Skip to main content
Log in

Local search heuristics for Quadratic Unconstrained Binary Optimization (QUBO)

  • Published:
Journal of Heuristics Aims and scope Submit manuscript

Abstract

We present a family of local-search-based heuristics for Quadratic Unconstrained Binary Optimization (QUBO), all of which start with a (possibly fractional) initial point, sequentially improving its quality by rounding or switching the value of one variable, until arriving to a local optimum. The effects of various parameters on the efficiency of these methods are analyzed through computational experiments carried out on thousands of randomly generated problems having 20 to 2500 variables. Tested on numerous benchmark problems, the performance of the most competitive variant (ACSIOM) was shown to compare favorably with that of other published procedures.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Alidaee, B., G.A. Kochenberger, and A. Ahmadian. (1994). “0-1 Quadratic Programming Approach for the Optimal Solution of Two Scheduling Problems.” International Journal of Systems Science 25, 401–408.

    Google Scholar 

  • Alkhamis, T.M., M. Hasab, and M.A. Ahmed. (1998). “Simulated Annealing for the Unconstrained Quadratic Pseudo-Boolean Function.” European Journal of Operational Research 108, 641–652.

    Google Scholar 

  • Amini, M.M., B. Alidaee, and G.A. Kochemberger. (1999). “A Scatter Search Approach to Unconstrained Quadratic Binary Programs.” In D. Corne, M. Dorigo, and F. Glover (eds.), New Ideas in Optimisation, McGraw-Hill, London, pp. 317–329.

  • Badics, T. (1996). Approximation of Some Nonlinear Binary Optimization Problems. PhD thesis, RUTCOR, Rutgers University.

  • Badics, T. and E. Boros. (1998). “Minimization of Half-products.” Mathematics of Operations Research 23, 649–660.

  • Barahona, F., M. Grötschel, M. Jünger, and G. Reinelt. (1988). “An Application of Combinatorial Optimization to Statistical Physics and Circuit Layout Design.” Operations Research 36, 493–513.

  • Barahona, F., M. Jünger, and G. Reinelt. (1989). “Experiments in Quadratic 0-1 Programming.” Mathematical Programming 44, 127–137.

  • Beasley, J.E. (1990). ‘Or-library: Distributing Test Problems by Electronic Mail.‘ Journal of Operations Research Society 41, 1069–1072.

    Google Scholar 

  • Beasley, J.E. (1998). “Heuristic Algorithms for the Unconstrained Binary Quadratic Programming Problem.” Technical report, Management School, Imperial College, London, UK.

  • Billionnet, A. and A. Sutter. (1994). “Minimization of a Quadratic Pseudo-boolean Function.” European Journal of Operational Research 78, 106–115.

    Google Scholar 

  • Boros, E. and P.L. Hammer. (2002). “Pseudo-Boolean Optimization.” Discrete Applied Mathematics 123, 155–225.

  • Boros, E. and P.L. Hammer. (1991). “The Max-cut Problem and Quadratic 0-1 Optimization, Polyhedral Aspects, Relaxations and Bounds.” Annals of Operations Research 33, 151–180.

    Google Scholar 

  • Boros, E. and A. Prékopa. (1989). “Probabilistic Bounds and Algorithms for the Maximum Satisfiability Problem.” Annals of Operations Research 21, 109–126.

    Google Scholar 

  • Boros, E., P.L. Hammer, M. Minoux, and D. Rader. (1999). “Optimal Cell Flipping to Minimize Channel Density in VLSI Design and Pseudo-Boolean Optimization.” Discrete Applied Mathematics 90, 69–88.

  • Boros, E., P.L. Hammer, and X. Sun. (1989). “The DDT Method for Quadratic 0-1 Optimization.” Research Report RRR 39-1989, RUTCOR, Rutgers University.

  • Boros, E., P.L. Hammer, R. Sun, and G. Tavares. (2006). “A Max-flow Approach to Improved Lower Bounds for Quadratic 0-1 Minimization.” Research Report RRR 7-2006, RUTCOR, Rutgers University.

