Faster exact solution of sparse MaxCut and QUBO problems
The maximum-cut problem is one of the fundamental problems in combinatorial optimization. With the advent of quantum computers, both the maximum-cut and the equivalent quadratic unconstrained binary optimization problem have experienced much interest in recent years. This article aims to advance the...
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| Vydané v: | Mathematical programming computation Ročník 15; číslo 3; s. 445 - 470 |
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01.09.2023
Springer Nature B.V |
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| ISSN: | 1867-2949, 1867-2957 |
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| Abstract | The maximum-cut problem is one of the fundamental problems in combinatorial optimization. With the advent of quantum computers, both the maximum-cut and the equivalent quadratic unconstrained binary optimization problem have experienced much interest in recent years. This article aims to advance the state of the art in the exact solution of both problems—by using mathematical programming techniques. The main focus lies on sparse problem instances, although also dense ones can be solved. We enhance several algorithmic components such as reduction techniques and cutting-plane separation algorithms, and combine them in an exact branch-and-cut solver. Furthermore, we provide a parallel implementation. The new solver is shown to significantly outperform existing state-of-the-art software for sparse maximum-cut and quadratic unconstrained binary optimization instances. Furthermore, we improve the best known bounds for several instances from the 7th DIMACS Challenge and the QPLIB, and solve some of them (for the first time) to optimality. |
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| AbstractList | The maximum-cut problem is one of the fundamental problems in combinatorial optimization. With the advent of quantum computers, both the maximum-cut and the equivalent quadratic unconstrained binary optimization problem have experienced much interest in recent years. This article aims to advance the state of the art in the exact solution of both problems—by using mathematical programming techniques. The main focus lies on sparse problem instances, although also dense ones can be solved. We enhance several algorithmic components such as reduction techniques and cutting-plane separation algorithms, and combine them in an exact branch-and-cut solver. Furthermore, we provide a parallel implementation. The new solver is shown to significantly outperform existing state-of-the-art software for sparse maximum-cut and quadratic unconstrained binary optimization instances. Furthermore, we improve the best known bounds for several instances from the 7th DIMACS Challenge and the QPLIB, and solve some of them (for the first time) to optimality. |
| Author | Rehfeldt, Daniel Shinano, Yuji Koch, Thorsten |
| Author_xml | – sequence: 1 givenname: Daniel surname: Rehfeldt fullname: Rehfeldt, Daniel email: rehfeldt@zib.de organization: Applied Algorithmic Intelligence Methods departement, Zuse Institute Berlin – sequence: 2 givenname: Thorsten surname: Koch fullname: Koch, Thorsten organization: Applied Algorithmic Intelligence Methods departement, Zuse Institute Berlin, TU Berlin, Chair of Software and Algorithms for Discrete Optimization – sequence: 3 givenname: Yuji surname: Shinano fullname: Shinano, Yuji organization: Applied Algorithmic Intelligence Methods departement, Zuse Institute Berlin |
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| References_xml | – reference: RalphsTShinanoYBertholdTKochTParallel Solvers for Mixed Integer Linear Optimization2018ChamSpringer International Publishing28333610.1007/978-3-319-63516-3_8 – reference: Rehfeldt, D., Koch, T.: Implications, Conflicts, and Reductions for Steiner Trees. In: Singh, M., Williamson, D.P. (eds.) Integer Programming and Combinatorial Optimization - 22nd International Conference, IPCO 2021, Atlanta, GA, USA, May 19-21, 2021, Proceedings, Lecture Notes in Computer Science, vol. 12707, pp. 473–487. Springer (2021). https://doi.org/10.1007/978-3-030-73879-2_33 – reference: RendlFRinaldiGWiegeleASolving max-cut to optimality by intersecting semidefinite and polyhedral relaxationsMath. Program.20101212307335252489310.1007/s10107-008-0235-81184.90118 – reference: Liers, F.: Contributions to determining exact ground-states of ising spin-glasses and to their physics. In: Ph.D. Thesis, University of Cologne (2004) – reference: DunningIGuptaSSilberholzJWhat works best when? A systematic evaluation of heuristics for max-cut and QUBOINFORMS J. Comput.201830360862410.1287/ijoc.2017.079807277784 – reference: JüngerMLobeEMutzelPReineltGRendlFRinaldiGStollenwerkTQuantum annealing versus digital computing: an experimental comparisonACM J. Exp. Algorithmics2021428615310.1145/34596061499.68123 – reference: HrgaTPovhJMADAM: a parallel exact solver for max-cut based on semidefinite programming and ADMMComput. Optim. Appl.2021802347375431747610.1007/s10589-021-00310-61478.90079 – reference: Wiegele, A.: BiqMac Library: A collection of Max-Cut and quadratic 0-1 programming instances of medium size. Tech. Rep. (2007) – reference: BonatoTJüngerMReineltGRinaldiGLifting and separation procedures for the cut polytopeMath. Program.20141461–2351378323261910.1007/s10107-013-0688-21297.90133 – reference: AchterbergTBixbyREGuZRothbergEWeningerDPresolve reductions in mixed integer programmingINFORMS J. Comput.2020322473506410369110.1287/ijoc.2018.085707290858 – reference: FuriniFTraversiEBelottiPFrangioniAGleixnerAMGouldNLibertiLLodiAMisenerRMittelmannHDSahinidisNVVigerskeSWiegeleAQPLIB: a library of quadratic programming instancesMath. Program. Comput.2019112237265394653710.1007/s12532-018-0147-41435.90099 – reference: Gamrath, G.: Enhanced predictions and structure exploitation in branch-and-bound. Technische Universitaet Berlin (Germany) (2020) – reference: Achterberg, T.: Constraint integer programming. In: Ph.D. Thesis, Technische Universität Berlin (2007) – reference: Charfreitag, J., Jünger, M., Mallach, S., Mutzel, P.: McSparse: Exact solutions of sparse maximum cut and sparse unconstrained binary quadratic optimization problems. In: Phillips, C.A., Speckmann, B. eds.) 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| Title | Faster exact solution of sparse MaxCut and QUBO problems |
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