TY - JOUR
T1 - Solving unconstrained 0-1 polynomial programs through quadratic convex reformulation
AU - Elloumi, Sourour
AU - Lambert, Amélie
AU - Lazare, Arnaud
N1 - Publisher Copyright:
© 2021, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2021/6/1
Y1 - 2021/6/1
N2 - We propose a method called Polynomial Quadratic Convex Reformulation (PQCR) to solve exactly unconstrained binary polynomial problems (UBP) through quadratic convex reformulation. First, we quadratize the problem by adding new binary variables and reformulating (UBP) into a non-convex quadratic program with linear constraints (MIQP). We then consider the solution of (MIQP) with a specially-tailored quadratic convex reformulation method. In particular, this method relies, in a pre-processing step, on the resolution of a semi-definite programming problem where the link between initial and additional variables is used. We present computational results where we compare PQCR with the solvers Baron and Scip. We evaluate PQCR on instances of the image restoration problem and the low auto-correlation binary sequence problem from MINLPLib. For this last problem, 33 instances were unsolved in MINLPLib. We solve to optimality 10 of them, and for the 23 others we significantly improve the dual bounds. We also improve the best known solutions of many instances.
AB - We propose a method called Polynomial Quadratic Convex Reformulation (PQCR) to solve exactly unconstrained binary polynomial problems (UBP) through quadratic convex reformulation. First, we quadratize the problem by adding new binary variables and reformulating (UBP) into a non-convex quadratic program with linear constraints (MIQP). We then consider the solution of (MIQP) with a specially-tailored quadratic convex reformulation method. In particular, this method relies, in a pre-processing step, on the resolution of a semi-definite programming problem where the link between initial and additional variables is used. We present computational results where we compare PQCR with the solvers Baron and Scip. We evaluate PQCR on instances of the image restoration problem and the low auto-correlation binary sequence problem from MINLPLib. For this last problem, 33 instances were unsolved in MINLPLib. We solve to optimality 10 of them, and for the 23 others we significantly improve the dual bounds. We also improve the best known solutions of many instances.
KW - Global optimization
KW - Quadratic convex reformulation
KW - Semi-definite programming
KW - Unconstrained binary polynomial programming
U2 - 10.1007/s10898-020-00972-2
DO - 10.1007/s10898-020-00972-2
M3 - Article
AN - SCOPUS:85098542637
SN - 0925-5001
VL - 80
SP - 231
EP - 248
JO - Journal of Global Optimization
JF - Journal of Global Optimization
IS - 2
ER -