  • Boros, E., P.L. Hammer, and G. Tavares. (2006). “Preprocessing of Unconstrained Quadratic Binary Optimization.” Research Report RRR 10-2006, RUTCOR, Rutgers University.

  • Boros, E., P.L. Hammer, and G. Tavares. (2007). “One-pass Heuristics for Unconstrained Quadratic Binary Optimization.” Research Report, RUTCOR, Rutgers University.

  • Bushnell, M.L. and I.P. Shaik. (1995). “Robust Delay Fault Built-in Self-testing Method and Apparatus.” United States Patent # 5,422,891, June 6.

  • Carter, M.W. (1984). “The Indefinite Zero-one Quadratic Problem.” Discrete Applied Mathematics 7, 23–44.

    Google Scholar 

  • Crama, Y. and J.B. Mazzola. (1995). “Valid Inequalities and Facets for a Hypergraph Model of the Nonlinear Knapsack and Fms Part-selection Problems.” Annals of Operations Research 58, 99–128.

    Google Scholar 

  • De Simone, C., M. Diehl, M. Jünger, P. Mutzel, G. Reinelt, and G. Rinaldi. (1995). “Exact Ground States of Ising Spin Glasses: New Experimental Results with a Branch and Cut Algorithm.” Journal of Statistical Physics 80, 487–496.

    Google Scholar 

  • Fraenkel, A.S. and P.L. Hammer. (1984). “Pseudo-Boolean Functions and Their Graphs.” Annals of Discrete Mathematics 20, 137–146.

  • Gallo, G., P.L. Hammer, and B. Simeone. (1980). “Quadratic Knapsack Problems.” Mathematical Programming 12, 132–149.

  • Garey, M.R. and D.S. Johnson. (1979). Computers and Intractability: An Introduction to the Theory of NP-completeness. W.H. Freeman, San Francisco.

  • Glover, F., G. Kochenberger, and B. Alidaee. (1998a). “Adaptative Memory Tabu Search for Binary Quadratic Programs.” Management Science, 44(3), 336–345.

    Google Scholar 

  • Glover, F., G.A. Kochenberger, B. Alidaee, and M. Amini. (1998b). “Tabu Search with Critical Event Memory: An Enhanced Application for Binary Quadratic Programs.” In S. Voss, S. Martello, I. Osman, and C. Roucairol (eds.), Meta-heuristics—Advances and Trends in Local Search Paradigms for Optimization, Kluwer Academic Publishers, pp. 83–109.

  • Glover, F., B. Alidaee, C. Rego, and G. Kochenberger. (2002). “One-pass Heuristics for Large-scale Unconstrained Binary Quadratic Problems.” European Journal of Operational Research 137, 272–287.

    Google Scholar 

  • Gulati, S.K., S.K. Gupta, and A.K. Mittal. (1980). “Unconstrained Quadratic Bivalent Programming Problem.” European Journal of Operational Research 15, 121–125.

    Google Scholar 

  • Hammer, P.L. (1968). “Plant Location—A Pseudo-boolean Approach.” Israel Journal of Technology 6, 330–332.

    Google Scholar 

  • Hammer, P.L. (1977). “Pseudo-Boolean Remarks on Balanced Graphs.” International Series of Numerical Mathematics 36, 69–78.

  • Hammer, P.L. and S. Rudeanu. (1968). Boolean Methods in Operations Research and Related Areas. Springer-Verlag, Berlin, Heidelberg, New York.

  • Hammer, P.L. and E. Shliffer. (1971). “Applications of Pseudo-boolean Methods to Economic Problems.” Theory and Decision 1, 296–308.

  • Hammer, P.L., I. Rosenberg, and S. Rudeanu. (1963). ‘On the Determination of the Minima of Pseudo-Boolean Functions.’ Stud. Cerc. Mat. 14, 359–364 (in Romanian).

