arXiv subjects

Gary Kochenberger

Publications and source records attributed to Gary Kochenberger.

7 recordsLinked to original sources

arXiv2021

Efficient QUBO transformation for Higher Degree Pseudo Boolean Functions

Quadratic Unconstrained Binary Optimization (QUBO) is recognized as a unifying framework for modeling a wide range of problems. Problems can be solved with commercial solvers customized for solving QUBO and since QUBO have degree two, it is useful to have a method for transforming higher degree pseudo-Boolean problems to QUBO format. The standard transformation approach requires additional auxiliary variables supported by penalty terms for each higher degree term. This paper improves on the existing cubic-to-quadratic transformation approach by minimizing the number of additional variables as well as penalty coefficient. Extensive experimental testing on Max 3-SAT modeled as QUBO shows a near 100% reduction in the subproblem size used for minimization of the number of auxiliary variables.

math.OC↗

arXiv2020

A Self-Organizing Extreme-Point Tabu-Search Algorithm for Fixed Charge Network Problems with Extensions

We propose a new self-organizing algorithm for fixed-charge network flow problems based on ghost image (GI) processes as proposed in Glover (1994) and adapted to fixed-charge transportation problems in Glover, Amini and Kochenberger (2005). Our self-organizing GI algorithm iteratively modifies an idealized representation of the problem embodied in a parametric ghost image, enabling all steps to be performed with a primal network flow algorithm operating on the parametric GI. Computational tests are carried out on an extensive set of benchmark problems which includes the previous largest set in the literature, comparing our algorithm to the best methods previously proposed for fixed-charge transportation problems, though our algorithm is not specialized to this class. We also provide comparisons for additional more general fixed-charge network flow problems against Cplex 12.8 to demonstrate that the new self-organizing GI algorithm is effective on large problem instances, finding solutions with statistically equivalent objective values at least 700 times faster. The attractive outcomes produced by the current GI/TS implementation provide a significant advance in our ability to solve fixed-cost network problems efficiently and invites its use for larger instances from a variety of application domains.

cs.DM↗

arXiv2020

Quantum Bridge Analytics II: Network Optimization and Combinatorial Chaining for Asset Exchange

Quantum Bridge Analytics relates to methods and systems for hybrid classical-quantum computing, and is devoted to developing tools for bridging classical and quantum computing to gain the benefits of their alliance in the present and enable enhanced practical application of quantum computing in the future. This is the second of a two-part tutorial that surveys key elements of Quantum Bridge Analytics and its applications. Part I focused on the Quadratic Unconstrained Binary Optimization (QUBO) model which is presently the most widely applied optimization model in the quantum computing area, and which unifies a rich variety of combinatorial optimization problems. Part II (the present paper) examines an application that augments the use of QUBO models, by disclosing a context for coordinating QUBO solutions through a model we call the Asset Exchange Problem (AEP). Solutions to the AEP enable individuals or institutions to take fuller advantage of solutions to their QUBO models by exchanges of assets that benefit all participants. Such exchanges are generated by a combination of two optimization technologies, one grounded in network optimization and one based on a new metaheuristic optimization approach called combinatorial chaining. This combination provides a flexibility to solve AEP variants that open the door to additional links to quantum computing applications and additional applications via the Quantum Bridge Analytics perspective. We show how this modeling and solution capability gives rise to an Asset Exchange Technology that embraces a broad range of financial, industrial, scientific and social settings. Examples are presented that show the nature of these processes from a tutorial perspective.

cs.DM↗

arXiv2019

A Tutorial on Formulating and Using QUBO Models

The Quadratic Unconstrained Binary Optimization (QUBO) model has gained prominence in recent years with the discovery that it unifies a rich variety of combinatorial optimization problems. By its association with the Ising problem in physics, the QUBO model has emerged as an underpinning of the quantum computing area known as quantum annealing and has become a subject of study in neuromorphic computing. Through these connections, QUBO models lie at the heart of experimentation carried out with quantum computers developed by D-Wave Systems and neuromorphic computers developed by IBM. Computational experience is being amassed by both the classical and the quantum computing communities that highlights not only the potential of the QUBO model but also its effectiveness as an alternative to traditional modeling and solution methodologies. This tutorial discloses the basic features of the QUBO model that give it the power and flexibility to encompass the range of applications that have thrust it onto center stage of the optimization field. We show how many different types of constraining relationships arising in practice can be embodied within the "unconstrained" QUBO formulation in a very natural manner using penalty functions, yielding exact model representations in contrast to the approximate representations produced by customary uses of penalty functions. Each step of generating such models is illustrated in detail by simple numerical examples, to highlight the convenience of using QUBO models in numerous settings. We also describe recent innovations for solving QUBO models that offer a fertile avenue for integrating classical and quantum computing and for applying these models in machine learning.

cs.DS↗

arXiv2017

Robust Optimization of Unconstrained Binary Quadratic Problems

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are motivated to find robust, or stable, solutions because of the uncertainty inherent in the big data origins of Q and limitations in computer numerical precision, particularly in a new class of quantum annealing computers. Experimental design techniques are used to generate a diverse subset of possible scenarios, from which robust solutions are identified. An illustrative example with practical application to business decision making is examined. The approach presented also generates a surface response equation which is used to estimate upper bounds in constant time for Q instantiations within the scenario extremes. In addition, a theoretical framework for the robustness of individual x_i variables is considered by examining the range of Q values over which the x_i are predetermined.

cs.AI↗

arXiv2017

Logical and Inequality Implications for Reducing the Size and Complexity of Quadratic Unconstrained Binary Optimization Problems

The quadratic unconstrained binary optimization (QUBO) problem arises in diverse optimization applications ranging from Ising spin problems to classical problems in graph theory and binary discrete optimization. The use of preprocessing to transform the graph representing the QUBO problem into a smaller equivalent graph is important for improving solution quality and time for both exact and metaheuristic algorithms and is a step towards mapping large scale QUBO to hardware graphs used in quantum annealing computers. In an earlier paper (Lewis and Glover, 2016) a set of rules was introduced that achieved significant QUBO reductions as verified through computational testing. Here this work is extended with additional rules that provide further reductions that succeed in exactly solving 10% of the benchmark QUBO problems. An algorithm and associated data structures to efficiently implement the entire set of rules is detailed and computational experiments are reported that demonstrate their efficacy.

cs.AI↗

arXiv2013

Integrating tabu search and VLSN search to develop enhanced algorithms: A case study using bipartite boolean quadratic programs

The bipartite boolean quadratic programming problem (BBQP) is a generalization of the well studied boolean quadratic programming problem. The model has a variety of real life applications; however, empirical studies of the model are not available in the literature, except in a few isolated instances. In this paper, we develop efficient heuristic algorithms based on tabu search, very large scale neighborhood (VLSN) search, and a hybrid algorithm that integrates the two. The computational study establishes that effective integration of simple tabu search with VLSN search results in superior outcomes, and suggests the value of such an integration in other settings. Complexity analysis and implementation details are provided along with conclusions drawn from experimental analysis. In addition, we obtain solutions better than the best previously known for almost all medium and large size benchmark instances.

cs.AI↗