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arXiv 2408.04875math.OC
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一种求解无约束二元二次规划的向量化正半定惩罚方法

A Vectorized Positive Semidefinite Penalty Method for Unconstrained Binary Quadratic Programming

Nankai University(南开大学)

Xinyue Huo, Ran Gu

AI总结:

针对无约束二元二次规划问题,本文提出向量化正半定惩罚方法,通过向量化矩阵变量、改进惩罚更新与初始化、结合邻近点算法与投影交替BB法求解子问题,经实验验证其在解质量和求解时间上均优于半定松弛等已有方法。

摘要:

无约束二元二次规划(UBQP)问题是一类在组合优化、电路设计等诸多实际应用中具有重要意义的问题。正半定惩罚(PSDP)方法源于半定松弛研究,通过引入精确惩罚函数提升了问题求解的效率与精度。本文提出一种求解UBQP问题的向量化PSDP方法,该方法在PSDP框架内通过对矩阵变量进行向量化优化来提升计算效率。本文对惩罚更新和初始化环节进行了算法改进,同时引入两种分别结合了邻近点算法与投影交替BB法的算法用于子问题求解,并分析了惩罚函数的性质与算法的收敛性。数值实验表明,与半定松弛方法及其他已有方法相比,该方法在提供高质量解和令人满意的求解时间方面表现更优。

英文摘要:

The unconstrained binary quadratic programming (UBQP) problem is a class of problems of significant importance in many practical applications, such as in combinatorial optimization, circuit design, and other fields. The positive semidefinite penalty (PSDP) method originated from research on semidefinite relaxation, where the introduction of an exact penalty function improves the efficiency and accuracy of problem solving. In this paper, we propose a vectorized PSDP method for solving the UBQP problem, which optimizes computational efficiency by vectorizing matrix variables within a PSDP framework. Algorithmic enhancements in penalty updating and initialization are implemented, along with the introduction of two algorithms that integrate the proximal point algorithm and the projection alternating BB method for subproblem resolution. Properties of the penalty function and algorithm convergence are analyzed. Numerical experiments show the superior performance of the method in providing high-quality solutions and satisfactory solution times compared to the semidefinite relaxation method and other established methods.

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。

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