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European Journal of Operational Research

Logical and inequality implications for reducing the size and difficulty of quadratic unconstrained binary optimization problems

Fred Glover, Mark A. Lewis, Gary A. Kochenberger

Published Aug 31, 2017• 40 citations
Publisher
DOI
10.1016/j.ejor.2017.08.025

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The quadratic unconstrained binary optimization (QUBO) problem arises in diverse optimization applications ranging from Ising spin problems to classical problems in graph theory and binary discrete optimization. The use of preprocessing to transform the graph representing the QUBO problem into a smaller equivalent graph is important for improving solution quality and time for both exact and metaheuristic algorithms and is a step towards mapping large scale QUBO to hardware graphs used in quantum annealing computers. In an earlier paper (Lewis and Glover, 2016) a set of rules was introduced that achieved significant QUBO reductions as verified through computational testing. Here this work is extended with additional rules that provide further reductions that succeed in exactly solving 10% of the benchmark QUBO problems. An algorithm and associated data structures to efficiently implement the entire set of rules is detailed and computational experiments are reported that demonstrate their efficacy.
Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack variables needed for conversion of inequalities. This transformation can lead to a significant increase in the size and density of the problem. Herein, we propose an efficient approach for recasting inequality constraints that reduces the number of linear and quadratic variables. Experimental results illustrate the efficacy.
Quadratic Unconstrained Binary Optimization (QUBO) is a combinatorial optimization problem defined by an energy function that consists of a quadratic formula involving multiple binary variables. We propose the method of combing bit reduction and duplication technique that can generate hard instances of QUBO problems from any original QUBO problem without changing the size. The idea is to reduce the original QUBO problem for a specified number of bits and duplicate the same number of bits while ensuring all duplicated pair of bits take the same binary values. Experimental results show that generated QUBO instances are much hard for solving.