Variable Reduction For Quadratic Unconstrained Binary Optimization
Optimization and Control
2021-05-18 v1 Discrete Mathematics
Abstract
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.
Cite
@article{arxiv.2105.07032,
title = {Variable Reduction For Quadratic Unconstrained Binary Optimization},
author = {Amit Verma and Mark Lewis},
journal= {arXiv preprint arXiv:2105.07032},
year = {2021}
}