Solution of instance-based recognition problems with a large number of classes

A learning-based classification problem with a large number of classes is considered. The error-correcting-output-codes (ЕСОС) scheme is optimized. An initial binary matrix is formed at random so that the number of its rows is equal to the number of classes and each column corresponds to the union of several classes in two macroclasses. In the ЕСОС approach, a binary classification problem is solved for every object to be recognized and for every union. The object is assigned to the class with the nearest code row. A generalization of the ЕСОС approach is presented in which a discrete optimization problem is solved to find optimal unions, probabilities of correct classification are used in dichotomy problems, and the degree of dichotomy informativeness is taken into account. If the solution algorithms for the dichotomy problems are correct, the recognition algorithm for the original problem is correct as well.     

An algorithm and efficient data structures for the binary knapsack problem

A branch-and-bound algorithm for the binary knapsack problem is presented which uses a combined stack and deque for storing the tree and the corresponding LP-relaxation. A reduction scheme is used to reduce the problem size. The algorithm was implemented in FORTRAN. Computational experience is based on 600 randomly generated test problems with up to 9000 zero-one variables. The average solution times (excluding an initial sorting step) increase linearly with problem size and compare favorably with other codes designed to solve binary knapsack problems.     

Generic iterative subset algorithms for discrete tomography

Discrete tomography deals with the reconstruction of images from their projections where the images are assumed to contain only a small number of grey values. In particular, there is a strong focus on the reconstruction of binary images (binary tomography). A variety of binary tomography problems have been considered in the literature, each using different projection models or additional constraints. In this paper, we propose a generic iterative reconstruction algorithm that can be used for many different binary reconstruction problems. In every iteration, a subproblem is solved based on at most two of the available projections. Each of the subproblems can be solved efficiently using network flow methods. We report experimental results for various reconstruction problems. Our results demonstrate that the algorithm is capable of reconstructing complex objects from a small number of projections.     

A novel differential evolution algorithm for binary optimization

Differential evolution (DE) is one of the most powerful stochastic search methods which was introduced originally for continuous optimization. In this sense, it is of low efficiency in dealing with discrete problems. In this paper we try to cover this deficiency through introducing a new version of DE algorithm, particularly designed for binary optimization. It is well-known that in its original form, DE maintains a differential mutation, a crossover and a selection operator for optimizing non-linear continuous functions. Therefore, developing the new binary version of DE algorithm, calls for introducing operators having the major characteristics of the original ones and being respondent to the structure of binary optimization problems. Using a measure of dissimilarity between binary vectors, we propose a differential mutation operator that works in continuous space while its consequence is used in the construction of the complete solution in binary space. This approach essentially enables us to utilize the structural knowledge of the problem through heuristic procedures, during the construction of the new solution. To verify effectiveness of our approach, we choose the uncapacitated facility location problem (UFLP)—one of the most frequently encountered binary optimization problems—and solve benchmark suites collected from OR-Library. Extensive computational experiments are carried out to find out the behavior of our algorithm under various setting of the control parameters and also to measure how well it competes with other state of the art binary optimization algorithms. Beside UFLP, we also investigate the suitably of our approach for optimizing numerical functions. We select a number of well-known functions on which we compare the performance of our approach with different binary optimization algorithms. Results testify that our approach is very efficient and can be regarded as a promising method for solving wide class of binary optimization problems.     

Global optimality conditions for cubic minimization problem with box or binary constraints

In this article, we provide optimality conditions for global solutions to cubic minimization problems with box or binary constraints. Our main tool is an extension of the global subdifferential approach, developed by Jeyakumar et al. (J Glob Optim 36:471–481, 2007; Math Program A 110:521–541, 2007). We also derive optimality conditions that characterize global solutions completely in the case where the cubic objective function contains no cross terms. Examples are given to demonstrate that the optimality conditions can effectively be used for identifying global minimizers of certain cubic minimization problems with box or binary constraints.     

A Heuristic for Boolean Optimization Problems

A heuristic method is proposed for the solution of a large class of binary optimization problems, which includes weighted versions of the set covering, graph stability, partitioning, maximum satisfiability, and numerous other problems. The reported substantial computational experiments amply demonstrate the efficiency of the proposed method.     

Quantile regression with group lasso for classification

Applications of regression models for binary response are very common and models specific to these problems are widely used. Quantile regression for binary response data has recently attracted attention and regularized quantile regression methods have been proposed for high dimensional problems. When the predictors have a natural group structure, such as in the case of categorical predictors converted into dummy variables, then a group lasso penalty is used in regularized methods. In this paper, we present a Bayesian Gibbs sampling procedure to estimate the parameters of a quantile regression model under a group lasso penalty for classification problems with a binary response. Simulated and real data show a good performance of the proposed method in comparison to mean-based approaches and to quantile-based approaches which do not exploit the group structure of the predictors.     

