Neural networks, error-correcting codes, and polynomials over the binary n-cube

Several ways of relating the concept of error-correcting codes to the concept of neural networks are presented. Performing maximum-likelihood decoding in a linear block error-correcting code is shown to be equivalent to finding a global maximum of the energy function of a certain neural network. Given a linear block code, a neural network can be constructed in such a way that every codeword corresponds to a local maximum. The connection between maximization of polynomials over the n-cube and error-correcting codes is also investigated; the results suggest that decoding techniques can be a useful tool for solving such maximization problems. The results are generalized to both nonbinary and nonlinear codes

Speeding up IP-based Algorithms for Constrained Quadratic 0-1 Optimization

In many practical applications, the task is to optimize a non-linear objective function over the vertices of a well-studied polytope as, e.g., the matching polytope or the travelling salesman polytope (TSP).Prominent examples are the quadratic assignment problem and the quadratic knapsack problem; further applications occur in various areas such as production planning or automatic graph drawing. In order to apply branch-and-cut methods for the exact solution of such problems, the objective function has to be linearized. However, the standard linearization usually leads to very weak relaxations. On the other hand, problem-specific polyhedral studies are often time-consuming.Our goal is the design of general separation routines that can replace detailed polyhedral studies of the resulting polytope and that can be used as a black box. As unconstrained binary quadratic optimization is equivalent to the maximum cut problem, knowledge about cut polytopes can be used in our setting. Other separation routines are inspired by the local cuts that have been developed by Applegate, Bixby, Chvatal and Cook for faster solution of large-scale traveling salesman instances. Finally, we apply quadratic reformulations of the linear constraints as proposed by Helmberg, Rendl and Weismantel for the quadratic knapsack problem. By extensive experiments, we show that a suitable combination of these methods leads to a drastical speedup in the solution of constrained quadratic 0-1 problems. We also discuss possible generalizations of these methods to arbitrary non-linear objective functions

Speeding up IP-based Algorithms for Constrained Quadratic 0-1 Optimization

In many practical applications, the task is to optimize a non-linear objective function over the vertices of a well-studied polytope as, e.g., the matching polytope or the travelling salesman polytope (TSP).Prominent examples are the quadratic assignment problem and the quadratic knapsack problem; further applications occur in various areas such as production planning or automatic graph drawing. In order to apply branch-and-cut methods for the exact solution of such problems, the objective function has to be linearized. However, the standard linearization usually leads to very weak relaxations. On the other hand, problem-specific polyhedral studies are often time-consuming.Our goal is the design of general separation routines that can replace detailed polyhedral studies of the resulting polytope and that can be used as a black box. As unconstrained binary quadratic optimization is equivalent to the maximum cut problem, knowledge about cut polytopes can be used in our setting. Other separation routines are inspired by the local cuts that have been developed by Applegate, Bixby, Chvatal and Cook for faster solution of large-scale traveling salesman instances. Finally, we apply quadratic reformulations of the linear constraints as proposed by Helmberg, Rendl and Weismantel for the quadratic knapsack problem. By extensive experiments, we show that a suitable combination of these methods leads to a drastical speedup in the solution of constrained quadratic 0-1 problems. We also discuss possible generalizations of these methods to arbitrary non-linear objective functions

Average value of solutions for the bipartite boolean quadratic programs and rounding algorithms

We consider domination analysis of approximation algorithms for the bipartite boolean quadratic programming problem (BBQP) with m+n variables. A closed-form formula is developed to compute the average objective function value A of all solutions in O(mn) time. However, computing the median objective function value of the solutions is shown to be NP-hard. Also, we show that any solution with objective function value no worse than A dominates at least 2 m+n-2 solutions and this bound is the best possible. Further, we show that such a solution can be identified in O(mn) time and hence the domination ratio of this algorithm is at least 14. We then show that for any fixed natural numbers a and b such that η=ab > 1, no polynomial time approximation algorithm exists for BBQP with domination ratio larger than 1-2(1-η)η(m+n), unless P = NP. It is shown that some powerful local search algorithms can get trapped at a local maximum with objective function value less than A. One of our approximation algorithms has an interesting rounding property which provides a data dependent lower bound on the optimal objective function value. A new integer programming formulation of BBQP is also given and computational results with our rounding algorithms are reported