{"title":"重新审视二次二元优化问题的一些经典线性化方法以及与约束聚合的联系","authors":"Abraham P. Punnen, Navpreet Kaur Dhanda","doi":"10.1016/j.disopt.2024.100858","DOIUrl":null,"url":null,"abstract":"<div><p>In this paper, we examine explicit linearization models associated with the quadratic unconstrained binary optimization problem (QUBO). After reviewing some well-known basic linearization techniques, we present a new explicit linearization technique (PK) for QUBO with interesting properties. In particular, PK yields the same LP relaxation value as that of the standard linearization of QUBO while employing less number of constraints. We then show that using weighted aggregations of selected constraints of the basic linearization models, several new and effective linearization models of QUBO can be developed. Although aggregation of constraints has been studied in the past for solving systems of Diophantine equations in non-negative variables, none of them resulted in practical models, particularly due to the large size of the associated multipliers. For our aggregation based models, the multipliers can be of any positive real number. Moreover, we show that by choosing the multipliers appropriately, the LP relaxations of the resulting linearizations have optimal objective function values identical to that of the corresponding non-aggregated models. Theoretical and experimental comparisons of the new and existing explicit linearization models are also provided. Although our discussions were focused primarily on QUBO, the models and results we obtained extend naturally to the quadratic binary optimization problem with linear constraints.</p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":"54 ","pages":"Article 100858"},"PeriodicalIF":0.9000,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S1572528624000379/pdfft?md5=88f5ed7ffa74e8ecf9bb69fd52845013&pid=1-s2.0-S1572528624000379-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Revisiting some classical linearizations of the quadratic binary optimization problem and linkages with constraint aggregations\",\"authors\":\"Abraham P. Punnen, Navpreet Kaur Dhanda\",\"doi\":\"10.1016/j.disopt.2024.100858\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this paper, we examine explicit linearization models associated with the quadratic unconstrained binary optimization problem (QUBO). After reviewing some well-known basic linearization techniques, we present a new explicit linearization technique (PK) for QUBO with interesting properties. In particular, PK yields the same LP relaxation value as that of the standard linearization of QUBO while employing less number of constraints. We then show that using weighted aggregations of selected constraints of the basic linearization models, several new and effective linearization models of QUBO can be developed. Although aggregation of constraints has been studied in the past for solving systems of Diophantine equations in non-negative variables, none of them resulted in practical models, particularly due to the large size of the associated multipliers. For our aggregation based models, the multipliers can be of any positive real number. Moreover, we show that by choosing the multipliers appropriately, the LP relaxations of the resulting linearizations have optimal objective function values identical to that of the corresponding non-aggregated models. Theoretical and experimental comparisons of the new and existing explicit linearization models are also provided. Although our discussions were focused primarily on QUBO, the models and results we obtained extend naturally to the quadratic binary optimization problem with linear constraints.</p></div>\",\"PeriodicalId\":50571,\"journal\":{\"name\":\"Discrete Optimization\",\"volume\":\"54 \",\"pages\":\"Article 100858\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2024-08-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S1572528624000379/pdfft?md5=88f5ed7ffa74e8ecf9bb69fd52845013&pid=1-s2.0-S1572528624000379-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Discrete Optimization\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1572528624000379\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Discrete Optimization","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1572528624000379","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Revisiting some classical linearizations of the quadratic binary optimization problem and linkages with constraint aggregations
In this paper, we examine explicit linearization models associated with the quadratic unconstrained binary optimization problem (QUBO). After reviewing some well-known basic linearization techniques, we present a new explicit linearization technique (PK) for QUBO with interesting properties. In particular, PK yields the same LP relaxation value as that of the standard linearization of QUBO while employing less number of constraints. We then show that using weighted aggregations of selected constraints of the basic linearization models, several new and effective linearization models of QUBO can be developed. Although aggregation of constraints has been studied in the past for solving systems of Diophantine equations in non-negative variables, none of them resulted in practical models, particularly due to the large size of the associated multipliers. For our aggregation based models, the multipliers can be of any positive real number. Moreover, we show that by choosing the multipliers appropriately, the LP relaxations of the resulting linearizations have optimal objective function values identical to that of the corresponding non-aggregated models. Theoretical and experimental comparisons of the new and existing explicit linearization models are also provided. Although our discussions were focused primarily on QUBO, the models and results we obtained extend naturally to the quadratic binary optimization problem with linear constraints.
期刊介绍:
Discrete Optimization publishes research papers on the mathematical, computational and applied aspects of all areas of integer programming and combinatorial optimization. In addition to reports on mathematical results pertinent to discrete optimization, the journal welcomes submissions on algorithmic developments, computational experiments, and novel applications (in particular, large-scale and real-time applications). The journal also publishes clearly labelled surveys, reviews, short notes, and open problems. Manuscripts submitted for possible publication to Discrete Optimization should report on original research, should not have been previously published, and should not be under consideration for publication by any other journal.