4.4 Article

Exact Facetial Odd-Cycle Separation for Maximum Cut and Binary Quadratic Optimization

期刊

INFORMS JOURNAL ON COMPUTING
卷 33, 期 4, 页码 1419-1430

出版社

INFORMS
DOI: 10.1287/ijoc.2020.1008

关键词

maximum cut; binary quadratic optimization; integer linear programming

资金

  1. European Union's Horizon 2020 Research and Innovation Programme under the Marie Sklodowska-Curie grant agreement Mixed-Integer Nonlinear Optimisation: Algorithms and Applications [764759]

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This paper aims to enhance the capability of solving binary quadratic optimization or maximum cut problems and their various applications using integer programming techniques. The enhancements to a well-known algorithm for the central separation problem are shown to be worthwhile from a computational point of view, with linear relaxations of the problems typically requiring fewer iterations and cutting planes than with a nonenhanced approach. The enhanced procedure is also demonstrated to be only slightly inferior to an ideal, enumerative, and in practice intractable global cutting-plane selection.
The exact solution of the NP-hard (nondeterministic polynomial-time hard) maximum cut problem is important in many applications across, for example, physics, chemistry, neuroscience, and circuit layout-which is also due to its equivalence to the unconstrained binary quadratic optimization problem. Leading solution methods are based on linear or semidefinite programming and require the separation of the so-called odd-cycle inequalities. In their groundbreaking research, F. Barahona and A. R. Mahjoub have given an informal description of a polynomial-time algorithm for this problem. As pointed out recently, however, additional effort is necessary to guarantee that the inequalities obtained correspond to facets of the cut polytope. In this paper, we shed more light on a so enhanced separation procedure and investigate experimentally how it performs in comparison with an ideal setting where one could even employ the sparsest, most violated, or geometrically most promising facet-defining odd-cycle inequalities. Summary of Contribution: This paper aims at a better capability to solve binary quadratic optimization or maximum cut problems and their various applications using integer programming techniques. To this end, the paper describes enhancements to a well-known algorithm for the central separation problem arising in this context; it is demonstrated experimentally that these enhancements are worthwhile from a computational point of view. The linear relaxations of the aforementioned problems are typically solved using fewer iterations and cutting planes than with a nonenhanced approach. It is also shown that the enhanced procedure is only slightly inferior to an ideal, enumerative, and, in practice, intractable global cutting-plane selection.

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