Greedy algorithms for a class of knapsack problems with binary weights

The two-dimensional knapsack problem with splittable items in stacks

Learning binary weights to minimize the difference between target and actual outputs can be considered as a parameter optimization task within the given constraints, and thus, it belongs to the application domain of the Lagrange multiplier method (LMM). Based on the LMM, we propose a novel event-based weight binarization (eWB) algorithm for spiking neural networks (SNNs) with binary synaptic weights (-1, 1). The algorithm features (i) event-based asymptotic weight binarization using local data only, (ii) full compatibility with event-based end-to-end learning algorithms (e.g., event-driven random backpropagation (eRBP) algorithm), and (iii) the capability to address various constraints (including the binary weight constraint). As a proof of concept, we combine eWB with eRBP (eWB-eRBP) to obtain a single algorithm for learning binary weights to generate correct classifications. Fully connected SNNs were trained using eWB-eRBP and achieved an accuracy of 95.35% on MNIST. To the best of our knowledge, this is the first report on completely binary SNNs trained using an event-based learning algorithm. Given that eRBP with full-precision (32-bit) weights exhibited 97.20% accuracy, the binarization comes at the cost of an accuracy reduction of approximately 1.85%. The python code is available online: https://github.com/galactico7/eWB.

Solving combinatorial optimization problems of the kind that can be codified by quadratic unconstrained binary optimization (QUBO) is a promising application of quantum computation. Some problems of this class suitable for practical applications such as the traveling salesman problem (TSP), the bin packing problem (BPP), or the knapsack problem (KP) have inequality constraints that require a particular cost function encoding. The common approach is the use of slack variables to represent the inequality constraints in the cost function. However, the use of slack variables considerably increases the number of qubits and operations required to solve these problems using quantum devices. In this work, we present an alternative method that does not require extra slack variables and consists of using an unbalanced penalization function to represent the inequality constraints in the QUBO. This function is characterized by larger penalization when the inequality constraint is not achieved than when it is. We evaluate our approach on the TSP, BPP, and KP, successfully encoding the optimal solution of the original optimization problem near the ground state cost Hamiltonian. Additionally, we employ D-Wave Advantage and D-Wave hybrid solvers to solve the BPP, surpassing the performance of the slack variables approach by achieving solutions for up to 29 items, whereas the slack variables approach only handles up to 11 items. This new approach can be used to solve combinatorial problems with inequality constraints with a reduced number of resources compared to the slack variables approach using quantum annealing or variational quantum algorithms.

Many cutting problems on two- or three-dimensional objects require that the cuts be orthogonal and of guillotine type. However, there are applications in which the cuts must be orthogonal but need not be of guillotine type. In this paper we focus on the latter type of cuts on rectangular bins. We investigate the so-called \(L\)-approach, introduced by Lins et al. (J Oper Res Soc 54:777–789, 2003), which has been used to tackle, among others, the pallet loading problem and the two-dimensional unconstrained knapsack problem. This approach concerns a method to generate two \(L\)-shaped pieces from an \(L\)-shaped piece. More recently, Birgin et al. (J Oper Res Soc 63(2):183–200, 2012), raised two questions concerning this approach. The first question is whether one may restrict only to cuts on raster points (rather than on all discretization points), without loss in the quality of the solution. We prove that the answer to this question is positive. The second question is whether the \(L\)-approach is an optimal method to solve the unconstrained knapsack problem. We show an instance of the problem for which this approach fails to find an optimum solution.

This paper presents the results of an empirical study of the effects of coefficient correlation structure and constraint slackness settings on the performance of solution procedures on synthetic two-dimensional knapsack problems (2KP). The population correlation structure among 2KP coefficients, the level of constraint slackness, and the type of correlation (product moment or rank) are varied in this study. Representative branch-and-bound and heuristic solution procedures are used to investigate the influence of these problem parameters on solution procedure performance. Population correlation structure, and in particular the interconstraint component of the correlation structure, is found to be a significant factor influencing the performance of both the algorithm and the heuristic. In addition, the interaction between constraint slackness and population correlation structure is found to influence solution procedure performance.

A universal approach for continuous or discrete nonlinear programmings with multiple variables and constraints

An algorithm is being presented for a special class of unconstrained minimization problems. The algorithm exploits the special structure of the Hessian in the problems under consideration. It is based on applying Bertsekas' [1] Scaled Partial Conjugate Gradient method with respect to a metric that is updated by the Rank One update, using gradients obtained in the preceeding steps. Two classes of problems are presented having the structure assumed in designing the proposed algorithm. In both cases the algorithm uses only first derivative information. Furthermore, it possesses quadratic termination in considerably fewer steps than the number of variables.

Extracting interesting points from a large dataset is an important problem for multi-criteria decision making. Recently, k-regret query was proposed and received attentions from the database community because it does not require any utility function from users and the output size is controllable. In this paper, we consider k-regret queries with binary constraints which doesn’t be addressed before. Given a collection of binary constraints, we study the problem of extracting the k representative points with small regret ratio while satisfying the binary constraints. To express the satisfaction of data points by the binary constraints, we propose two models named NBC and LBC in quantitative and qualitative ways respectively. In quantitative way, the satisfaction is expressed by a real number between 0 and 1 which quaNtifies the satisfaction of a point by the Binary Constraints. While in qualitative way, the satisfaction is modeled quaLitatively by a set of Binary Constraints which are satisfied by the point. Further, two efficient approximate algorithms called \(NBC_P\)-Greedy and \(NBC_{DN}\)-Greedy are developed based on NBC while \(LBC_{DN}\)-Greedy algorithm is proposed based on LBC. Extensive experiments on synthetic and real datasets confirm the efficiency and effectiveness of our proposed algorithms.

