Pub Date : 2022-05-01DOI: 10.1016/j.disopt.2021.100625
Xunhao Gu, Songzheng Zhao, Yang Wang
This paper presents a highly effective reinforcement learning enhancement of multi-neighborhood tabu search for the max-mean dispersion problem. The reinforcement learning component uses the Q-learning mechanism that incorporates the accumulated feedback information collected from the actions performed during the search to guide the generation of diversified solutions. The tabu search component employs 1-flip and reduced 2-flip neighborhoods to collaboratively perform the neighborhood exploration for attaining high-quality local optima. A learning automata method is integrated in tabu search to adaptively determine the probability of selecting each neighborhood. Computational experiments on 80 challenging benchmark instances demonstrate that the proposed algorithm is favorably competitive with the state-of-the-art algorithms in the literature, by finding new lower bounds for 3 instances and matching the best known results for the other instances. Key elements and properties are also analyzed to disclose the source of the benefits of our integration of learning mechanisms and tabu search.
{"title":"Reinforcement learning enhanced multi-neighborhood tabu search for the max-mean dispersion problem","authors":"Xunhao Gu, Songzheng Zhao, Yang Wang","doi":"10.1016/j.disopt.2021.100625","DOIUrl":"10.1016/j.disopt.2021.100625","url":null,"abstract":"<div><p>This paper presents a highly effective reinforcement learning enhancement of multi-neighborhood tabu search for the max-mean dispersion problem. The reinforcement learning component uses the Q-learning mechanism that incorporates the accumulated feedback information collected from the actions performed during the search to guide the generation of diversified solutions. The tabu search component employs 1-flip and reduced 2-flip neighborhoods to collaboratively perform the neighborhood exploration for attaining high-quality local optima. A learning automata method is integrated in tabu search to adaptively determine the probability of selecting each neighborhood. Computational experiments on 80 challenging benchmark instances demonstrate that the proposed algorithm is favorably competitive with the state-of-the-art algorithms in the literature, by finding new lower bounds for 3 instances and matching the best known results for the other instances. Key elements and properties are also analyzed to disclose the source of the benefits of our integration of learning mechanisms and tabu search.</p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":"44 ","pages":"Article 100625"},"PeriodicalIF":1.1,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.disopt.2021.100625","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127187036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-01DOI: 10.1016/j.disopt.2021.100629
Martin Koutecký , Asaf Levin , Syed M. Meesum , Shmuel Onn
With each separable optimization problem over a given set of vectors is associated its multichoice counterpart which involves choosing rather than one solutions from the set so as to maximize the given separable function over the sum of the chosen solutions. Such problems have been studied in various contexts under various names, such as load balancing in machine scheduling, congestion routing, minimum shared and vulnerable edge problems, and shifted optimization. Separable multichoice optimization has a very broad expressive power and can be hard already for explicitly given sets of binary points. In this article we consider the problem over monotone systems, also called independence systems. Typically such a system has exponential size, and we assume that it is presented implicitly by a linear optimization oracle. Our main results for separable multichoice optimization are the following. First, the problem over any monotone system with any separable concave function can be approximated in polynomial time with a constant approximation ratio which is independent of . Second, the problem over any monotone system with an arbitrary separable function can be approximated in polynomial time with an approximation ratio of .
