bias, for example, imbalanced data collection or low sample sizes, and is further amplified by algorithms. Incorporating fairness constraints and the distributionally robust optimization (DRO) scheme is a powerful way to alleviate algorithmic biases. Funding: This work was supported by the National Science Foundation [Grants 2342505 and 2343869] and the Chinese University of Hong Kong [Grant 4055191]. Supplemental Material: The online appendices are available at https://doi.org/10.1287/msom.2022.0230 .

Binary matrix factorization via collaborative neurodynamic optimization

Binary matrix factorization is an important tool for dimension reduction for high-dimensional datasets with binary attributes and has been successfully applied in numerous areas. This paper presents a collaborative neurodynamic optimization approach to binary matrix factorization based on the original combinatorial optimization problem formulation and quadratic unconstrained binary optimization problem reformulations. The proposed approach employs multiple discrete Hopfield networks operating concurrently in search of local optima. In addition, a particle swarm optimization rule is used to reinitialize neuronal states iteratively to escape from local minima toward better ones. Experimental results on eight benchmark datasets are elaborated to demonstrate the superior performance of the proposed approach against six baseline algorithms in terms of factorization error. Additionally, the viability of the proposed approach is demonstrated for pattern discovery on three datasets.

Quantum Parallel Training of a Boltzmann Machine on an Adiabatic Quantum Computer

AbstractDespite the anticipated speed‐up of quantum computing, the achievement of a measurable advantage remains subject to ongoing debate. Adiabatic Quantum Computers (AQCs) are quantum devices designed to solve quadratic uncostrained binary optimization (QUBO) problems, but their intrinsic thermal noise can be leveraged to train computationally demanding machine learning algorithms such as the Boltzmann Machine (BM). Despite an asymptotic advantage is expected only for large networks, a limited quantum speed up can be already achieved on a small BM is shown, by exploiting parallel adiabatic computation. This approach exhibits a 8.6‐fold improvement in wall time on the Bars and Stripes dataset when compared to a parallelized classical Gibbs sampling method, which has never been outperformed before by quantum approaches.

Multi-Objective Portfolio Optimization Using a Quantum Annealer

In this study, the portfolio optimization problem is explored, using a combination of classical and quantum computing techniques. The portfolio optimization problem with specific objectives or constraints is often a quadratic optimization problem, due to the quadratic nature of, for example, risk measures. Quantum computing is a promising solution for quadratic optimization problems, as it can leverage quantum annealing and quantum approximate optimization algorithms, which are expected to tackle these problems more efficiently. Quantum computing takes advantage of quantum phenomena like superposition and entanglement. In this paper, a specific problem is introduced, where a portfolio of loans need to be optimized for 2030, considering ‘Return on Capital’ and ‘Concentration Risk’ objectives, as well as a carbon footprint constraint. This paper introduces the formulation of the problem and how it can be optimized using quantum computing, using a reformulation of the problem as a quadratic unconstrained binary optimization (QUBO) problem. Two QUBO formulations are presented, each addressing different aspects of the problem. The QUBO formulation succeeded in finding solutions that met the emission constraint, although classical simulated annealing still outperformed quantum annealing in solving this QUBO, in terms of solutions close to the Pareto frontier. Overall, this paper provides insights into how quantum computing can address complex optimization problems in the financial sector. It also highlights the potential of quantum computing for providing more efficient and robust solutions for portfolio management.

Dynamic optimization on quantum hardware: Feasibility for a process industry use case

The quest for real-time dynamic optimization solutions in the process industry represents a formidable computational challenge, particularly within the realm of applications like model-predictive control, where rapid and reliable computations are critical. Conventional methods can struggle to surmount the complexities of such tasks. Quantum computing and quantum annealing emerge as avant-garde contenders to transcend conventional computational constraints. We convert a dynamic optimization problem, characterized by an optimization problem with a system of differential–algebraic equations embedded, into a Quadratic Unconstrained Binary Optimization problem, enabling quantum computational approaches. The empirical findings synthesized from classical methods, simulated annealing, quantum annealing via D-Wave’s quantum annealer, and hybrid solver methodologies, illuminate the intricate landscape of computational prowess essential for tackling complex and high-dimensional dynamic optimization problems. Our findings suggest that while quantum annealing is a maturing technology that currently does not outperform state-of-the-art classical solvers, continuous improvements could eventually aid in increasing efficiency within the chemical process industry.

