Abstract
In recent years the unconstrained binary quadratic program (UBQP) has grown in importance in the field of combinatorial optimization due to its application potential and its computational challenge. Research on UBQP has generated a wide range of solution techniques for this basic model that encompasses a rich collection of problem types. In this paper we survey the literature on this important model, providing an overview of the applications and solution methods.
Similar content being viewed by others
References
Alidaee B, Glover F, Kochenberger GA, Rego C (2005) A new modeling and solution approach for the number partitioning problem. J Appl Math Decis Sci 2005(2):113–121. doi:10.1155/JAMDS.2005.113
Alidaee B, Kochenberger G, Lewis K, Lewis M, Wang H (2008) A new approach for modeling and solving set packing problems. Eur J Oper Res 186(2):504–512. doi:10.1016/j.ejor.2006.12.068
Alidaee B, Kochenberger GA, Ahmadian A (1994) 0–1 Quadratic programming approach for optimum solutions of two scheduling problems. Int J Syst Sci 25(2):401–408. doi:10.1080/00207729408928968
Alkhamis TM, Hasan M, Ahmed MA (1998) Simulated annealing for the unconstrained quadratic pseudo-Boolean function. Eur J Oper Res 108(3):641–652. doi:10.1016/S0377-2217(97)00130-6
Amini MM, Alidaee B, Kochenberger GA (eds) (1999) A scatter search approach to unconstrained quadratic binary programs. New ideas in optimization. McGraw-Hill Ltd., London
Barahona F (1986) A solvable case of quadratic 0–1 programming. Discret Appl Math 13(1):23–26. doi:10.1016/0166-218X(86)90065-X
Barahona F, Grotschel M, Junger M, Reinelt G (1988) An application of combinatorial optimization to statistical. Oper Res 36(3):493
Barahona F, Junger M, Reinelt G (1989) Experiments in quadratic 0–1 programming. Math Program 44:127–137
Beck A, Teboulle M (2000) Global optimality conditions for quadratic optimization problems with binary constraints. SIAM J Optim 11(1):179–188
Beasley JE (1998) Heuristic algorithms for the unconstrained binary quadratic programming problem. PhD thesis, Imperial College, England
Billionnet A, Elloumi S (2007) Using a mixed integer quadratic programming solver for the unconstrained quadratic 0–1 problem. Math Program 109(1):55–68
Billionnet A, Sutter A (1994) Minimization of a quadratic pseudo-Boolean function. Eur J Oper Res 78(1):106–115. doi:10.1016/0377-2217(94)90125-2
Bomze IM, Budinich M, Pardalos PM, Pelillo M (1999) The maximum clique problem. In: Handbook of combinatorial optimization. Springer, Berlin, pp 1–74
Boros E, Hammer P, Sun X (1989) The DDT method for quadratic 0–1 minimization. RUTCOR Research Center, RRR:39–89
Boros E, Hammer PL (1991) The max-cut problem and quadratic 0–1 optimization polyhedral aspects, relaxations and bounds. Ann Oper Res 33(1–4):151–180
Boros E, Hammer PL (2002) Pseudo-Boolean optimization. Discret Appl Math 123(1–3):155–225. doi:10.1016/S0166-218X(01)00341-9
Boros E, Hammer PL, Tavares G (2006) Preprocessing of Unconstrained Quadratic Binary Optimization. Rutcor Research Report, vol 13
Boros E, Hammer PL, Tavares G (2007) Local search heuristics for quadratic unconstrained binary optimization (QUBO). J Heuristics 13(2):99–132
Cai Y, Wang J, Yin J, Zhou Y (2011) Memetic clonal selection algorithm with EDA vaccination for unconstrained binary quadratic programming problems. Expert Syst Appl 38(6):7817–7827. doi:10.1016/j.eswa.2010.12.124
Carraesi P, Malucelli F, Farinaccio F (1995) Testing optimality for quadratic 0-1 unconstrained problems. ZOR-Math Methods Oper Res 42:295–311
Carraesi P, Farinaccio F, Malucelli F (1999) Testing optimality for quadratic 0-1 problems. Math Program 85:407–421
Carter MW (1984) The indefinite zero-one quadratic problem. Discret Appl Math 7(1):23–44
De Simone C, Diehl M, Jünger M, Mutzel P, Reinelt G, Rinaldi G (1995) Exact ground states of Ising spin glasses: new experimental results with a branch-and-cut algorithm. J Stat Phys 80(1–2):487–496
Douiri SM, Elbernouss S (2012) The unconstrained binary quadratic programming for the sum coloring problem. Mod Appl Sci 6(9):26–33. doi:10.5539/mas.v6n9p26
