arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.06240math.OC
收藏

BiqBin:带线性约束的二元二次问题的并行分支定界求解器

BiqBin: a parallel branch-and-bound solver for binary quadratic problems with linear constraints

Nicolò Gusmeroli, Timotej Hrga, Borut Lužar, Janez Povh, Melanie Siebenhofer, Angelika Wiegele

摘要:

我们提出了BiqBin,线性约束二元二次问题的精确求解器。我们的方法是基于一个精确惩罚法,首先有效地将原问题转化为一个最大割的实例,然后解决最大割问题的分支定界算法。所有的主要成分都精心开发使用新的半定规划松弛通过加强现有的松弛与一组超度量不等式,应用捆绑方法作为绑定例程,并使用新的策略探索的分支和绑定树。此外,一个有效的C实现的顺序和并行分支定界算法。后者是基于一个负载协调器,工人计划使用MPI多节点并行化,并在高性能计算机上进行评估。新的求解器是基准对BiqCrunch,GUROBI和SCIP的四个家庭(线性约束)二进制二次问题。数值结果表明,BiqBin是一个非常有竞争力的解决方案。在大多数基准测试实例中,串行版本的性能优于其他三个求解器。我们还评估了并行求解器,并表明它具有良好的缩放性能。一般观众可以使用它作为一个在线服务,可在http://www.biqbin.eu。

英文摘要:

We present BiqBin, an exact solver for linearly constrained binary quadratic problems. Our approach is based on an exact penalty method to first efficiently transform the original problem into an instance of Max-Cut, and then to solve the Max-Cut problem by a branch-and-bound algorithm. All the main ingredients are carefully developed using new semidefinite programming relaxations obtained by strengthening the existing relaxations with a set of hypermetric inequalities, applying the bundle method as the bounding routine and using new strategies for exploring the branch-and-bound tree. Furthermore, an efficient C implementation of a sequential and a parallel branch-and-bound algorithm is presented. The latter is based on a load coordinator-worker scheme using MPI for multi-node parallelization and is evaluated on a high-performance computer. The new solver is benchmarked against BiqCrunch, GUROBI, and SCIP on four families of (linearly constrained) binary quadratic problems. Numerical results demonstrate that BiqBin is a highly competitive solver. The serial version outperforms the other three solvers on the majority of the benchmark instances. We also evaluate the parallel solver and show that it has good scaling properties. The general audience can use it as an on-line service available at http://www.biqbin.eu.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