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  4. Solving the fixed rank convex quadratic maximization in binary variables by a parallel zonotope construction algorithm
 
research article

Solving the fixed rank convex quadratic maximization in binary variables by a parallel zonotope construction algorithm

Ferrez, Jean-Albert  
•
Fukuda, Komei  
•
Liebling, Thomas M.  
2004
European Journal of Operations Research

We address the weighted max-cut problem, or equivalently the problem of maximizing a quadratic form in n binary variables. If the underlying (symmetric) matrix is positive semidefinite of fixed rank d, then the problem can be reduced to searching the extreme points of a zonotope, thus becoming of polynomial complexity in O(nd - 1). Reverse search is an efficient and practical means for enumerating the cells of a regular hyperplane arrangement, or equivalently, the extreme points of a zonotope. We present an enhanced version of reverse search of significantly reduced computational complexity that uses ray shooting and is well suited for parallel computation. Furthermore, a neighborhood zonotope edge following descent heuristic can be devised. We report preliminary computational experiments of a parallel implementation of our algorithms.

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Type
research article
DOI
10.1016/j.ejor.2003.04.011
Author(s)
Ferrez, Jean-Albert  
Fukuda, Komei  
Liebling, Thomas M.  
Date Issued

2004

Published in
European Journal of Operations Research
Volume

166

Issue

1

Start page

35

End page

50

Subjects

Combinatorial optimization

•

NP-hard

•

Zero–one

•

Quadratic programming

•

Zonotope

•

Vertex enumeration

Note

PRO 2004 0804

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ROSO  
Available on Infoscience
February 13, 2006
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/223095
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