Gao D, Ruan N (2010) Solutions to quadratic minimization problems with box and integer constraints. J Global Optim 47:463–484. doi:10.1007/s10898-009-9469-0
Glover F, Alidaee B, Rego C, Kochenberger G (2002) One-pass heuristics for large-scale unconstrained binary quadratic problems. Eur J Oper Res 137(2):272–287. doi:10.1016/S0377-2217(01)00209-0
Glover F, Kochenberger G, Alidaee B, Amini M (1999) Tabu search with critical event memory: an enhanced application for binary quadratic programs. In: Meta-Heuristics. Springer, Berlin, pp 93–109
Glover F, Kochenberger GA, Alidaee B (1998) Adaptive memory tabu search for binary quadratic programs. Manag Sci 44(3):336–345
Glover F, Lü Z, Hao J-K (2010) Diversification-driven tabu search for unconstrained binary quadratic problems. 4OR 8(3):239–253
Gueye S, Michelon P (2009) A linearization framework for unconstrained quadratic (0-1) problems. Discret Appl Math 157(6):1255–1266. doi:10.1016/j.dam.2008.01.028
Gulati VP, Gupta SK, Mittal AK (1984) Unconstrained quadratic bivalent programming problem. Eur J Oper Res 15(1):121–125. doi:10.1016/0377-2217(84)90055-9
Hammer P, Shlifer E (1971) Applications of pseudo-Boolean methods to economic problems. Theor Decis 1(3):296–308. doi:10.1007/BF00139572
Hammer PL, Rudeanu S (1968) Boolean methods in operations research and related areas, vol 5. Springer, Berlin
Hanafi S, Rebai AR, Vasquez M (2013) Several versions of the devour digest tidy-up heuristic for unconstrained binary quadratic problems. J Heuristics 19(4):645–677
Hansen P (1979) Methods of nonlinear 0-1 programming. Ann Discret Math 5:53–70. doi:10.1016/S0167-5060(08)70343-1
Hansen P, Jaumard B (1990) Algorithms for the maximum satisfiability problem. Computing 44(4):279–303
Hansen P, Jaumard B, Mathon V (1993) State-of-the-art survey-constrained nonlinear 0-1 programming. ORSA J Comput 5(2):97–119
Hansen P, Jaumard B, Meyer C (2000) Exact sequential algorithms for additive clustering. Groupe d’études et de recherche en analyse des décisions, Montréal
Helmberg C, Rendl F (1998) Solving quadratic (0, 1)-problems by semidefinite programs and cutting planes. Math Program Ser B 82(3):291–315
Huang H-X, Pardalos PM, Prokopyev OA (2006) Lower bound improvement and forcing rule for quadratic binary programming. Comput Optim Appl 33(2–3):187–208
Iasemidis L, Pardalos P, Sackellares J, Shiau D-S (2001) Quadratic binary programming and dynamical system approach to determine the predictability of epileptic seizures. J Comb Optim 5(1):9–26
Jeyakumar V, Rubinov AM, Wu ZY (2007) Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions. Math Program Ser A 110:521–541. doi:10.1007/s10107-006-0012-5
Kalantari B, Bagchi A (1990) An algorithm for quadratic zero-one programs. Naval Res Logist (NRL) 37(4):527–538
Katayama K, Narihisa H (2001) Performance of simulated annealing-based heuristic for the unconstrained binary quadratic programming problem. Eur J Oper Res 134(1):103–119. doi:10.1016/S0377-2217(00)00242-3
Katayama K, Tani M, Narihisa H (2000) Solving large binary quadratic programming problems by effective genetic local search algorithm. In: Proceedings of 2000 Genetic and Evolutionary Computation Conference, pp 643–650
Kernighan B, Lin S (1970) An eflicient heuristic procedure for partitioning graphs. Bell Syst Tech J 49:291–307
Kochenberger G, Alidaee B, Glover F, Wang H (2007) An effective modeling and solution approach for the generalized independent set problem. Optim Lett 1(1):111–117
Kochenberger G, Glover F, Alidaee B, Lewis K (2005a) Using the unconstrained quadratic program to model and solve Max 2-SAT problems. Int J Oper Res 1(1):89–100
Kochenberger G, Glover F, Alidaee B, Rego C (2005b) An unconstrained quadratic binary programming approach to the vertex coloring problem. Ann Oper Res 139(1–4):229–241. doi:10.1007/s10479-005-3449-7
Kochenberger G, Glover F, Alidaee B, Wang H (2005c) Clustering of microarray data via clique partitioning. J Comb Optim 10(1):77–92
Kochenberger GA, Hao J-K, Lü Z, Wang H, Glover F (2013) Solving large scale max cut problems via tabu search. J Heuristics 19(4):565–571
Krarup J, Pruzan P (1978) Computer-aided layout design. In: Balinski ML, Lemarechal C (eds) Mathematical Programming in Use, vol 9. Mathematical Programming Studies. Springer, Berlin, pp 75–94. doi:10.1007/BFb0120827