    Google Scholar 

  • Hasab, M., T. Alkhamis, and J. Ali. (2000). “A Comparison between Simulated Annealing, Genetic Algorithm and Tabu Search Methods for the Unconstrained Quadratic Pseudo-Boolean Function.” Computers & Industrial Engineering 38, 323–340.

    Google Scholar 

  • Helmberg, C. and F. Rendl. (1998). “Solving Quadratic (0,1)-problems by Semidefinite Programs and Cutting Planes.” Mathematical Programming 82, 291–315.

    Google Scholar 

  • Hillier, F.S. (1969). The Evaluation of Risky Interrelated Investments. North-Holland, Amsterdam.

  • Jünger, M., A. Martin, G. Reinelt, and R. Weismantel. (1994). “Quadratic 0-1 Optimization and a Decomposition Approach for the Placement of Electronic Circuits.” Mathematical Programming 63, 257–279.

    Google Scholar 

  • Kalantari, B. and A. Bagchi. (1990). “An Algorithm for Quadratic Zero-one Programs.” Naval Research Logistics 37, 527–538.

    Google Scholar 

  • Katayama, K. and H. Narihisa. (2001). “Performance of Simulated Annealing-based Heuristic for the Unconstrained Binary Quadratic Programming Problem.” European Journal of Operational Research 134, 103–119.

    Google Scholar 

  • Katayama, K., M. Tani, and H. Narihisa. (2000). “Solving Large Binary Quadratic Programming Problems by Effective Genetic Local Search Algorithm.” In L.D. Whitley, D.E. Goldberg, E. Cantú-Paz, L. Spector, I.C. Parmee, and H.-G. Beyer (eds.), Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2000). Morgan Kauffman, pp. 643–650.

  • Krarup, J. and P.M. Pruzan. (1978). “Computer-aided Layout Design.” Mathematical Programming Study 9, 75–94.

  • Kubiak, W. (1995). “New Results on the Completion Time Variance Minimization.” Discrete Applied Mathematics 58, 157–168.

  • Laughhunn, D.J. (1970). “Quadratic Binary Programming with Applications to Capital Budgeting Problems.” Operations Research 18, 454–461.

    Google Scholar 

  • Laughhunn, D.J. and D.E. Peterson. (1971). “Computational Experience with Capital Expenditure Programming Models Under Risk. J. Business Finance 3, 43–48.

    Google Scholar 

  • Liu, W., D. Wilkins, and B. Alidaee. (2005). “A Hybrid Multi-exchange Local Search for Unconstrained Binary Quadratic Program.” Technical Report HCES-09-05, Hearin Center for Enterprise Science, University of Mississippi.

  • Lodi, A., K. Allemand, and T. M. Liebling. (1999). “An Volutionary Heuristic for Quadratic 0-1 Programming.” European Journal of Operational Research 119, 662–670.

    Google Scholar 

  • McBride, R.D. and J.S. Yormark. (1980). “An Implicit Enumeration Algorithm for Quadratic Integer Programming.” Management Science 26, 282–296.

    Google Scholar 

  • Merz, P. and B. Freisleben. (1999). “Genetic Algorithms for Binary Quadratic Programming.” In Proceedings of the 1999 International Genetic and Evolutionary Computation Conference (GECCO’99), pp. 417–424.

  • Merz, P. and Freisleben, B. (2002). “Greedy and Local Search Heuristics for the Unconstrained Binary Quadratic Programming Problem.” Journal of Heuristics 8(2), 197–213.

    Google Scholar 

  • Merz, P. and K. Katayama. (2004). “Memetic Algorithms for the Unconstrained Binary Quadratic Programming Problem.” Biosystems 78(1–3), 99–118.

    Google Scholar 

  • Palubeckis, G. (2004). “Multistart Tabu Search Strategies for the Unconstrained Binary Quadratic Optimization Problem.” Annals of Operations Research 131, 259–282.

    Google Scholar 

  • Palubeckis, G. (1995). “A Heuristic-based Branch and Bound Algorithm for Unconstrained Quadratic Zero-one Programming.” Computing 54, 283–301.

