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What Works Best When? A Systematic Evaluation of Heuristics for Max-Cut and QUBO

Author

Listed:
  • Iain Dunning

    (DeepMind, London N1C 4AG, United Kingdom)

  • Swati Gupta

    (Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332)

  • John Silberholz

    (Ross School of Business, University of Michigan, Ann Arbor, Michigan 48109)

Abstract

Though empirical testing is broadly used to evaluate heuristics, there are shortcomings with how it is often applied in practice. In a systematic review of Max-Cut and quadratic unconstrained binary optimization (QUBO) heuristics papers, we found only 4% publish source code, only 14% compare heuristics with identical termination criteria, and most experiments are performed with an artificial, homogeneous set of problem instances. To address these limitations, we implement and release as open-source a code-base of 10 Max-Cut and 27 QUBO heuristics. We perform heuristic evaluation using cloud computing on a library of 3,296 instances. This large-scale evaluation provides insight into the types of problem instances for which each heuristic performs well or poorly. Because no single heuristic outperforms all others across all problem instances, we use machine learning to predict which heuristic will work best on a previously unseen problem instance, a key question facing practitioners.

Suggested Citation

  • Iain Dunning & Swati Gupta & John Silberholz, 2018. "What Works Best When? A Systematic Evaluation of Heuristics for Max-Cut and QUBO," INFORMS Journal on Computing, INFORMS, vol. 30(3), pages 608-624, August.
    • Handle: RePEc:inm:orijoc:v:30:y:2018:i:3:p:608-624
    DOI: 10.1287/ijoc.2017.0798
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    References listed on IDEAS

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    1. Edmund K. Burke & Matthew Hyde & Graham Kendall & Gabriela Ochoa & Ender Özcan & John R. Woodward, 2010. "A Classification of Hyper-heuristic Approaches," International Series in Operations Research & Management Science, in: Michel Gendreau & Jean-Yves Potvin (ed.), Handbook of Metaheuristics, chapter 0, pages 449-468, Springer.
    2. John Silberholz & Bruce Golden, 2010. "Comparison of Metaheuristics," International Series in Operations Research & Management Science, in: Michel Gendreau & Jean-Yves Potvin (ed.), Handbook of Metaheuristics, chapter 0, pages 625-640, Springer.
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    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. Cheng Lu & Zhibin Deng & Shu-Cherng Fang & Wenxun Xing, 2023. "A New Global Algorithm for Max-Cut Problem with Chordal Sparsity," Journal of Optimization Theory and Applications, Springer, vol. 197(2), pages 608-638, May.
    4. Timotej Hrga & Janez Povh, 2021. "MADAM: a parallel exact solver for max-cut based on semidefinite programming and ADMM," Computational Optimization and Applications, Springer, vol. 80(2), pages 347-375, November.
    5. Theja Tulabandhula & Deeksha Sinha & Saketh Reddy Karra & Prasoon Patidar, 2020. "Multi-Purchase Behavior: Modeling, Estimation and Optimization," Papers 2006.08055, arXiv.org, revised Aug 2023.

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