An Efficient Binary Hybrid Equilibrium Algorithm for Binary Optimization Problems: Analysis, Validation, and Case Studies

Binary optimization problems belong to the NP-hard class because their solutions are hard to find in a known time. The traditional techniques could not be applied to tackle those problems because the computational cost required by them increases exponentially with increasing the dimensions of the optimization problems. Therefore, over the last few years, researchers have paid attention to the metaheuristic algorithms for tackling those problems in an acceptable time. But unfortunately, those algorithms still suffer from not being able to avert local minima, a lack of population diversity, and low convergence speed. As a result, this paper presents a new binary optimization technique based on integrating the equilibrium optimizer (EO) with a new local search operator, which effectively integrates the single crossover, uniform crossover, mutation operator, flipping operator, and swapping operator to improve its exploration and exploitation operators. In a more general sense, this local search operator is based on two folds: the first fold borrows the single-point crossover and uniform crossover to accelerate the convergence speed, in addition to avoiding falling into local minima using the mutation strategy; the second fold is based on applying two different mutation operators on the best-so-far solution in the hope of finding a better solution: the first operator is the flip mutation operator to flip a bit selected randomly from the given solution, and the second operator is the swap mutation operator to swap two unique positions selected randomly from the given solution. This variant is called a binary hybrid equilibrium optimizer (BHEO) and is applied to three common binary optimization problems: 0–1 knapsack, feature selection, and the Merkle–Hellman knapsack cryptosystem (MHKC) to investigate its effectiveness. The experimental findings of BHEO are compared with those of the classical algorithm and six other well-established evolutionary and swarm-based optimization algorithms. From those findings, it is concluded that BHEO is a strong alternative to tackle binary optimization problems. Quantatively, BHEO could reach an average fitness of 0.090737884 for the feature section problem and an average difference from the optimal profits for some used Knapsack problems of 2.482.

Qubit Efficient Quantum Algorithms for the Vehicle Routing Problem on Noisy Intermediate‐Scale Quantum Processors

AbstractThe vehicle routing problem with time windows (VRPTW) is a common optimization problem faced within the logistics industry. In this work, the use of a previously‐introduced qubit encoding scheme is explored to reduce the number of qubits, to evaluate the effectiveness of Noisy Intermediate‐Scale Quantum (NISQ) devices when applied to industry relevant optimization problems. A quantum variational approach is applied to a testbed of multiple VRPTW instances ranging from 11 to 3964 routes. These intances are formulated as quadratic unconstrained binary optimization (QUBO) problems based on realistic shipping scenarios. The results are compared with standard binary‐to‐qubit mappings after executing on simulators as well as various quantum hardware platforms, including IBMQ, AWS (Rigetti), and IonQ. These results are benchmarked against the classical solver, Gurobi. The approach can find approximate solutions to the VRPTW comparable to those obtained from quantum algorithms using the full encoding, despite the reduction in qubits required. These results suggest that using the encoding scheme to fit larger problem sizes into fewer qubits is a promising step in using NISQ devices to find approximate solutions for industry‐based optimization problems, although additional resources are still required to eke out the performance from larger problem sizes.

