A Vectorized Positive Semidefinite Penalty Method for Unconstrained Binary Quadratic Programming
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 semidefi...
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Zusammenfassung: | 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. |
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DOI: | 10.48550/arxiv.2408.04875 |