Quadratic reformulations of nonlinear binary optimization problems

Very large nonlinear unconstrained binary optimization problems arise in a broad array of applications. Several exact or heuristic techniques have proved quite successful for solving many of these problems when the objective function is a quadratic polynomial. However, no similarly efficient methods are available for the higher degree case. Since high degree objectives are becoming increasingly important in certain application areas, such as computer vision, various techniques have been recently developed to reduce the general case to the quadratic one, at the cost of increasing the number of variables. In this paper we initiate a systematic study of these quadratization approaches. We provide tight lower and upper bounds on the number of auxiliary variables needed in the worst-case for general objective functions, for bounded-degree functions, and for a restricted class of quadratizations. Our upper bounds are constructive, thus yielding new quadratization procedures. Finally, we completely characterize all ``minimal'' quadratizations of negative monomials

GENETIC ALGORITHM WITH GREEDY CROSSOVER AND ELITISM FOR CAPACITY PLANNING

We propose a modification to the genetic algorithm with greedy agglomerative crossover operator for the problem of scheduling product types at the facilities of the metal or plastic production factory where the goal is to minimize the number of switchings of the product type of the production lines. Similar algorithms with greedy agglomerative crossover for location problems do not use any elitism in the population. For the considered problem which may also be classified as a location problem, elitism in the population implemened in the form of tournament selection plays a positive role.  The article also discusses the dependence of the efficiency of the evolutionary algorithm on the size of the population.   As our experiments show, the introduction of elitism into such an algorithm enables us to increase both the rate of convergence of the algorithm and the accuracy of the solution. A special aspect chooses an individual with the best value of the objective function

Aspects of stability for multicriteria quadratic problems of Boolean programming

We consider a multicriteria Boolean programming problem of finding the Pareto set. Partial criteria are given as quadratic functions, and they are exposed to independent perturbations. We study quantitative characteristic of stability (stability radius) of the problem. The lower and upper bounds for the stability radius are obtained in the situation where solution space and problem parameter space are endowed with various H¨older’s norms.</p

Box-Inequalities for Quadratic Assignment Polytopes

Linear Programming based lower bounds have been considered both for the general as well as for the symmetric quadratic assignment problem several times in the recent years. They have turned out to be quite good in practice. Investigations of the polytopes underlying the corresponding integer linear programming formulations (the non-symmetric and the symmetric quadratic assignment polytope) have been started by Rijal (1995), Padberg and Rijal (1996), and Jünger and Kaibel (1996, 1997). They have lead to basic knowledge on these polytopes concerning questions like their dimensions, affine hulls, and trivial facets. However, no large class of (facet-defining) inequalities that could be used in cutting plane procedures had been found. We present in this paper the first such class of inequalities, the box inequalities, which have an interesting origin in some well-known hypermetric inequalities for the cut polytope. Computational experiments with a cutting plane algorithm based on these inequalities show that they are very useful with respect to the goal of solving quadratic assignment problems to optimality or to compute tight lower bounds. The most effective ones among the new inequalities turn out to be indeed facet-defining for both the non-symmetric as well as for the symmetric quadratic assignment polytope

An ODE approach to multiple choice polynomial programming

We propose an ODE approach to solving multiple choice polynomial programming (MCPP) after assuming that the optimum point can be approximated by the expected value of so-called thermal equilibrium as usually did in simulated annealing. The explicit form of the feasible region and the affine property of the objective function are both fully exploited in transforming the MCPP problem into the ODE system. We also show theoretically that a local optimum of the former can be obtained from an equilibrium point of the latter. Numerical experiments on two typical combinatorial problems, MAX-$k$-CUT and the calculation of star discrepancy, demonstrate the validity of our ODE approach, and the resulting approximate solutions are of comparable quality to those obtained by the state-of-the-art heuristic algorithms but with much less cost. This paper also serves as the first attempt to use a continuous algorithm for approximating the star discrepancy.Comment: Submitted for publication on Dec. 13, 202

Nonconvex continuous models for combinatorial optimization problems with application to satisfiability and node packing problems

We show how a large class of combinatorial optimization problems can be reformulated as a nonconvex minimization problem over the unit hyper cube with continuous variables. No additional constraints are required; all constraints are incorporated in the n onconvex objective function, which is a polynomial function. The application of the general transform to satisfiability and node packing problems is discussed, and various approximation algorithms are briefly reviewed. To give an indication of the strength of the proposed approaches, we conclude with some computational results on instances of the graph coloring problem

Sum-of-squares hierarchies for binary polynomial optimization

We consider the sum-of-squares hierarchy of approximations for the problem of minimizing a polynomial $f$ over the boolean hypercube $\mathbb{B}^{n}=\{0,1\}^n$. This hierarchy provides for each integer $r \in \mathbb{N}$ a lower bound $f_{(r)}$ on the minimum $f_{\min}$ of $f$, given by the largest scalar $\lambda$ for which the polynomial $f - \lambda$ is a sum-of-squares on $\mathbb{B}^{n}$ with degree at most $2r$. We analyze the quality of these bounds by estimating the worst-case error $f_{\min} - f_{(r)}$ in terms of the least roots of the Krawtchouk polynomials. As a consequence, for fixed $t \in [0, 1/2]$, we can show that this worst-case error in the regime $r \approx t \cdot n$ is of the order $1/2 - \sqrt{t(1-t)}$ as $n$ tends to $\infty$. Our proof combines classical Fourier analysis on $\mathbb{B}^{n}$ with the polynomial kernel technique and existing results on the extremal roots of Krawtchouk polynomials. This link to roots of orthogonal polynomials relies on a connection between the hierarchy of lower bounds $f_{(r)}$ and another hierarchy of upper bounds $f^{(r)}$, for which we are also able to establish the same error analysis. Our analysis extends to the minimization of a polynomial over the $q$-ary cube $(\mathbb{Z}/q\mathbb{Z})^{n}$.Comment: 23 pages, 1 figure. Fixed a typo in Theorem 1 and Theorem