Evolution inspired binary flower pollination for the uncapacitated facility location problem

The present paper introduces a modified flower pollination algorithm (FPA) enhanced by evolutionary operators to solve the uncapacitated facility location problem (UFLP), which is one of the well-known location science problems. The aim in UFLP is to select some locations to open facilities among a certain number of candidate locations so as to minimize the total cost, which is the sum of facility opening costs and transportation costs. Since UFLP is a binary optimization problem, FPA, which is introduced to solve real-valued optimization problems, is redesigned to be able to conduct search in binary domains. This constitutes one of the contributions of the present study. In this context, some evolutionary operators such as crossover and mutation are adopted by the proposed FPA. Next, the mutation operator is further enhanced by making use of an adaptive procedure that introduces greater level of diversity at earlier iterations and encourages intensification toward the end of search. Thus, while premature convergence and local optima problems at earlier iterations are avoided, a more intensified search around the found promising regions is performed. Secondarily, as demonstrated in this study, by making use of the reported evolutionary procedures, FPA is able to run in binary spaces without employing any additional auxiliary procedures such as transfer functions. All available benchmarking instances are solved by the proposed approach. As demonstrated by the comprehensive experimental study that includes statistically verified results, the developed approach is found as a promising algorithm that can be extended to numerous binary optimization problems.

A hybrid multi-objective evolutionary algorithm with high solving efficiency for UAV defense programming

Emerging Unmanned Aerial Vehicle (UAV) application patterns, including the Loyal Wingman and Unmanned Swarms, have significantly challenged the administration and defense against illegal or trespassing UAVs. The weapon-target assignment (WTA) problem, a famous combinatorial optimization problem in military operations research, is decisive for the success of UAV defense programming. Related investigations face two main challenges: 1) Constructing a multi-objective optimization model reflecting the complexities of new UAV application patterns, and 2) solving the time-consuming WTA problem with high-dimension decision variables as it is NP-complete. This paper introduces a modified differential evolution based on a new mapping method called Pareto-Optimal-Matching that solves multi-objective binary optimization problems and constructs a 3 objective Sensor-Weapon-Target Assignment model. The proposed algorithm overcomes the inherent limitation of traditional differential evolution, which only performs well in continuous problems. Promising results were obtained based on different simulation metrics under various problems (proposed model, MOKP, and ZDT5), validating the superior performance of the proposed algorithm.

Learning Fair Policies for Multi-Stage Selection Problems from Observational Data

We consider the problem of learning fair policies for multi-stage selection problems from observational data. This problem arises in several high-stakes domains such as company hiring, loan approval, or bail decisions where outcomes (e.g., career success, loan repayment, recidivism) are only observed for those selected. We propose a multi-stage framework that can be augmented with various fairness constraints, such as demographic parity or equal opportunity. This problem is a highly intractable infinite chance-constrained program involving the unknown joint distribution of covariates and outcomes. Motivated by the potential impact of selection decisions on people’s lives and livelihoods, we propose to focus on interpretable linear selection rules. Leveraging tools from causal inference and sample average approximation, we obtain an asymptotically consistent solution to this selection problem by solving a mixed binary conic optimization problem, which can be solved using standard off-the-shelf solvers. We conduct extensive computational experiments on a variety of datasets adapted from the UCI repository on which we show that our proposed approaches can achieve an 11.6% improvement in precision and a 38% reduction in the measure of unfairness compared to the existing selection policy.

Annealing for prediction of grand canonical crystal structures: Implementation of n -body atomic interactions

We propose an annealing scheme usable on modern Ising machines for crystal structures prediction (CSP) by taking into account the general n-body atomic interactions and in particular three-body interactions which are necessary to simulate covalent bonds. The crystal structure is represented by discretizing a unit cell and placing binary variables which express the existence or nonexistence of an atom on every grid point. The resulting quadratic unconstrained binary optimization (QUBO) or higher-order unconstrained binary optimization (HUBO) problems implement the CSP problem and is solved using simulated and quantum annealing. Using the example of Lennard-Jones clusters we show that it is not necessary to include the target atom number in the formulation allowing for simultaneous optimization of both the particle density and the configuration and argue that this is advantageous for use on annealing machines as it reduces the total amount of interactions. We further provide a scheme that allows for reduction of higher-order interaction terms that is inspired by the underlying physics. We show for a covalently bonded monolayer MoS2 crystal that we can simultaneously optimize for the particle density as well as the crystal structure using simulated annealing. We also show that we reproduce ground states of the interatomic potential with high probability that are not represented on the initial discretization of the unit cell. Published by the American Physical Society 2024

