A linear programming reformulation of the standard quadratic optimization problem

The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO). It is NP-hard, and contains the maximum stable set problem in graphs as a special case. In this note, we show that the SQO problem may be reformulated as an (exponentially sized) linear program (LP). This reformulation also suggests a hierarchy of polynomial-time solvable LP’s whose optimal values converge finitely to the optimal value of the SQO problem. The hierarchies of LP relaxations from the literature do not share this finite convergence property for SQO, and we review the relevant counterexamples.Accepted versio

A note on QUBO instances defined on Chimera graphs

McGeoch and Wang (2013) recently obtained optimal or near-optimal solutions to some quadratic unconstrained boolean optimization (QUBO) problem instances using a 439 qubit D-Wave Two quantum computing system in much less time than with the IBM ILOG CPLEX mixed-integer quadratic programming (MIQP) solver. The problems studied by McGeoch and Wang are defined on subgraphs -- with up to 439 nodes -- of Chimera graphs. We observe that after a standard reformulation of the QUBO problem as a mixed-integer linear program (MILP), the specific instances used by McGeoch and Wang can be solved to optimality with the CPLEX MILP solver in much less time than the time reported in McGeoch and Wang for the CPLEX MIQP solver. However, the solution time is still more than the time taken by the D-Wave computer in the McGeoch-Wang tests.Comment: Version 1 discussed computational results with random QUBO instances. McGeoch and Wang made an error in describing the instances they used; they did not use random QUBO instances but rather random Ising Model instances with fields (mapped to QUBO instances). The current version of the note reports on tests with the precise instances used by McGeoch and Wan

The Machine-Part Cell Formation Problem with Non-Binary Values: A MILP Model and a Case of Study in the Accounting Profession

The traditional machine-part cell formation problem simultaneously clusters machines and parts in different production cells from a zero–one incidence matrix that describes the existing interactions between the elements. This manuscript explores a novel alternative for the well-known machine-part cell formation problem in which the incidence matrix is composed of non-binary values. The model is presented as multiple-ratio fractional programming with binary variables in quadratic terms. A simple reformulation is also implemented in the manuscript to express the model as a mixed-integer linear programming optimization problem. The performance of the proposed model is shown through two types of empirical experiments. In the first group of experiments, the model is tested with a set of randomized matrices, and its performance is compared to the one obtained with a standard greedy algorithm. These experiments showed that the proposed model achieves higher fitness values in all matrices considered than the greedy algorithm. In the second type of experiment, the optimization model is evaluated with a real-world problem belonging to Human Resource Management. The results obtained were in line with previous findings described in the literature about the case study

Using a conic bundle method to accelerate both phases of a quadratic convex reformulation

We present algorithm MIQCR-CB that is an advancement of method MIQCR~(Billionnet, Elloumi and Lambert, 2012). MIQCR is a method for solving mixed-integer quadratic programs and works in two phases: the first phase determines an equivalent quadratic formulation with a convex objective function by solving a semidefinite problem $(SDP)$, and, in the second phase, the equivalent formulation is solved by a standard solver. As the reformulation relies on the solution of a large-scale semidefinite program, it is not tractable by existing semidefinite solvers, already for medium sized problems. To surmount this difficulty, we present in MIQCR-CB a subgradient algorithm within a Lagrangian duality framework for solving $(SDP)$ that substantially speeds up the first phase. Moreover, this algorithm leads to a reformulated problem of smaller size than the one obtained by the original MIQCR method which results in a shorter time for solving the second phase. We present extensive computational results to show the efficiency of our algorithm