二元二次问题的线性化问题及其应用

The linearization problem of a binary quadratic problem and its applications

Annals of Operations Research · 2021
被引 11
ABS 3

中文导读

研究二元二次问题的线性化问题,提出基于线性化的下界策略,证明其与广义Gilmore-Lawler方案及第一层重构线性化技术的关系,并给出有向无环图上二次最短路径问题的多项式时间算法。

Abstract

Abstract We provide several applications of the linearization problem of a binary quadratic problem. We propose a new lower bounding strategy, called the linearization-based scheme, that is based on a simple certificate for a quadratic function to be non-negative on the feasible set. Each linearization-based bound requires a set of linearizable matrices as an input. We prove that the Generalized Gilmore–Lawler bounding scheme for binary quadratic problems provides linearization-based bounds. Moreover, we show that the bound obtained from the first level reformulation linearization technique is also a type of linearization-based bound, which enables us to provide a comparison among mentioned bounds. However, the strongest linearization-based bound is the one that uses the full characterization of the set of linearizable matrices. We also present a polynomial-time algorithm for the linearization problem of the quadratic shortest path problem on directed acyclic graphs. Our algorithm gives a complete characterization of the set of linearizable matrices for the quadratic shortest path problem.

数学优化二次规划组合优化算法设计