A solvable class of quadratic 0–1 programming

AbstractWe show that the minimum of the pseudo-Boolean quadratic function ƒ(x) = xTQx + cTx can be found in linear time when the graph defined by Q is transformable into a combinatorial circuit of AND, OR, NAND, NOR or NOT logic gates. A novel modeling technique is used to transform the graph defined by Q into a logic circuit. A consistent labeling of the signals in the logic circuit from the set {0, 1} corresponds to the global minimum of ƒ and the labeling is determined through logic simulation of the circuit. Our approach establishes a direct and constructive relationship between pseudo-Boolean functions and logic circuits.In the restricted case when all the elements of Q are nonpositive, the minimum of ƒ can be obtained in polynomial time [15]. We show that the problem of finding the minimum of ƒ, even in the special case when all the elements of Q are positive, is NP-complete

Resolutions for unit groups of orders

We present a general algorithm for constructing a free resolution for unit groups of orders in semisimple rational algebras. The approach is based on computing a contractible $G$-complex employing the theory of minimal classes of quadratic forms and Opgenorth's theory of dual cones. The information from the complex is then used together with Wall's perturbation lemma to obtain the resolution

The linearization problem of a binary quadratic problem and its applications

We provide several applications of the linearization problem of a binary quadratic problem. We propose a new lower bounding strategy, called the linearization-based scheme, that is based on a simple certificate for a quadratic function to be non-negative on the feasible set. Each linearization-based bound requires a set of linearizable matrices as an input. We prove that the Generalized Gilmore-Lawler bounding scheme for binary quadratic problems provides linearization-based bounds. Moreover, we show that the bound obtained from the first level reformulation linearization technique is also a type of linearization-based bound, which enables us to provide a comparison among mentioned bounds. However, the strongest linearization-based bound is the one that uses the full characterization of the set of linearizable matrices. Finally, we present a polynomial-time algorithm for the linearization problem of the quadratic shortest path problem on directed acyclic graphs. Our algorithm gives a complete characterization of the set of linearizable matrices for the quadratic shortest path problem

Convex Combinatorial Optimization

We introduce the convex combinatorial optimization problem, a far reaching generalization of the standard linear combinatorial optimization problem. We show that it is strongly polynomial time solvable over any edge-guaranteed family, and discuss several applications

OSQP: An Operator Splitting Solver for Quadratic Programs

We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with the same coefficient matrix at almost every iteration. Our algorithm is very robust, placing no requirements on the problem data such as positive definiteness of the objective function or linear independence of the constraint functions. It can be configured to be division-free once an initial matrix factorization is carried out, making it suitable for real-time applications in embedded systems. In addition, our technique is the first operator splitting method for quadratic programs able to reliably detect primal and dual infeasible problems from the algorithm iterates. The method also supports factorization caching and warm starting, making it particularly efficient when solving parametrized problems arising in finance, control, and machine learning. Our open-source C implementation OSQP has a small footprint, is library-free, and has been extensively tested on many problem instances from a wide variety of application areas. It is typically ten times faster than competing interior-point methods, and sometimes much more when factorization caching or warm start is used. OSQP has already shown a large impact with tens of thousands of users both in academia and in large corporations