论文标题

Biqbin:线性约束的二进制二等问题问题的平行分支和结合求解器

BiqBin: a parallel branch-and-bound solver for binary quadratic problems with linear constraints

论文作者

Gusmeroli, Nicolò, Hrga, Timotej, Lužar, Borut, Povh, Janez, Siebenhofer, Melanie, Wiegele, Angelika

论文摘要

我们提出了Biqbin,这是线性约束二元二进制问题的确切求解器。我们的方法基于一种精确的惩罚方法,将原始问题有效地转换为最大切割实例,然后通过分支结合算法解决最大切割问题。所有主要成分都是使用新的半决赛编程松弛仔细开发的,该松弛通过使用一组超值不平等来增强现有的放松,将捆绑方法应用于边界例程,并使用新的策略来探索分支和结合的树。 此外,提出了一个有效的c实施,并提出了顺序的分支和构造算法。后者基于使用MPI进行多节点并行化的负载协调员 - 工人方案,并在高性能计算机上进行评估。 新的求解器针对生物爆炸,Gurobi和SCIP进行了基准测试,该求解器(线性约束)二进制二等问题的家族。数值结果表明,Biqbin是高度竞争性的求解器。在大多数基准实例上,串行版本优于其他三个求解器。我们还评估了并行求解器,并表明其具有良好的缩放属性。普通受众可以将其用作在线服务,网址为http://www.biqbin.eu。

We present BiqBin, an exact solver for linearly constrained binary quadratic problems. Our approach is based on an exact penalty method to first efficiently transform the original problem into an instance of Max-Cut, and then to solve the Max-Cut problem by a branch-and-bound algorithm. All the main ingredients are carefully developed using new semidefinite programming relaxations obtained by strengthening the existing relaxations with a set of hypermetric inequalities, applying the bundle method as the bounding routine and using new strategies for exploring the branch-and-bound tree. Furthermore, an efficient C implementation of a sequential and a parallel branch-and-bound algorithm is presented. The latter is based on a load coordinator-worker scheme using MPI for multi-node parallelization and is evaluated on a high-performance computer. The new solver is benchmarked against BiqCrunch, GUROBI, and SCIP on four families of (linearly constrained) binary quadratic problems. Numerical results demonstrate that BiqBin is a highly competitive solver. The serial version outperforms the other three solvers on the majority of the benchmark instances. We also evaluate the parallel solver and show that it has good scaling properties. The general audience can use it as an on-line service available at http://www.biqbin.eu.

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