Laughhunn D (1970) Quadratic binary programming with application to capital-budgeting problems. Oper Res 18(3):454–461
Lewis M, Alidaee B, Glover F, Kochenberger G (2009) A note on xQx as a modelling and solution framework for the Linear Ordering Problem. Int J Oper Res 5(2):152–162
Lewis M, Alidaee B, Kochenberger G (2005) Using xQx to model and solve the uncapacitated task allocation problem. Oper Res Lett 33(2):176–182. doi:10.1016/j.orl.2004.04.014
Lewis M, Kochenberger G, Alidaee B (2008) A new modeling and solution approach for the set-partitioning problem. Comput Oper Res 35(3):807–813. doi:10.1016/j.cor.2006.04.002
Lewis M, Kochenberger G, Wang H, Glover F (2013) Exact Solutions to Generalized Vertex Covering Problems: A Comparison of Two Models. working paper
Li D, Sun XL, Liu CL (2012) An exact solution method for unconstrained quadratic 0 1 programming: a geometric approach. J Global Optim 52(4):797–829
Li G (2012) Global quadratic minimization over bivalent constraints: necessary and sufficient global optimality condition. J Optim Theory 52:710–726. doi:10.1007/s10957-011-9930-3
Lodi A, Allemand K, Liebling TM (1999) An evolutionary heuristic for quadratic 0–1 programming. Eur J Oper Res 119(3):662–670. doi:10.1016/S0377-2217(98)00359-2
Lu C, Fang A, Jin Q, Wang Z, Xing W (2011) KKT solution and conic relaxation for solving quadratically constrained quadratic programming problems. SIAM J Optim 21(4):1475–1490
Lü Z, Glover F, Hao J-K (2010a) A hybrid metaheuristic approach to solving the UBQP problem. Eur J Oper Res 207(3):1254–1262. doi:10.1016/j.ejor.2010.06.039
Lü Z, Hao J-K, Glover F (2010b) A study of memetic search with multi-parent combination for UBQP. In: Evolutionary Computation in Combinatorial Optimization. Springer, Berlin, pp 154–165
Lü Z, Hao J-K, Glover F (2011) Neighborhood analysis: a case study on curriculum-based course timetabling. J Heuristics 17(2):97–118. doi:10.1007/s10732-010-9128-0
Mahdavi Pajouh F, Balasundaram B, Prokopyev OA (2013) On characterization of maximal independent sets via quadratic optimization. J Heuristics 19(4):629–644
Mauri GR, Lorena LAN (2011) Lagrangean decompositions for the unconstrained binary quadratic programming problem. Int Trans Oper Res 18(2):257–270. doi:10.1111/j.1475-3995.2009.00743.x
Mauri GR, Lorena LAN (2012a) A column generation approach for the unconstrained binary quadratic programming problem. Eur J Oper Res 217(1):69–74. doi:10.1016/j.ejor.2011.09.016
Mauri GR, Lorena LAN (2012b) Improving a Lagrangian decomposition for the unconstrained binary quadratic programming problem. Comput Oper Res 39(7):1577–1581. doi:10.1016/j.cor.2011.09.008
Merz P, Freisleben B (1999) Genetic algorithms for binary quadratic programming. In: Proceedings of the genetic and evolutionary computation conference, Citeseer, pp 417–424
Merz P, Freisleben B (2002) Greedy and local search heuristics for unconstrained binary quadratic programming. J Heuristics 8(2):197–213
Merz P, Katayama K (2004) Memetic algorithms for the unconstrained binary quadratic programming problem. Biosystems 78(1–3):99–118. doi:10.1016/j.biosystems.2004.08.002
Neven H, Rose G, Macready WG (2008) Image recognition with an adiabatic quantum computer I. Mapping to quadratic unconstrained binary optimization. arXiv:0804.4457
Oosten M, Rutten J, Spieksma F (2001) The Clique partitioning problem: facets and patching facets. Networks 38(4):209–226
Palubeckis G (1995) A heuristic-based branch and bound algorithm for unconstrained quadratic zero-one programming. Computing 54(4):283–301. doi:10.1007/BF02238228
Palubeckis G (2004) Multistart tabu search strategies for the unconstrained binary quadratic optimization problem. Ann Oper Res 131(1–4):259–282. doi:10.1023/B:ANOR.0000039522.58036.68
Palubeckis G (2006) Iterated tabu search for the unconstrained binary quadratic optimization problem. Informatica 17(2):279–296
Palubeckis G, Tomkevicius A (2002) GRASP implementations for the unconstrained binary quadratic optimization problem. Inf Technol Control 24:14–20
