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Path relinking for unconstrained binary quadratic programming

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  • Wang, Yang
  • Lü, Zhipeng
  • Glover, Fred
  • Hao, Jin-Kao

Abstract

This paper presents two path relinking algorithms to solve the unconstrained binary quadratic programming (UBQP) problem. One is based on a greedy strategy to generate the relinking path from the initial solution to the guiding solution and the other operates in a random way. We show extensive computational results on five sets of benchmarks, including 31 large random UBQP instances and 103 structured instances derived from the MaxCut problem. Comparisons with several state-of-the-art algorithms demonstrate the efficacy of our proposed algorithms in terms of both solution quality and computational efficiency. It is noteworthy that both algorithms are able to improve the previous best known results for almost 40 percent of the 103 MaxCut instances.

Suggested Citation

  • Wang, Yang & Lü, Zhipeng & Glover, Fred & Hao, Jin-Kao, 2012. "Path relinking for unconstrained binary quadratic programming," European Journal of Operational Research, Elsevier, vol. 223(3), pages 595-604.
    • Handle: RePEc:eee:ejores:v:223:y:2012:i:3:p:595-604
    DOI: 10.1016/j.ejor.2012.07.012
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    References listed on IDEAS

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    1. R. D. McBride & J. S. Yormark, 1980. "An Implicit Enumeration Algorithm for Quadratic Integer Programming," Management Science, INFORMS, vol. 26(3), pages 282-296, March.
    2. Fred Glover & Gary A. Kochenberger & Bahram Alidaee, 1998. "Adaptive Memory Tabu Search for Binary Quadratic Programs," Management Science, INFORMS, vol. 44(3), pages 336-345, March.
    3. Gary Kochenberger & Fred Glover & Bahram Alidaee & Cesar Rego, 2005. "An Unconstrained Quadratic Binary Programming Approach to the Vertex Coloring Problem," Annals of Operations Research, Springer, vol. 139(1), pages 229-241, October.
    4. Gintaras Palubeckis, 2004. "Multistart Tabu Search Strategies for the Unconstrained Binary Quadratic Optimization Problem," Annals of Operations Research, Springer, vol. 131(1), pages 259-282, October.
    5. Lodi, Andrea & Allemand, Kim & Liebling, Thomas M., 1999. "An evolutionary heuristic for quadratic 0-1 programming," European Journal of Operational Research, Elsevier, vol. 119(3), pages 662-670, December.
    6. Lü, Zhipeng & Glover, Fred & Hao, Jin-Kao, 2010. "A hybrid metaheuristic approach to solving the UBQP problem," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1254-1262, December.
    7. Katayama, Kengo & Narihisa, Hiroyuki, 2001. "Performance of simulated annealing-based heuristic for the unconstrained binary quadratic programming problem," European Journal of Operational Research, Elsevier, vol. 134(1), pages 103-119, October.
    8. Delorme, Xavier & Gandibleux, Xavier & Rodriguez, Joaquin, 2004. "GRASP for set packing problems," European Journal of Operational Research, Elsevier, vol. 153(3), pages 564-580, March.
    9. Alidaee, Bahram & Kochenberger, Gary & Lewis, Karen & Lewis, Mark & Wang, Haibo, 2008. "A new approach for modeling and solving set packing problems," European Journal of Operational Research, Elsevier, vol. 186(2), pages 504-512, April.
    10. Rafael Martí & Abraham Duarte & Manuel Laguna, 2009. "Advanced Scatter Search for the Max-Cut Problem," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 26-38, February.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Fred Glover & Gary Kochenberger & Rick Hennig & Yu Du, 2022. "Quantum bridge analytics I: a tutorial on formulating and using QUBO models," Annals of Operations Research, Springer, vol. 314(1), pages 141-183, July.
    2. Ricardo N. Liang & Eduardo A. J. Anacleto & Cláudio N. Meneses, 2022. "Data structures for speeding up Tabu Search when solving sparse quadratic unconstrained binary optimization problems," Journal of Heuristics, Springer, vol. 28(4), pages 433-479, August.
    3. Zhaoyang Yang & Guojun Zhang & Haiping Zhu, 2016. "Multi-neighborhood based path relinking for two-sided assembly line balancing problem," Journal of Combinatorial Optimization, Springer, vol. 32(2), pages 396-415, August.
    4. Fred Glover & Gary Kochenberger & Yu Du, 2019. "Quantum Bridge Analytics I: a tutorial on formulating and using QUBO models," 4OR, Springer, vol. 17(4), pages 335-371, December.
    5. Fred Glover & Jin-Kao Hao, 2016. "f-Flip strategies for unconstrained binary quadratic programming," Annals of Operations Research, Springer, vol. 238(1), pages 651-657, March.
    6. Qinghua Wu & Yang Wang & Fred Glover, 2020. "Advanced Tabu Search Algorithms for Bipartite Boolean Quadratic Programs Guided by Strategic Oscillation and Path Relinking," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 74-89, January.
    7. Gili Rosenberg & Mohammad Vazifeh & Brad Woods & Eldad Haber, 2016. "Building an iterative heuristic solver for a quantum annealer," Computational Optimization and Applications, Springer, vol. 65(3), pages 845-869, December.
    8. Wang, Yang & Wu, Qinghua & Glover, Fred, 2017. "Effective metaheuristic algorithms for the minimum differential dispersion problem," European Journal of Operational Research, Elsevier, vol. 258(3), pages 829-843.
    9. Michele Samorani & Yang Wang & Yang Wang & Zhipeng Lv & Fred Glover, 2019. "Clustering-driven evolutionary algorithms: an application of path relinking to the quadratic unconstrained binary optimization problem," Journal of Heuristics, Springer, vol. 25(4), pages 629-642, October.
    10. Fred Glover & Gary Kochenberger & Moses Ma & Yu Du, 2020. "Quantum Bridge Analytics II: QUBO-Plus, network optimization and combinatorial chaining for asset exchange," 4OR, Springer, vol. 18(4), pages 387-417, December.
    11. Xiaoyuan Liu & Hayato Ushijima-Mwesigwa & Avradip Mandal & Sarvagya Upadhyay & Ilya Safro & Arnab Roy, 2022. "Leveraging special-purpose hardware for local search heuristics," Computational Optimization and Applications, Springer, vol. 82(1), pages 1-29, May.
    12. Punnen, Abraham P. & Wang, Yang, 2016. "The bipartite quadratic assignment problem and extensions," European Journal of Operational Research, Elsevier, vol. 250(3), pages 715-725.
    13. Fred Glover & Gary Kochenberger & Moses Ma & Yu Du, 2022. "Quantum Bridge Analytics II: QUBO-Plus, network optimization and combinatorial chaining for asset exchange," Annals of Operations Research, Springer, vol. 314(1), pages 185-212, July.
    14. Mark W. Lewis & Amit Verma & Todd T. Eckdahl, 2021. "Qfold: a new modeling paradigm for the RNA folding problem," Journal of Heuristics, Springer, vol. 27(4), pages 695-717, August.
    15. Glover, Fred & Ye, Tao & Punnen, Abraham P. & Kochenberger, Gary, 2015. "Integrating tabu search and VLSN search to develop enhanced algorithms: A case study using bipartite boolean quadratic programs," European Journal of Operational Research, Elsevier, vol. 241(3), pages 697-707.
    16. Fred Glover & Jin-Kao Hao, 2016. "f-Flip strategies for unconstrained binary quadratic programming," Annals of Operations Research, Springer, vol. 238(1), pages 651-657, March.

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