Experiments in quadratic 0-1 programming
نویسندگان
چکیده
where x e {0, 1} n, Q c ~( , , , i is an u p p e r t r i angu la r mat r ix and c c R" is a co lumn vector. Since x~-x i we can assume that the d i agona l of Q is zero. Our p r o b l e m is to find the m i n i m u m o f f This is an N P h a r d p rob lem, cf. G a r e y and Johnson (1979). It is po lynomia l ly so lvable if all the e lements of Q are nonpos i t ive , cf. P icard and Ratliff (1974), and when the g raph def ined by Q is ser ies-para l le l , cf. Ba rahona (1986). A b ranch and b o u n d a lgor i thm has been proposed by Car te r (1984), and po lynomia l a lgor i thms for f inding lower b o u n d s have been p resen ted in H a m m e r , Hansen and S imeone (1984). A lgor i thms for a more genera l p r o b l e m have been p r o p o s e d by Balas and Mazzo la (1984). Our a p p r o a c h consists in reduc ing this p r o b l e m to a max-cu t p rob l em and then using a pa r t i a l desc r ip t ion of the cut p o l y t o p e to a t tack the p r o b l e m with l inear p r o g r a m m i n g techniques . We use b ranch and b o u n d i f no in teger so lu t ion has been found by our cut t ing p lane a lgor i thm. In Sect ion 2, we exp la in the reduc t ion to a max-cu t p r o b l e m and men t ion some results abou t the max-cu t po ly tope . In Sect ion 3, we p resen t the a lgor i thm. The compu ta t i ona l results are in Sect ion 4.
منابع مشابه
Convex Quadratic Programming for Exact Solution of 0-1 Quadratic Programs
Let (QP ) be a 0-1 quadratic program which consists in minimizing a quadratic function subject to linear constraints. In this paper, we present a general method to solve (QP ) by reformulation of the problem into an equivalent 0-1 program with a convex quadratic objective function, followed by the use of a standard mixed integer quadratic programming solver. Our convexification method, which is...
متن کاملQuadratic Convex Reformulation : a Computational Study of the Graph Bisection Problem
Given an undirected graph G = (V,E), we consider the graph bisection problem, which consists in partitioning the nodes of G in two disjoined sets with p and n− p nodes respectively such that the total weight of edges crossing between subsets is minimal. We apply QCR to it, a general method, presented in [4], which combines semidefinite programming (SDP) and Mixed Integer Quadratic Programming (...
متن کاملFGP approach to multi objective quadratic fractional programming problem
Multi objective quadratic fractional programming (MOQFP) problem involves optimization of several objective functions in the form of a ratio of numerator and denominator functions which involve both contains linear and quadratic forms with the assumption that the set of feasible solutions is a convex polyhedral with a nite number of extreme points and the denominator part of each of the objecti...
متن کاملA NEW APPROACH FOR SOLVING FULLY FUZZY QUADRATIC PROGRAMMING PROBLEMS
Quadratic programming (QP) is an optimization problem wherein one minimizes (or maximizes) a quadratic function of a finite number of decision variable subject to a finite number of linear inequality and/ or equality constraints. In this paper, a quadratic programming problem (FFQP) is considered in which all cost coefficients, constraints coefficients, and right hand side are characterized by ...
متن کاملAn iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach
Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of pro...
متن کاملLinearization of multi-objective multi-quadratic 0-1 programming problems
A linearization technique is developed for multi-objective multi-quadratic 0-1 programming problems with linear and quadratic constraints to reduce it to multi-objective linear mixed 0-1 programming problems. The method proposed in this paper needs only O (kn) additional continuous variables where k is the number of quadratic constraints and n is the number of initial 0-1 variables.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Program.
دوره 44 شماره
صفحات -
تاریخ انتشار 1989