Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference

We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF inference problems. The core of our method is a very efficient bounding procedure, which combines scalable semidefinite programming (SDP) and a cutting-plane method for seeking violated constraints. In order to further speed up the computation, several strategies have been exploited, including model reduction, warm start and removal of inactive constraints. We analyze the performance of the proposed method under different settings, and demonstrate that our method either outperforms or performs on par with state-of-the-art approaches. Especially when the connectivities are dense or when the relative magnitudes of the unary costs are low, we achieve the best reported results. Experiments show that the proposed algorithm achieves better approximation than the state-of-the-art methods within a variety of time budgets on challenging non-submodular MAP-MRF inference problems.Comment: 21 page

Linear Programming Relaxations of Quadratically Constrained Quadratic Programs

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and principal minors PSD cuts. Computational results based on instances from the literature are presented.Comment: Published in IMA Volumes in Mathematics and its Applications, 2012, Volume 15

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

New Formulation and Strong MISOCP Relaxations for AC Optimal Transmission Switching Problem

As the modern transmission control and relay technologies evolve, transmission line switching has become an important option in power system operators' toolkits to reduce operational cost and improve system reliability. Most recent research has relied on the DC approximation of the power flow model in the optimal transmission switching problem. However, it is known that DC approximation may lead to inaccurate flow solutions and also overlook stability issues. In this paper, we focus on the optimal transmission switching problem with the full AC power flow model, abbreviated as AC OTS. We propose a new exact formulation for AC OTS and its mixed-integer second-order conic programming (MISOCP) relaxation. We improve this relaxation via several types of strong valid inequalities inspired by the recent development for the closely related AC Optimal Power Flow (AC OPF) problem. We also propose a practical algorithm to obtain high quality feasible solutions for the AC OTS problem. Extensive computational experiments show that the proposed formulation and algorithms efficiently solve IEEE standard and congested instances and lead to significant cost benefits with provably tight bounds