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Journal Article

Dr Hoa Bui

Authors: Hoa T Bui, Sandy Spiers, Ryan Loxton


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2023-09-17

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arXiv:2309.09251

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Bui, Hoa T. and Spiers, Sandy and Loxton, Ryan, Cutting Plane Algorithms are Exact for Euclidean Max-Sum Problems. Available at SSRN: https://ssrn.com/abstract=4585009 or http://dx.doi.org/10.2139/ssrn.4585009

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This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave  maximisation problems includes the capacitated, generalised and bi-level diversity problems as special cases. We introduce two exact cutting plane algorithms to solve this class of optimisation problems. The new algorithms remove the need for a concave reformulation, which is known to significantly slow down convergence. We establish exactness of the new algorithms by examining the concavity of the quadratic objective in a given direction, a concept we refer to as directional concavity. Numerical results show that the algorithms outperform other exact methods for benchmark diversity problems (capacitated, generalised and bi-level), and can easily solve problems of up to three thousand variables.

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titleDOI: 10.48550/arXiv.2309.09251
urlhttps://doi.org/10.48550/arXiv.2309.09251