Binary Quadratic Programming Problem Research Articles

Geração de colunas com divisão em clusters para o problema de programação quadrática binária irrestrita

Este trabalho propõe uma nova alternativa de geração de colunas (GC), baseada na relaxação lagrangeana com divisão em clusters (LagClus), para resolução do Problema de Programação Quadrática Binária Irrestrita (PQ). O PQ é um dos problemas clássicos de otimização não-linear, cujo objetivo é resolver uma função quadrática por meio da escolha de valores binários apropriados para as variáveis de decisão. A GC proposta trata um modelo linear inteiro misto (PQL) do PQ, que tem restrições representadas por meio de um grafo e é dividido através de uma heurística de particionamento. Além de encontrar soluções viáveis, o método proposto ainda apresenta duas formas alternativas para obtenção de limitantes para o PQ. Foram realizados vários experimentos computacionais, utilizando-se instâncias de difícil solução com diferentes características. A GC é comparada a métodos tradicionais de relaxação lagrangeana e outros métodos propostos recentemente, sendo que os resultados apresentados são superiores para a maioria das instâncias consideradas.

Decomposições Lagrangeanas para o problema de programação quadrática binária irrestrita

O Problema de Programação Quadrática Binária Irrestrita - PQ é um dos problemas clássicos na área de otimização não-linear cujo objetivo é otimizar uma função quadrática através da escolha de valores binários apropriados para as variáveis de decisão. Este trabalho propõe novas alternativas de decomposição Lagrangeana para obtenção de limitantes para o PQ. Os métodos propostos tratam uma versão linear inteira mista (PQL) do PQ que tem restrições representadas através de um grafo. Esse grafo é particionado em clusters de vértices formando um problema dual cuja solução é dada por um algoritmo de subgradiente. A cada iteração desse método, os subproblemas formados pelos subgrafos gerados são resolvidos pelo CPLEX. Experimentos computacionais tratam um conjunto de dados formado por diversas instâncias de difícil solução e diferentes características. Os resultados mostram a eficiência dos métodos propostos em relação a métodos tradicionais de relaxação Lagrangeana e outros métodos encontrados na literatura.

Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem

Perturbation Based Search Method for Solving Unconstrained Binary Quadratic Programming Problem

A Low-Complexity High-Performance Preprocessing Algorithm for Multiuser Detection Using Gold Sequences

The optimum multiuser detection problem can be formulated as a maximum likelihood problem, which yields a binary quadratic programming problem to be solved. Generally this problem is NP-hard and is therefore hard to solve in real time. In this paper, a preprocessing algorithm is presented which makes it possible to detect some or all users optimally for a low computational cost if signature sequences with low cross correlation, e.g., Gold sequences, are used. The algorithm can be interpreted as, e.g., an adaptive tradeoff between parallel interference cancellation and successive interference cancellation. Simulations show that the preprocessing algorithm is able to optimally compute more than 94,% of the bits in the problem when the users are time-synchronous, even though the system is heavily loaded and affected by noise. Any remaining bits, not computed by the preprocessing algorithm, can either be computed by a suboptimal detector or an optimal detector. Simulations of the time-synchronous case show that if a suboptimal detector is chosen, the bit error rate (BER) rate is significantly reduced compared with using the suboptimal detector alone.

A global continuation algorithm for solving binary quadratic programming problems

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 quadratic programming 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.

Memetic algorithms for the unconstrained binary quadratic programming problem

This paper presents a memetic algorithm, a highly effective evolutionary algorithm incorporating local search for solving the unconstrained binary quadratic programming problem (BQP). To justify the approach, a fitness landscape analysis is conducted experimentally for several instances of the BQP. The results of the analysis show that recombination-based variation operators are well suited for the evolutionary algorithms with local search. Therefore, the proposed approach includes — besides a highly effective randomized k-opt local search — a new variation operator that has been tailored specially for the application in the hybrid evolutionary framework. The operator is called innovative variation and is fundamentally different from traditional crossover operators, since new genetic material is included in the offspring which is not contained in one of the parents. The evolutionary heuristic is tested on 35 publicly available BQP instances, and it is shown experimentally that the algorithm is capable of finding best-known solutions to large BQPs in a short time and with a high frequency. In comparison to other approaches for the BQP, the approach appears to be much more effective, particularly for large instances of 1000 or 2500 binary variables.