    Google Scholar 

  • Palubeckis, G. and A. Tomkevièius. (2002). “Grasp Implementations for the Uncostrained Binary Quadratic Optimization Problem.” Information Technology and Control 24(3), 14–20.

    Google Scholar 

  • Papaioannou, S.G. (1977). “Optimal Test Generation in Combinational Networks by Pseudo-Boolean Programming.” IEEE Transactions on Computers 26, 553–560.

    Google Scholar 

  • Pardalos, P.M. (1991). “Construction of Test Problems in Quadratic Bivalent Programming. ACM Transactions on Mathematical Software 17(1), 74–87.

    Google Scholar 

  • Pardalos, P.M. and S Jha. (1992). “Complexity of Uniqueness and Local Search in Quadratic 0-1 Programming.” Operations Research Letters 11, 119–123.

    Google Scholar 

  • Pardalos, P.M. and G.P. Rodgers. (1990). “Computational Aspects of a Branch and Bound Algorithm for Quadratic 0-1 Programming.” Computing 45, 131–144.

    Google Scholar 

  • Pardalos, P.M. and G.P. Rodgers. (1992). “A Branch and Bound Algorithm for the Maximum Clique Problem.” Computers and Operations Research 19, 363–375.

    Google Scholar 

  • Pardalos, P.M. and J. Xue. (1994). “The Maximum Clique Problem.” Journal of Global Optimization 4, 301–328.

    Google Scholar 

  • Phillips, A.T. and J.B. Rosen. (1994). “A Quadratic Assignment Formulation for the Molecular Conformation Problem.” Journal of Global Optimization 4, 229–241.

    Google Scholar 

  • Picard, J.C. and H.D. Ratliff. (1975). “Minimum Cuts and Related Problems.” Networks 5, 357–370.

  • Picard, J.C. and H.D. Ratliff. (1978). “A Cut Approach to the Rectilinear Facility Location Problem.” Operations Research 26, 422–433.

    Google Scholar 

  • Ranyard, R.H. (1976). “An Algorithm for Maximum Likelihood Ranking and Slater’s i from Paired Comparisons.” British Journal of Mathematical and Statistical Psychology 29, 242–248.

    Google Scholar 

  • Rao, M.R. (1971). “Cluster Analysis and Mathematical Programming.” Journal of the American Statistical Association 66, 622–626.

    Google Scholar 

  • Rosenberg, I.G. (1972). “0-1 Optimization and Non-linear Programming.” Revue Française d’Automatique, d’Informatique et de Recherche Opérationnelle (Série Bleue) 2, 95–97.

  • Shaik, I.P. (1996). An Optimization Approach to Robust Delay-fault Built-in Testing.” PhD thesis, Electrical Engineering Department, Rutgers University.

  • Simeone, B. (1979). Quadratic 0-1 Programming, Boolean Functions and Graphs.” PhD thesis, University of Waterloo.

  • Warszawski, A. (1974). “Pseudo-Boolean Solutions to Multidimensional Location Problems.” Operations Research 22, 1081–1085.

    Google Scholar 

  • Weingartner, H.M. (1966). “Capital Budgeting of Interrelated Projects: Survey and Synthesis.” Management Science 12, 485–516.

    Google Scholar 

  • Williams, A.C. (1985). “Quadratic 0-1 Programming Using the Roof Dual with Computational Results.” Research Report RRR 8-1985, RUTCOR, Rutgers University, December.

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Gabriel Tavares.

Additional information

G. Tavares supported in part by the Portuguese FCT and by the FSE in the context of the III Quadro Comunitário de Apoio.

P. L. Hammer, Our co-author and friend, Dr. Peter L. Hammer died in a tragic car accident while the final version of this paper was being prepared.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Boros, E., Hammer, P.L. & Tavares, G. Local search heuristics for Quadratic Unconstrained Binary Optimization (QUBO). J Heuristics 13, 99–132 (2007). https://doi.org/10.1007/s10732-007-9009-3

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10732-007-9009-3

Keywords

Navigation