{"title":"Approximate separable multichoice optimization over monotone systems","authors":"Martin Koutecký , Asaf Levin , Syed M. Meesum , Shmuel Onn","doi":"10.1016/j.disopt.2021.100629","DOIUrl":"10.1016/j.disopt.2021.100629","url":null,"abstract":"<div><p>With each separable optimization problem over a given set of vectors is associated its <em>multichoice</em> counterpart which involves choosing <span><math><mi>n</mi></math></span><span> rather than one solutions from the set so as to maximize the given separable function over the sum of the chosen solutions. Such problems have been studied in various contexts under various names, such as load balancing in machine scheduling, congestion routing, minimum shared and vulnerable edge problems, and shifted optimization. Separable multichoice optimization has a very broad expressive power and can be hard already for explicitly given sets of binary points. In this article we consider the problem over </span><em>monotone systems</em><span>, also called independence systems. Typically such a system has exponential size, and we assume that it is presented implicitly by a linear optimization oracle. Our main results for separable multichoice optimization are the following. First, the problem over any monotone system with any separable concave function<span> can be approximated in polynomial time with a constant approximation ratio which is independent of </span></span><span><math><mi>n</mi></math></span>. Second, the problem over any monotone system with an arbitrary separable function can be approximated in polynomial time with an approximation ratio of <span><math><mrow><mn>1</mn><mo>/</mo><mrow><mo>(</mo><mi>O</mi><mrow><mo>(</mo><mo>log</mo><mi>n</mi><mo>)</mo></mrow><mo>)</mo></mrow></mrow></math></span>.</p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":"44 ","pages":"Article 100629"},"PeriodicalIF":1.1,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.disopt.2021.100629","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133117962","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-01DOI: 10.1016/j.disopt.2021.100656
Vilmar Jefté Rodrigues de Sousa , Miguel F. Anjos , Sébastien Le Digabel
This work considers the graph partitioning problem known as maximum -cut. It focuses on investigating features of a branch-and-bound method to obtain global solutions. An exhaustive experimental study is carried out for the two main components of a branch-and-bound algorithm: Computing bounds and branching strategies. In particular, we propose the use of a variable neighborhood search metaheuristic to compute good feasible solutions, the -chotomic strategy to split the problem, and a branching rule based on edge weights to select variables. Moreover, we analyze a linear relaxation strengthened by semidefinite-based constraints, a cutting plane algorithm, and node selection strategies. Computational results show that the resulting method outperforms the state-of-the-art approach and discovers the solution of several instances, especially for problems with .
{"title":"Computational study of a branching algorithm for the maximum k-cut problem","authors":"Vilmar Jefté Rodrigues de Sousa , Miguel F. Anjos , Sébastien Le Digabel","doi":"10.1016/j.disopt.2021.100656","DOIUrl":"10.1016/j.disopt.2021.100656","url":null,"abstract":"<div><p><span>This work considers the graph partitioning problem known as maximum </span><span><math><mi>k</mi></math></span>-cut. It focuses on investigating features of a branch-and-bound method to obtain global solutions. An exhaustive experimental study is carried out for the two main components of a branch-and-bound algorithm: Computing bounds and branching strategies. In particular, we propose the use of a variable neighborhood search metaheuristic to compute good feasible solutions, the <span><math><mi>k</mi></math></span><span>-chotomic strategy to split the problem, and a branching rule based on edge weights to select variables. Moreover, we analyze a linear relaxation strengthened by semidefinite-based constraints, a cutting plane algorithm, and node selection strategies. Computational results show that the resulting method outperforms the state-of-the-art approach and discovers the solution of several instances, especially for problems with </span><span><math><mrow><mi>k</mi><mo>≥</mo><mn>5</mn></mrow></math></span>.</p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":"44 ","pages":"Article 100656"},"PeriodicalIF":1.1,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.disopt.2021.100656","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123551884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-01DOI: 10.1016/j.disopt.2020.100610
Jaime E. González , Andre A. Cire , Andrea Lodi , Louis-Martin Rousseau
The quadratic stable set problem (QSSP) is a natural extension of the well-known maximum stable set problem. The QSSP is NP-hard and can be formulated as a binary quadratic program, which makes it an interesting case study to be tackled from different optimization paradigms. In this paper, we propose a novel representation for the QSSP through binary decision diagrams (BDDs) and adapt a hybrid optimization approach which integrates BDDs and mixed-integer programming (MIP) for solving the QSSP. The exact framework highlights the modeling flexibility offered through decision diagrams to handle nonlinear problems. In addition, the hybrid approach leverages two different representations by exploring, in a complementary way, the solution space with BDD and MIP technologies. Machine learning then becomes a valuable component within the method to guide the search mechanisms. In the numerical experiments, the hybrid approach shows to be superior, by at least one order of magnitude, than two leading commercial MIP solvers with quadratic programming capabilities and a semidefinite-based branch-and-bound solver.