Binary group and Chinese postman polyhedra

A new proof of the characterization of the Chinese postman polyhedra is given. In developing this proof, a theorem of Gomory about homomorphic lifting of facets for group polyhedra is generalized to subproblems. Some results for the Chinese postman problem are generalized to binary group problems. In addition, a connection is made between Fulkerson's blocking polyhedra and a blocking pair of binary group problems. A connection is also developed between minors and lifting of facets for group problems.     

A Multi-Attribute Ranking Solutions Confirmation Procedure

Ranking problems arise from the knowledge of several binary relations defined on a set of alternatives, which we intend to rank. In a previous work, the authors introduced a tool to confirm the solutions of multi-attribute ranking problems as linear extensions of a weighted sum of preference relations. An extension of this technique allows the recognition of critical preference pairs of alternatives, which are often caused by inconsistencies. Herein, a confirmation procedure is introduced and applied to confirm the results obtained by a multi-attribute decision methodology on a tender for the supply of buses to the Porto Public Transport Operator.     

Computational analysis of counter-based schemes for VLSI test pattern generation

The use of a binary counter as a mechanism for VLSI built-in test pattern generation is examined. Four different schemes are studied which are defined as partitioning problems on the rows of a binary matrix T. The goal in all problems is to minimize the maximum distance between the values of the binary patterns of any two rows of T, so that they can be generated by a counter in the minimum number of cycles. Although all schemes are NP-hard, an approximation algorithm is presented for the first scheme which guarantees solutions within 2·p from the optimal, where p is the prescribed number of partitions. The remaining problems are shown to be NP-complete even to be approximated within twice the optimal.     

A primogenitary linked quad tree approach for solution storage and retrieval in heuristic binary optimization

A data structure, called the primogenitary linked quad tree (PLQT), is used to store and retrieve solutions in heuristic solution procedures for binary optimization problems. Two ways are proposed to use integer vectors to represent solutions represented by binary vectors. One way is to encode binary vectors into integer vectors in a much lower dimension and the other is to use the sorted indices of binary variables with values equal to 0 or equal to 1. The integer vectors are used as composite keys to store and retrieve solutions in the PLQT. An algorithm processing trial solutions for insertion into or retrieval from the PLQT is developed. Examples are provided to demonstrate the way the algorithm works. Another algorithm traversing the PLQT is also developed. Computational results show that the PLQT approach takes only a very tiny portion of the CPU time taken by a linear list approach for the same purpose for any reasonable application. The CPU time taken by the PLQT managing trial solutions is negligible as compared to that taken by a heuristic procedure for any reasonably hard to solve binary optimization problem, as shown in a tabu search heuristic procedure for the capacitated facility location problem. Compared to the hashing approach, the PLQT approach takes the same or less amount of CPU time but much less memory space while completely eliminating collision.     

Worst-case complexity bounds for algorithms in the theory of integral quadratic forms

The problem of factoring an integer and many other number-theoretic problems can be formulated in terms of binary quadratic Diophantine equations. This class of equations is also significant in complexity theory, subclasses of it having provided most of the natural examples of problems apparently intermediate in difficulty between P and NP-complete problems, as well as NP-complete problems [2, 3, 22, 26]. The theory of integral quadratic forms developed by Gauss gives some of the deepest known insights into the structure of classes of binary quadratic Diophantine equations. This paper establishes explicit polynomial worst-case running time bounds for algorithms to solve certain of the problems in this theory. These include algorithms to do the following: (1) reduce a given integral binary quadratic form; (2) quasi-reduce a given integral ternary quadratic form; (3) produce a form composed of two given integral binary quadratic forms; (4) calculate genus characters of a given integral binary quadratic form, when a complete prime factorization of its determinant D is given as input; (5) produce a form that is the square root under composition of a given form (when it exists), when a complete factorization of D and a quadratic nonresidue for each prime dividing D is given as input.     

Uniqueness of multiple Walsh series for the convergence on binary cubes

We consider uniqueness problems for multiple Walsh series convergent on binary cubes on a multidimensional binary group. We find conditions under which a given finite or countable set is a set of uniqueness.     

Valid inequalities for separable concave constraints with indicator variables

We study valid inequalities for optimization models that contain both binary indicator variables and separable concave constraints. These models reduce to a mixed-integer linear program (MILP) when the concave constraints are ignored, or to a nonconvex global optimization problem when the binary restrictions are ignored. In algorithms designed to solve these problems to global optimality, cutting planes to strengthen the relaxation are traditionally obtained using valid inequalities for the MILP only. We propose a technique to obtain valid inequalities that are based on both the MILP constraints and the concave constraints. We begin by characterizing the convex hull of a four-dimensional set consisting of a single binary indicator variable, a single concave constraint, and two linear inequalities. Using this analysis, we demonstrate how valid inequalities for the single node flow set and for the lot-sizing polyhedron can be “tilted” to give valid inequalities that also account for separable concave functions of the arc flows. We present computational results demonstrating the utility of the new inequalities for nonlinear transportation problems and for lot-sizing problems with concave costs. To our knowledge, this is one of the first works that simultaneously convexifies both nonconvex functions and binary variables to strengthen the relaxations of practical mixed-integer nonlinear programs.     

