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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

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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