Separable standard quadratic optimization problems

Volker Stix

Christoph Buchheim, Giovanni Rinaldi

We address the problem of optimizing a polynomial with real coefficients over binary variables. We show that a complete polyhedral description of the linearization of such a problem can be derived in a simple way from the polyhedral description of the linearization of some quadratic optimization problem. The number of variables in the latter linearization is only slightly larger than in the former. If polynomial constraints are present in the original problem, then their linearized counterparts carry over to the linearized quadratic problem unchanged. If the original problem formulation does not contain any constraints, we obtain a reduction to unconstrained quadratic zero-one optimization, which is equivalent to the well-studied max-cut problem. The separation problem for general unconstrained polynomial zero-one optimization thus reduces to the separation problem for the cut polytope. This allows us to transfer the entire knowledge gained for the latter polytope by intensive research and, in particular, the sophisticated separation techniques that have been developed. We report preliminary experimental results obtained with a straightforward implementation of this approach.

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