A numerical method for solving quadratic integer programming problem
Автор: Tatyankin V.M., Shitselov A.V.
Рубрика: Программирование
Статья в выпуске: 3 т.12, 2019 года.
Бесплатный доступ
We propose a new numerical method for solving quadratic integer programming problem. The algorithm is based on a special representation of a minimizer of the corresponding objective functional. The problem can be reduced to a special box-constrained integer least squares problem. The advantage of the proposed algorithm is a good computational performance (approximately O(nln(n))operations) shown in numerical experiments, where the number of unknowns can be up to 108. The computational complexity of the algorithm is confirmed experimentally by a large number of numerical experiments. The algorithm consists of 3 steps. At the average, a solution is found at the second step in 83,6% cases, while the third step gives solution in the remaining cases. The algorithm is realized with the use of the Python programming language. The results of numerical experiments can be found at the service GitHubGist. The elaborated software system was used to solve the problem on formation of the optimal order for education institutions in regions of the Russian Federation.
Nonlinear programming, integer programming, numerical method, optimization
Короткий адрес: https://sciup.org/147232952
IDR: 147232952 | DOI: 10.14529/mmp190311
Список литературы A numerical method for solving quadratic integer programming problem
- Татьянкин, В.М. Методы и алгоритмы для управления процессами кадрового обеспечения региона: дис.. канд. техн. наук / В.М. Татьянкин. - Новосибирск, 2017.
- Buchheim, C. An Exact Algorithm for Nonconvex Quadratic Integer Minimization Using Ellipsoidal Relaxations / C. Buchheim, M. De Santis, L. Palagi, M. Piacentini // SIAM Journal on Optimization. - 2013. - V. 23, № 3. - P. 1867-1889.
- Buchheim, C. An Effective Branch-and-Bound Algorithm for Convex Quadratic Integer Programming / C. Buchheim, A. Caprara, A. Lodi // Mathematical Programming. - 2012. - V. 135, № 1-2. - P. 369-395.
- Xiao Wen Chang. Solving Box-Constrained Integer Least Squares Problems / Xiao Wen Chang, Qing Han // IEEE Transactions on Wireless Communications. - 2008. - V. 7, № 1. - P. 277-287.
- Agrell, E. Closest Point Search in Lattices / E. Agrell, T. Eriksson, A. Vardy, K. Zeger // IEEE Transactions on Information Theory. - 2002. - V. 48, № 8. - P. 2201-2214.
- Duan Li. Nonlinear Integer Programming / Duan Li, Xiaoling Sun. - New York: Springer Science and Business Media, 2006.
- Van Emde Boas, P. Another NP-Complete Partition Problem and the Complexity of Computing Short Vectors in a Lattice / P. van Emde Boas. - Amsterdam: University of Amsterdam. - 1981.
- Axehill, D. Integer Quadratic Programming for Control and Communication. PhD Thesis / D. Axehill. - Linköping: Institutionen för systemteknik, 2008.
- Lee, J. Mixed Integer Nonlinear Programming / J. Lee, S. Leyffer. - New York; Dordrecht; Heidelberg; London: Springer Science and Business Media, 2012.
- Hemmecke, R. Nonlinear Integer Programming. Optimization and Control / R. Hemmecke, M. Köppe, J. Lee, R. Weismantel // 50 Years of Integer Programming 1958-2008. - Berlin; Heidelberg: Springer, 2010. - P. 561-618.
- Borno, M.A. Reduction in Solving Some Integer Least Squares Problems / M.A. Borno. - Montreal: McGill University. - 2011.
- Мудров, А.Е. Численные методы для ПЭВМ на языках Бейсик, Фортран и Паскаль / А.Е. Мудров. - Томск: Раско, 1991.