Lower bound improvement and forcing rule for quadratic binary programming

被引:25
作者
Huang, HX [1 ]
Pardalos, PM
Prokopyev, OA
机构
[1] Tsing Hua Univ, Dept Ind Engn, Beijing 100084, Peoples R China
[2] Univ Florida, Dept Ind & Syst Engn, Gainesville, FL 32611 USA
基金
美国国家科学基金会; 中国国家自然科学基金; 美国国家卫生研究院;
关键词
quadratic binary programming; lower bound; forcing rule; branch and bound algorithm;
D O I
10.1007/s10589-005-3062-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper several equivalent formulations for the quadratic binary programming problem are presented. Based on these formulations we describe four different kinds of strategies for estimating lower bounds of the objective function, which can be integrated into a branch and bound algorithm for solving the quadratic binary programming problem. We also give a theoretical explanation for forcing rules used to branch the variables efficiently, and explore several properties related to obtained subproblems. From the viewpoint of the number of subproblems solved, new strategies for estimating lower bounds are better than those used before. A variant of a depth-first branch and bound algorithm is described and its numerical performance is presented.
引用
收藏
页码:187 / 208
页数:22
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