f-Flip strategies for unconstrained binary quadratic programming - Université d'Angers Accéder directement au contenu
Article Dans Une Revue Annals of Operations Research Année : 2016

f-Flip strategies for unconstrained binary quadratic programming

Résumé

Unconstrained binary quadratic programming (UBQP) provides a unifying modeling and solution framework for solving a remarkable range of binary optimization problems, including many accompanied by constraints. Current methods for solving UBQP problems customarily rely on neighborhoods consisting of flip moves that select one or more binary variables and “flip” their values to the complementary value (from 1 to 0 or from 0 to 1). We introduce a class of approaches called f-flip strategies that include a fractional value f as one of those available to the binary variables during intermediate stages of solution. A variety of different f-flip strategies, particularly within the context of multi-start algorithms, are proposed for pursuing intensification and diversification goals in metaheuristic algorithms, accompanied by special rules for evaluating and executing f-flips efficiently.

Fichier non déposé

Dates et versions

hal-01412519 , version 1 (08-12-2016)

Identifiants

Citer

Fred Glover, Jin-Kao Hao. f-Flip strategies for unconstrained binary quadratic programming. Annals of Operations Research, 2016, 238 (1), pp.651-657. ⟨10.1007/s10479-015-2076-1⟩. ⟨hal-01412519⟩

Collections

UNIV-ANGERS LERIA
25 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More