Pan S, Tan T, Jiang Y (2008) A global continuation algorithm for solving binary quadratic programming problems. Comput Optim Appl 41(3):349–362. doi:10.1007/s10589-007-9110-4
Pardalos PM, Jha S (1991) Graph separation techniques for quadratic zero-one programming. Comput Math Appl 21(6–7):107–113. doi:10.1016/0898-1221(91)90165-Z
Pardalos PM, Jha S (1992) Complexity of uniqueness and local search in quadratic 0-1 programming. Oper Res Lett 11(2):119–123. doi:10.1016/0167-6377(92)90043-3
Pardalos PM, Prokopyev OA, Busygin S (2006) Continuous approaches for solving discrete optimization problems. In: Handbook on modelling for discrete optimization. Springer, Berlin, pp 39–60
Pardalos PM, Rodgers GP (1990a) Computational aspects of a branch and bound algorithm for quadratic zero-one programming. Computing 45(2):131–144
Pardalos PM, Rodgers GP (1990b) Parallel branch and bound algorithms for quadratic zero-one programs on the hypercube architecture. Ann Oper Res 22(1–4):271–292
Pardalos PM, Rodgers GP (1992) A branch and bound algorithm for the maximum clique problem. Comput Oper Res 19(5):363–375. doi:10.1016/0305-0548(92)90067-F
Pardalos PM, Xue J (1994) The maximum clique problem. J Global Optim 4(3):301–328
Pham Dinh T, Nguyen Canh N, Le Thi HA (2010) An efficient combined DCA and B&B using DC/SDP relaxation for globally solving binary quadratic programs. J Global Optim 48(4):595–632
Picard J-C (1976) Maximal closure of a graph and applications to combinatorial problems. Manag Sci 22(11):1268–1272. doi:10.2307/2630227
Pinar MC (2004) Sufficient global optimality conditions for bivalent quadratic optimization. J Optim Theory Appl 122(2):433–440
Rao MR (1971) Cluster analysis and mathematical programming. J Am Stat Assoc 66(335):622–626. doi:10.1080/01621459.1971.10482319
Rhys J (1970) A selection problem of shared fixed costs and network flows. Manag Sci 17(3):200–207
Shylo V, Shylo O (2011) Systems analysis solving unconstrained binary quadratic programming problem by global equilibrium search. Cybern Syst Anal 47(6):889–897. doi:10.1007/s10559-011-9368-5
Sun XL, Liu CL, Li D, Gao JJ (2012) On duality gap in binary quadratic programming. J Global Optim 53:255–269. doi:10.1007/s10898-011-9683-4
Wang F, Xu Z (2013) Metaheuristics for robust graph coloring. J Heuristics 19(4):529–548
Wang H, Alidaee B, Glover F, Kochenberger G (2006) Solving group technology problems via clique partitioning. Int J Flex Manuf Syst 18(2):77–77
Wang J, Zhou Y, Yin J (2011) Combining tabu Hopfield network and estimation of distribution for unconstrained binary quadratic programming problem. Expert Syst Appl 38(12):14870–14881. doi:10.1016/j.eswa.2011.05.060
Wang Y, Lü Z, Glover F, Hao J-K (2012a) A multilevel algorithm for large unconstrained binary quadratic optimization. In: Integration of AI and OR Techniques in Contraint Programming for Combinatorial Optimzation Problems. Springer, Berlin, pp 395–408
Wang Y, Lü Z, Glover F, Hao J-K (2012b) Path relinking for unconstrained binary quadratic programming. Eur J Oper Res 223(3):595–604. doi:10.1016/j.ejor.2012.07.012
Wang Y, Lü Z, Glover F, Hao J-K (2012c) Probabilistic GRASP-tabu search algorithms for the UBQP problem. Comput Oper Res 40:3100–3107
Williams HP (1985) Model building in linear and integer programming. In: Schittkowski K (ed) Computational mathematical programming, vol 15. NATO ASI Series. Springer, Berlin, pp 25–53. doi:10.1007/978-3-642-82450-0_2
Witzgall C (1975) Mathematical methods of site selection for Electronic Message Systems (EMS). NBS Internal report, NBS
Xia Y (2009) New optimality conditions for quadratic optimization problems with binary constraints. Optim Lett 3:253–263. doi:10.1007/s11590-008-0105-6
Zheng XJ, Sun XL, Li D, Xu YF (2012) On zero duality gap in nonconvex quadratic programming problems. J Global Optim 52:229–242. doi:10.1007/s10898-011-9660-y
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Kochenberger, G., Hao, JK., Glover, F. et al. The unconstrained binary quadratic programming problem: a survey. J Comb Optim 28, 58–81 (2014). https://doi.org/10.1007/s10878-014-9734-0
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10878-014-9734-0