Tight Sum-of-squares Lower Bounds for Binary Polynomial Optimization Problems

For binary polynomial optimization problems of degree 2d with n variables Sakaue, Takeda, Kim, and Ito [ 33 ] proved that the \(\lceil \frac{n+2d-1}{2}\rceil\) th semidefinite (SDP) relaxation in the SoS/Lasserre hierarchy of SDP relaxations provides the exact optimal value. When n is an odd number, we show that their analysis is tight, i.e., we prove that \(\frac{n+2d-1}{2}\) levels of the SoS/Lasserre hierarchy are also necessary. Laurent [ 24 ] showed that the Sherali-Adams hierarchy requires n levels to detect the empty integer hull of a linear representation of a set with no integral points. She conjectured that the SoS/Lasserre rank for the same problem is n -1. In this article, we disprove this conjecture and derive lower and upper bounds for the rank.

BinDMO: a new Binary Dwarf Mongoose Optimization algorithm on based Z-shaped, U-shaped, and taper-shaped transfer functions for CEC-2017 benchmarks

Intelligent swarm optimization algorithms have become increasingly common due to their success in solving real-world problems. Dwarf Mongoose Optimization (DMO) algorithm is a newly proposed intelligent swarm optimization algorithm in recent years. It was developed for continuous optimization problem solutions in its original paper. But real-world problems are not always problems that take continuously variable values. Real-world problems are often problems with discrete variables. Therefore, heuristic algorithms proposed for continuous optimization problems need to be updated to solve discrete optimization problems. In this study, DMO has been updated for binary optimization problems and the Binary DMO (BinDMO) algorithm has been proposed. In binary optimization, the search space consists of binary variable values. Transfer functions are often used in the conversion of continuous variable values to binary variable values. In this study, twelve different transfer functions were used (four Z-shaped, four U-shaped, and four Taper-shaped). Thus, twelve different BinDMO variations were obtained (BinDMO1, BinDMO2, …, BinDMO12). The achievements of BinDMO variations were tested on thirteen different unimodal and multimodal classical benchmark functions. The effectiveness of population sizes on the effectiveness of BinDMO was also investigated. When the results were examined, it was determined that the most successful BinDMO variation was BinDMO1 (with Z1-shaped transfer function). The most successful BinDMO variation was compared with three different binary heuristic algorithms selected from the literature (SO, PDO, and AFT) on CEC-2017 benchmark functions. According to the average results, BinDMO was the most successful binary heuristic algorithm. This has proven that BinDMO can be chosen as an alternative algorithm for binary optimization problems.

Transformation of Elliptic Curve Discrete Logarithm Problem to QUBO Using Direct Method in Quantum Annealing Applications

This paper investigates how to reduce the elliptic curve discrete logarithm problem over prime fields to the quadratic unconstrained binary optimization (QUBO) problem in order to obtain as few logical qubits as possible. In the best case scenario, if n is the bitlength of a characteristic of prime field Fp, approximately 3n³ logical qubits are required for such a reduction in the Edwards curve case. We present a practical attack on an elliptic curve discrete logarithm problem over the 3-bit prime field F7 for an elliptic curve with the subgroup of order 8. We solved this problem using the D-Wave Advantage QPU. To the best of the authors' knowledge, no one has made, so far, a practical attack on the elliptic curve discrete logarithm over a prime field using the direct quantum method.