Sampling Schemes for Bayesian Variable Selection in Generalized Linear Models

Bayesian approaches to prediction and the assessment of predictive uncertainty in generalized linear models are often based on averaging predictions over different models, and this requires methods for accounting for model uncertainty. When there are linear dependencies among potential predictor variables in a generalized linear model, existing Markov chain Monte Carlo algorithms for sampling from the posterior distribution on the model and parameter space in Bayesian variable selection problems may not work well. This article describes a sampling algorithm based on the Swendsen-Wang algorithm for the Ising model, and which works well when the predictors are far from orthogonality. In problems of variable selection for generalized linear models we can index different models by a binary parameter vector, where each binary variable indicates whether or not a given predictor variable is included in the model. The posterior distribution on the model is a distribution on this collection of binary strings, and by thinking of this posterior distribution as a binary spatial field we apply a sampling scheme inspired by the Swendsen-Wang algorithm for the Ising model in order to sample from the model posterior distribution. The algorithm we describe extends a similar algorithm for variable selection problems in linear models. The benefits of the algorithm are demonstrated for both real and simulated data.     

An evaluation of semidefinite programming based approaches for discrete lot-sizing problems

The present work is intended as a first step towards applying semidefinite programming models and tools to discrete lot-sizing problems including sequence-dependent changeover costs and times. Such problems can be formulated as quadratically constrained quadratic binary programs. We investigate several semidefinite relaxations by combining known reformulation techniques recently proposed for generic quadratic binary problems with problem-specific strengthening procedures developed for lot-sizing problems. Our computational results show that the semidefinite relaxations consistently provide lower bounds of significantly improved quality as compared with those provided by the best previously published linear relaxations. In particular, the gap between the semidefinite relaxation and the optimal integer solution value can be closed for a significant proportion of the small-size instances, thus avoiding to resort to a tree search procedure. The reported computation times are significant. However improvements in SDP technology can still be expected in the future, making SDP based approaches to discrete lot-sizing more competitive.     

BDD-based heuristics for binary optimization

In this paper we introduce a new method for generating heuristic solutions to binary optimization problems. We develop a technique based on binary decision diagrams. We use these structures to provide an under-approximation to the set of feasible solutions. We show that the proposed algorithm delivers comparable solutions to a state-of-the-art general-purpose optimization solver on randomly generated set covering and set packing problems.     

Bayesian rough set model: A further investigation

Bayesian rough set model (BRSM), as the hybrid development between rough set theory and Bayesian reasoning, can deal with many practical problems which could not be effectively handled by original rough set model. In this paper, the equivalence between two kinds of current attribute reduction models in BRSM for binary decision problems is proved. Furthermore, binary decision problems are extended to multi-decision problems in BRSM. Some monotonic measures of approximation quality for multi-decision problems are presented, with which attribute reduction models for multi-decision problems can be suitably constructed. What is more, the discernibility matrices associated with attribute reduction for binary decision and multi-decision problems are proposed, respectively. Based on them, the approaches to knowledge reduction in BRSM can be obtained which corresponds well to the original rough set methodology.     

A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs

We consider a special class of two-stage stochastic integer programming problems with binary variables appearing in both stages. The class of problems we consider constrains the second-stage variables to belong to the intersection of sets corresponding to first-stage binary variables that equal one. Our approach seeks to uncover strong dual formulations to the second-stage problems by transforming them into dynamic programming (DP) problems parameterized by first-stage variables. We demonstrate how these DPs can be formed by use of binary decision diagrams, which then yield traditional Benders inequalities that can be strengthened based on observations regarding the structure of the underlying DPs. We demonstrate the efficacy of our approach on a set of stochastic traveling salesman problems.

     

Clique inference process for solving Max-CSP

Few works on problems CSP, Max-CSP and weighted CSP was carried out in the field of Combinatorial Optimization, whereas this field contains many algorithmic tools which can be used for the resolution of these problems.In this paper, we introduce the binary clique concept: clique which expresses incompatibilities between values of two CSP variables. We propose a linear formulation for any binary clique and we present several ways to exploit it in order to compute lower bounds or to solve Max-CSP. We also show that the binary clique concept can be exploited in the weighted CSP framework.The obtained theoretical and experimental results are very interesting and they open new prospects to exploit the Combinatorial Optimization algorithmic tools for the resolution of CSP, Max-CSP and weighted CSP.