Advanced fitness landscape analysis and the performance of memetic algorithms.

Memetic algorithms (MAs) have demonstrated very effective in combinatorial optimization. This paper offers explanations as to why this is so by investigating the performance of MAs in terms of efficiency and effectiveness. A special class of MAs is used to discuss efficiency and effectiveness for local search and evolutionary meta-search. It is shown that the efficiency of MAs can be increased drastically with the use of domain knowledge. However, effectiveness highly depends on the structure of the problem. As is well-known, identifying this structure is made easier with the notion of fitness landscapes: the local properties of the fitness landscape strongly influence the effectiveness of the local search while the global properties strongly influence the effectiveness of the evolutionary meta-search. This paper also introduces new techniques for analyzing the fitness landscapes of combinatorial problems; these techniques focus on the investigation of random walks in the fitness landscape starting at locally optimal solutions as well as on the escape from the basins of attractions of current local optima. It is shown for NK-landscapes and landscapes of the unconstrained binary quadratic programming problem (BQP) that a random walk to another local optimum can be used to explain the efficiency of recombination in comparison to mutation. Moreover, the paper shows that other aspects like the size of the basins of attractions of local optima are important for the efficiency of MAs and a local search escape analysis is proposed. These simple analysis techniques have several advantages over previously proposed statistical measures and provide valuable insight into the behaviour of MAs on different kinds of landscapes.

New heuristics for over-constrained flight to gate assignments

We consider the over-constrained Airport Gate Assignment Problem where the number of flights exceed the number of gates available, and where the objectives are to minimize the number of ungated flights and the total walking distances. The problem is formulated as a binary quadratic programming problem. We design a greedy algorithm and use a Tabu Search meta-heuristic to solve the problem. The greedy algorithm minimizes ungated flights while we devise a new neighbourhood search technique, the Interval Exchange Move, which allows us flexibility in seeking good solutions, especially when flight schedules are dense in time. Experiments conducted give good results.

Greedy and Local Search Heuristics for Unconstrained Binary Quadratic Programming

In this paper, a greedy heuristic and two local search algorithms, 1-opt local search and k-opt local search, are proposed for the unconstrained binary quadratic programming problem (BQP). These heuristics are well suited for the incorporation into meta-heuristics such as evolutionary algorithms. Their performance is compared for 115 problem instances. All methods are capable of producing high quality solutions in short time. In particular, the greedy heuristic is able to find near optimum solutions a few percent below the best-known solutions, and the local search procedures are sufficient to find the best-known solutions of all problem instances with n ≤ 100. The k-opt local searches even find the best-known solutions for all problems of size n ≤ 250 and for 11 out of 15 instances of size n e 500 in all runs. For larger problems (n e 500, 1000, 2500), the heuristics appear to be capable of finding near optimum solutions quickly. Therefore, the proposed heuristics—especially the k-opt local search—offer a great potential for the incorporation in more sophisticated meta-heuristics.

Performance of simulated annealing-based heuristic for the unconstrained binary quadratic programming problem

The unconstrained binary quadratic programming problem (BQP) is known to be NP-hard and has many practical applications. This paper presents a simulated annealing (SA)-based heuristic for the BQP. The new SA heuristic for the BQP is based on a simple (1-opt) local search heuristic and designed with a simple cooling schedule, but the multiple annealing processes are adopted. To show practical performances of the SA, we test on publicly available benchmark instances of large size ranging from 500 to 2500 variables and compare them with other heuristics such as multi-start local search, the previous SA, tabu search, and genetic algorithm incorporating the 1-opt local search. Computational results indicate that our SA leads to high-quality solutions with short times and is more effective than the competitors particularly for the largest benchmark set. Furthermore, the values of new best-known solutions found by the SA for several large instances are also reported.