{"title":"BDD-based optimization for the quadratic stable set problem","authors":"Jaime E. González , Andre A. Cire , Andrea Lodi , Louis-Martin Rousseau","doi":"10.1016/j.disopt.2020.100610","DOIUrl":"10.1016/j.disopt.2020.100610","url":null,"abstract":"<div><p>The quadratic stable set<span> problem (QSSP) is a natural extension of the well-known maximum stable set problem. The QSSP is NP-hard and can be formulated as a binary quadratic program<span>, which makes it an interesting case study to be tackled from different optimization paradigms. In this paper, we propose a novel representation for the QSSP through binary decision diagrams (BDDs) and adapt a hybrid optimization approach which integrates BDDs and mixed-integer programming (MIP) for solving the QSSP. The exact framework highlights the modeling flexibility offered through decision diagrams to handle nonlinear problems. In addition, the hybrid approach leverages two different representations by exploring, in a complementary way, the solution space with BDD and MIP technologies. Machine learning then becomes a valuable component within the method to guide the search mechanisms. In the numerical experiments, the hybrid approach shows to be superior, by at least one order of magnitude, than two leading commercial MIP solvers with quadratic programming capabilities and a semidefinite-based branch-and-bound solver.</span></span></p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":"44 ","pages":"Article 100610"},"PeriodicalIF":1.1,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.disopt.2020.100610","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126365359","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-01DOI: 10.1016/j.disopt.2021.100657
Piyashat Sripratak , Abraham P. Punnen , Tamon Stephen
We consider the Bipartite Boolean Quadratic Programming Problem (BQP01), which generalizes the well-known Boolean quadratic programming problem (QP01). The model has applications in graph theory, matrix factorization and bioinformatics, among others. The primary focus of this paper is on studying the structure of the Bipartite Boolean Quadric Polytope (BQP) resulting from a linearization of a quadratic integer programming formulation of BQP01.
We present some basic properties and partial relaxations of BQP, as well as some families of facets and valid inequalities. We find facet-defining inequalities including a family of odd-cycle inequalities. We discuss various approaches to obtain a valid inequality and facets from those of the related Boolean quadric polytope. The key strategy is based on rounding coefficients, and it is applied to the families of clique and cut inequalities in BQP.
{"title":"The Bipartite Boolean Quadric Polytope","authors":"Piyashat Sripratak , Abraham P. Punnen , Tamon Stephen","doi":"10.1016/j.disopt.2021.100657","DOIUrl":"10.1016/j.disopt.2021.100657","url":null,"abstract":"<div><p>We consider the <span><em>Bipartite Boolean </em><em>Quadratic Programming</em><em> Problem</em></span><span> (BQP01), which generalizes the well-known Boolean quadratic programming problem (QP01). The model has applications in graph theory, matrix factorization and bioinformatics, among others. The primary focus of this paper is on studying the structure of the </span><span><em>Bipartite Boolean Quadric </em><em>Polytope</em></span> (BQP<span><math><msup><mrow></mrow><mrow><mi>m</mi><mo>,</mo><mi>n</mi></mrow></msup></math></span><span>) resulting from a linearization of a quadratic integer programming formulation of BQP01.</span></p><p>We present some basic properties and partial relaxations of BQP<span><math><msup><mrow></mrow><mrow><mi>m</mi><mo>,</mo><mi>n</mi></mrow></msup></math></span><span>, as well as some families of facets and valid inequalities. We find facet-defining inequalities including a family of odd-cycle inequalities. We discuss various approaches to obtain a valid inequality and facets from those of the related Boolean quadric polytope. The key strategy is based on rounding<span> coefficients, and it is applied to the families of clique and cut inequalities in BQP</span></span><span><math><msup><mrow></mrow><mrow><mi>m</mi><mo>,</mo><mi>n</mi></mrow></msup></math></span>.</p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":"44 ","pages":"Article 100657"},"PeriodicalIF":1.1,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.disopt.2021.100657","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127255795","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-05-01DOI: 10.1016/j.disopt.2020.100567
Daniel Bienstock , Yuri Faenza , Igor Malinović , Monaldo Mastrolilli , Ola Svensson , Mark Zuckerberg
The min knapsack problem appears as a major component in the structure of capacitated covering problems. Its polyhedral relaxations have been extensively studied, leading to strong relaxations for networking, scheduling and facility location problems.
A valid inequality with for a min knapsack instance is said to have pitch