Cutting Plane Algorithms are Exact for Euclidean Max-Sum Problems

التفاصيل البيبلوغرافية
العنوان: Cutting Plane Algorithms are Exact for Euclidean Max-Sum Problems
المؤلفون: Bui, Hoa T., Spiers, Sandy, Loxton, Ryan
سنة النشر: 2023
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control
الوصف: This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated, generalised and bi-level diversity problems as special cases. We introduce two exact cutting plane algorithms to solve this class of optimisation problems. The new algorithms remove the need for a concave reformulation, which is known to significantly slow down convergence. We establish exactness of the new algorithms by examining the concavity of the quadratic objective in a given direction, a concept we refer to as directional concavity. Numerical results show that the algorithms outperform other exact methods for benchmark diversity problems (capacitated, generalised and bi-level), and can easily solve problems of up to three thousand variables.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2309.09251
رقم الأكسشن: edsarx.2309.09251
قاعدة البيانات: arXiv