Quantum annealing-based computed tomography using variational approach for a real-number image reconstruction

Objective. Despite recent advancements in quantum computing, the limited number of available qubits has hindered progress in CT reconstruction. This study investigates the feasibility of utilizing quantum annealing-based computed tomography (QACT) with current quantum bit levels. Approach. The QACT algorithm aims to precisely solve quadratic unconstrained binary optimization problems. Furthermore, a novel approach is proposed to reconstruct images by approximating real numbers using the variational method. This approach allows for accurate CT image reconstruction using a small number of qubits. The study examines the impact of projection data quantity and noise on various image sizes ranging from 4 × 4 to 24 × 24 pixels. The reconstructed results are compared against conventional reconstruction algorithms, namely maximum likelihood expectation maximization (MLEM) and filtered back projection (FBP). Main result. By employing the variational approach and utilizing two qubits for each pixel of the image, accurate reconstruction was achieved with an adequate number of projections. Under conditions of abundant projections and lower noise levels, the image quality in QACT algorithm outperformed that of MLEM and FBP algorithms. However, in situations with limited projection data and in the presence of noise, the image quality in QACT was inferior to that in MLEM. Significance. This study developed the QACT reconstruction algorithm using the variational approach for real-number reconstruction. Remarkably, only 2 qubits were required for each pixel representation, demonstrating their sufficiency for accurate reconstruction.

Calculating Global Minimum Points to Binary Polynomial Optimization Problem: Optimizing the Optimal PMU Localization Problem as a Case-Study

State estimation (SE) is an algorithmic function of an energy management system (EMS). SE provides an actual-time monitoring and control of modern electrical power grids. State Estimation can be worked with sufficiency using Phasor Measurement Units optimally placed within a power grid. This paper concerns the implementation of proper algorithms embedded in optimization solvers to the optimal PMU localization problem solving globally. The optimization model is formulated as a 0 - 1 nonlinear minimization problem. The problem is transformed to a polyhedron using linearization methods and B&B tree. In this model, we use a linear cost function under polynomial constraints and binary restrictions on the design variables in a symbolic format. This mathematical model is programmed in the YALMIP environment which is fully compatible with MATLAB. The 0 - 1 Nonlinear Programming (NLP) model is suitable for getting concisely global optimal solutions. The optimal solution is given by a wrapped optimization engine including a local optimizer routine performing together with a mixed-Integer-Linear Programming routine. The solution is achieved within a zero-gap precisely encountered during the iterative process. This tolerance criterion is a necessity for a successful implementation of the B&B tree because it ensures global optimality with an acceptance relative gap. The minimization model is implemented in a YALMIP code fully compatible with MATLAB in two stages. Initially, an objective function with one term is minimized to discover a number of sensors for wide-area monitoring, control and state estimator applications. Then, an extra product is considered in the objective to suffice maximum reliability for observing the network buses. The numerical minimization models are applied to standard power networks in the direction to be solved globally.

Improved cooperative Ant Colony Optimization for the solution of binary combinatorial optimization applications

AbstractBinary combinatorial optimization plays a crucial role in various scientific and engineering fields. While deterministic approaches have traditionally been used to solve these problems, stochastic methods, particularly metaheuristics, have gained popularity in recent years for efficiently handling large problem instances. Ant Colony Optimization (ACO) is among the most successful metaheuristics and is frequently employed in non‐binary combinatorial problems due to its adaptability. Although for binary combinatorial problems ACO can suffer from issues such as rapid convergence to local minima, its eminently parallel structure means that it can be exploited to solve large and complex problems also in this field. In order to provide a versatile ACO implementation that achieves competitive results across a wide range of binary combinatorial optimization problems, we introduce a parallel multicolony strategy with an improved cooperation scheme to maintain search diversity. We evaluate our proposal (Binary Parallel Cooperative ACO, BiPCACO) using a comprehensive benchmark framework, showcasing its performance and, most importantly, its flexibility as a successful all‐purpose solver for binary combinatorial problems.