UNCONSTRAINED 0-1 OPTIMIZATION AND LAGRANGEAN RELAXATION

被引:15
作者
ADAMS, WE [1 ]
BILLIONNET, A [1 ]
SUTTER, A [1 ]
机构
[1] MINIST EDUC NATL,INST INFORMAT ENTREPRISE,F-91002 EVRY,FRANCE
关键词
D O I
10.1016/0166-218X(90)90139-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the problem of maximizing a general pseudo-Boolean function. We formulate the problem as a constrained 0-1 polynomial program and show how to compute an upper bound on the maximum objective function value through the construction of a Lagrangean dual. It turns out that this Lagrangean dual yields an optimal objective value equal to the roof dual value for 0-1 polynomial programming problems. In fact, the posed Lagrangean dual motivates a linear programming problem whose dual is strongly related to the set of upper bounding planes known as roofs. Using this linear programming problem and the Kuhn-Tucker complementary slackness conditions, we show that for a given problem the task of determining whether a roof duality gap exists is equivalent to the checking of the consistency of a 0-1 quadratic posiform. This result is significant since the consistency of a 0-1 quadratic posiform can be checked in time linear in the number of terms. © 1990.
引用
收藏
页码:131 / 142
页数:12
相关论文
共 7 条
[1]  
ADAMS WP, 1988, URI061 CELMS U REPT
[2]   LINEAR-TIME ALGORITHM FOR TESTING THE TRUTH OF CERTAIN QUANTIFIED BOOLEAN FORMULAS [J].
ASPVALL, B ;
PLASS, MF ;
TARJAN, RE .
INFORMATION PROCESSING LETTERS, 1979, 8 (03) :121-123
[3]   CONVERTING 0-1 POLYNOMIAL PROGRAMMING PROBLEM TO A 0-1 LINEAR PROGRAM [J].
GLOVER, F ;
WOOLSEY, E .
OPERATIONS RESEARCH, 1974, 22 (01) :180-182
[4]   ROOF DUALITY, COMPLEMENTATION AND PERSISTENCY IN QUADRATIC 0-1 OPTIMIZATION [J].
HAMMER, PL ;
HANSEN, P ;
SIMEONE, B .
MATHEMATICAL PROGRAMMING, 1984, 28 (02) :121-155
[5]  
HANSEN P, IN PRESS DISCRETE AP
[6]   ROOF DUALITY FOR POLYNOMIAL 0-1 OPTIMIZATION [J].
LU, SH ;
WILLIAMS, AC .
MATHEMATICAL PROGRAMMING, 1987, 37 (03) :357-360
[7]   SELECTION PROBLEM OF SHARED FIXED COSTS AND NETWORK FLOWS [J].
RHYS, JMW .
MANAGEMENT SCIENCE SERIES A-THEORY, 1970, 17 (03) :200-207