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Solving unconstrained 0-1 polynomial programs through quadratic convex reformulation

Sourour Elloumi 1, 2 Amélie Lambert 2 Arnaud Lazare 1, 2
2 CEDRIC - OC - CEDRIC. Optimisation Combinatoire
CEDRIC - Centre d'études et de recherche en informatique et communications
Abstract : We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The first phase consists in reformulating (P) into a quadratic program (QP). For this, we recursively reduce the degree of (P) to two, by use of the standard substitution of the product of two variables by a new one. We then obtain a linearly constrained binary program. In the second phase, we rewrite the quadratic objective function into an equivalent and parametrized quadratic function using the equality x 2 i = x i and new valid quadratic equalities. Then, we focus on finding the best parameters to get a quadratic convex program which continuous relaxation's optimal value is maximized. For this, we build a semidefinite relaxation (SDP) of (QP). Then, we prove that the standard linearization inequalities, used for the quadratization step, are redundant in (SDP) in presence of the new quadratic equalities. Next, we deduce our optimal parameters from the dual optimal solution of (SDP). The third phase consists in solving (QP *), the optimal reformulated problem, with a standard solver. In particular, at each node of the branch-and-bound, the solver computes the optimal value of a continuous quadratic convex program. We present computational results on instances of the image restoration problem and of the low autocorrelation binary sequence problem. We compare PQCR with other convexification methods, and with the general solver Baron 17.4.1 [39]. We observe that most of the considered instances can be solved with our approach combined with the use of Cplex [24].
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Submitted on : Thursday, March 12, 2020 - 2:03:49 PM
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  • HAL Id : hal-01872996, version 4
  • ARXIV : 1901.07904

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Sourour Elloumi, Amélie Lambert, Arnaud Lazare. Solving unconstrained 0-1 polynomial programs through quadratic convex reformulation. 2020. ⟨hal-01872996v4⟩

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