In this paper, we present a new method to solve a certain type of Semidefinite Programming (SDP) problems. These types of SDPs naturally arise in the Quadratic Convex Reformulation (QCR) method and can be used to obtain dual bounds of Quadratic Unconstrained Binary Optimization (QUBO) problems. QUBO problems have recently become the focus of attention in the quantum computing and optimization communities as they are well suited to both gate-based and annealing-based quantum computers on one side, and can encompass an exceptional variety of combinatorial optimization problems on the other. Our new method can be easily warm-started, making it very effective when embedded into a branch-and-bound scheme and used to solve the QUBO problem to global optimality. We test our method in this setting and present computational results showing the effectiveness of our approach.
In this paper, we present a new method to solve a certain type of Semidefinite Programming (SDP) problems. These types of SDPs naturally arise in the Quadratic Convex Reformulation (QCR) method and can be used to obtain dual bounds of Quadratic Unconstrained Binary Optimization (QUBO) problems. QUBO problems have recently become the focus of attention in the quantum computing and optimization communities as they are well suited to both gate-based and annealing-based quantum computers on one side, and can encompass an exceptional variety of combinatorial optimization problems on the other. Our new method can be easily warm-started, making it very effective when embedded into a branch-and-bound scheme and used to solve the QUBO problem to global optimality. We test our method in this setting and present computational results showing the effectiveness of our approach.
Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spec-tral methods and semidefinite programming (SDP), each with their own advantages and disadvantages. Spectral relaxation is simple and easy to implement, but its bound is loose. Semidefinite relaxation has a tighter bound, but its computational complexity is high for large scale prob-lems. We present a new SDP formulation for BQPs, with two desirable properties. First, it has a similar relaxation bound to conventional SDP formulations. Second, com-pared with conventional SDP methods, the new SDP for-mulation leads to a significantly more efficient and scalable dual optimization approach, which has the same degree of complexity as spectral methods. Extensive experiments on various applications including clustering, image segmen-tation, co-segmentation and registration demonstrate the usefulness of our SDP formulation for solving large-scale BQPs. 1.
Quadratic unconstrained binary optimization problems (QUBOs) are intensively discussed in the realm of quantum computing and polynomial optimization. We provide a vast experimental study of semidefinite programming (SDP) relaxations of QUBOs using sums of squares methods and on Hamiltonian Updates. We test on QUBO reformulations of industry-based instances of the (open) vehicle routing problem and the (affinity-based) slotting problem -- two common combinatorial optimization problems in logistics. Beyond comparing the performance of various methods and software, our results reaffirm that optimizing over non-generic, real-world instances provides additional challenges. In consequence, this study underscores recent developments towards structure exploitation and specialized solver development for the used methods and simultaneously shows that further research is necessary in this direction both on the classical and the quantum side.
This repository contains the source code, computational experiments, analysis, and benchmarks accompanying the paper A Direct SDP-Based Framework for Certified Bounds for Constrained Quadratic Binary Optimization Problems. The repository implements a direct semidefinite programming (SDP) approach for constrained quadratic binary optimization, designed to obtain strong bounds for exact optimization. The SDP relaxation is strengthened using quadratized linear constraints and triangle (hypermetric) inequalities. To address the numerical infeasibility of SDP solutions obtained from numerical solvers such as MOSEK, the framework includes a correction procedure that converts approximate SDP solutions into mathematically certified bounds suitable for use in Branch-and-Bound algorithms. The repository also implements an adaptation of the Goemans–Williamson randomized hyperplane rounding scheme to constrained binary optimization, together with problem-specific feasibility restoration. Computational experiments are provided for the Sparsest k-Subgraph and Maximum Independent Set problems. The work presented in this repository was funded and developed under the QBIQ project (project no. 644), funded by the Slovenian Research and Innovation Agency (ARIS) through the Applied Projects programme. The code and accompanying data are intended to facilitate reproducibility of the computational results and provide a foundation for further research on exact SDP-based methods for constrained quadratic binary optimization.
Given an undirected graph G = (V, E), we consider the graph bisection problem, which consists in partitioning the nodes of G in two disjoined sets with p and n − p nodes respectively such that the total weight of edges crossing between subsets is minimal. We apply QCR to it, a general method, presented in [4], which combines semidefinite programming (SDP) and Mixed Integer Quadratic Programming (MIQP). This method solves exactly general 0-1 quadratic programs (called (QP)) with linear constraints. It is composed of two phases: Phase I is devoted to reformulate (QP) into a new problem, equivalent to (QP), with a convex quadratic function; Phase II consists in submitting this new problem to a mixed-integer convex quadratic solver. Computational results reported in this paper show that the present approach is competitive with state-of-the-art methods for the graph bisection problem.
Binary programs with a quadratic objective function are NP-hard in general, even if the linear optimization problem over the same feasible set is tractable. In this paper, we address such problems by computing quadratic global underestimators of the objective function that are separable but not necessarily convex. Exploiting the binary constraint on the variables, a minimizer of the separable underestimator over the feasible set can be computed by solving an appropriate linear minimization problem over the same feasible set. Embedding the resulting lower bounds into a branch-and-bound framework, we obtain an exact algorithm for the original quadratic binary program. The main practical challenge is the fast computation of an appropriate underestimator, which in our approach reduces to solving a series of semidefinite programs. We exploit the special structure of the resulting problems to obtain a tailored coordinate-descent method for their solution. Our extensive experimental results on various quadratic combinatorial optimization problems show that our approach outperforms both CPLEX and the related QCR method as well as the SDP-based software BiqCrunch on instances of the quadratic shortest path problem and the quadratic assignment problem.
In computer vision, many problems can be formulated as binary quadratic programs (BQPs), which are in general NP hard. Finding a solution when the problem is of large size to be of practical interest typically requires relaxation. Semidefinite relaxation usually yields tight bounds, but its computational complexity is high. In this work, we present a semidefinite programming (SDP) formulation for BQPs, with two desirable properties. First, it produces similar bounds to the standard SDP formulation. Second, compared with the conventional SDP formulation, the proposed SDP formulation leads to a considerably more efficient and scalable dual optimization approach. We then propose two solvers, namely, quasi-Newton and smoothing Newton methods, for the simplified dual problem. Both of them are significantly more efficient than standard interior-point methods. Empirically the smoothing Newton solver is faster than the quasi-Newton solver for dense or medium-sized problems, while the quasi-Newton solver is preferable for large sparse/structured problems.