The advancements of mobile devices, public networks and the Internet of creature huge amounts of complex data, both construct & unstructured are being captured in trust to allow organizations to produce better business decisions as data is now pivotal for an organizations success. These enormous amounts of data are referred to as Big Data, which enables a competitive advantage over rivals when processed and analyzed appropriately. However Big Data Analytics has a few concerns including Management of Data, Privacy & Security, getting optimal path for transport data, and Data Representation. However, the structure of network does not completely match transportation demand, i.e., there still exist a few bottlenecks in the network. This paper presents a new approach to get the optimal path of valuable data movement through a given network based on the knapsack problem. This paper will give value for each piece of data, it depends on the importance of this data (each piece of data defined by two arguments size and value), and the approach tries to find the optimal path from source to destination, a mathematical models are developed to adjust data flows between their shortest paths based on the 0 - 1 knapsack problem. We also take out computational experience using the commercial software Gurobi and a greedy algorithm (GA), respectively. The outcome indicates that the suggest models are active and workable. This paper introduced two different algorithms to study the shortest path problems: the first algorithm studies the shortest path problems when stochastic activates and activities does not depend on weights. The second algorithm studies the shortest path problems depends on weights.

Traditional methods for handling (inequality) constraints in the quantum approximate optimization (QAOA) typically rely on penalty terms and slack variables, which increase problem complexity and expand the search space. More sophisticated mixer-based QAOA variants restrict the search within the feasible assignments but often suffer from prohibitive circuit complexity. This paper presents a penalty-free formalism for incorporating inequality constraints into the cost function of QAOA using an oracle-based subroutine that evaluates constraint satisfaction in an additional register, subsequently called indicator function QAOA (IF-QAOA). Applied to the knapsack problem, we demonstrate in numerical simulations the superior performance of IF-QAOA over conventional penalty-based approaches. Using advanced QAOA simulation techniques, we find that IF-QAOA achieves significantly higher solution quality and a faster time to solution in 82% of our benchmark cases, even though circuit depth is approximately three times larger. Analysis of the scaling behavior shows favorable scaling of IF-QAOA compared to penalty-based methods. Also, benchmarks against the recently developed quantum tree generator QAOA for knapsack problems (P. Christiansen , ) demonstrated higher solution quality for circuits of similar depth. Additionally, this paper introduces a method for approximating the indicator function when the number of ancillary qubits is limited or the constraint function is noninteger. With a specialized simulation algorithm based on projective measurements, we empirically demonstrate that this formalism can encode general inequality constraints using a fixed number of ancillary qubits.

Principal component analysis (PCA) is a typical unsupervised dimensionality reduction algorithm, and one of its important weaknesses is that the squared l2 -norm cannot overcome the influence of outliers. Existing robust PCA methods based on paradigm have the following two drawbacks. First, the objective function of PCA based on the l1 -norm has no rotational invariance and limited robustness to outliers, and its solution mostly uses a greedy search strategy, which is expensive. Second, the robust PCA based on the l2,1 -norm and the l2,p -norm is essential to learn probability weights for data, which only weakens the influence of outliers on the learning projection matrix and cannot be completely eliminated. Moreover, the ability to detect anomalies is also very poor. To solve these problems, we propose a novel discrete robust principal component analysis (DRPCA). Through self-learning binary weights, the influence of outliers on the projection matrix and data center estimation can be completely eliminated, and anomaly detection can be directly performed. In addition, an alternating iterative optimization algorithm is designed to solve the proposed problem and realize the automatic update of binary weights. Finally, our proposed model is successfully applied to anomaly detection applications, and experimental results demonstrate that the superiority of our proposed method compared with the state-of-the-art methods.

Binary optimization assumes a pervasive significance in the context of practical applications, such as knapsack problems, maximum cut problems, and critical node detection problems. Existing techniques including mathematical programming, heuristics, evolutionary computation, and neural networks have been employed to tackle binary optimization problems (BOPs), however, they grapple with the challenge of optimizing a large number of binary variables. In this paper, we propose a dimensionality reduction method to assist evolutionary algorithms in solving large-scale BOPs, which is achieved based on neural networks. The proposed method converts the optimization of a large number of binary variables into the optimization of a small number of network weights, resulting in a significant reduction in search space dimensionality. Crucially, the proposed method obviates the necessity for a training process, which eliminates the requirement for a priori knowledge and enhances the search efficiency. On six types of single-and multi-objective BOPs with up to 10 000 000 variables, the proposed method demonstrates superiority over top-tier evolutionary algorithms and neural network-based methods.

The 0/1 knapsack problem is one of the most exhaustively studied NP-hard combinatorial optimization problems. Many different approaches have been taken to obtain an approximate solution to the problem in polynomial time. Here we consider the biobjective 0/1 knapsack problem. The contribution of this paper is to show that a genetic programming system can evolve a set of heuristics that can give solutions on the Pareto front for multiobjective combinatorial problems. The genetic programming (GP) system outlined here evolves a heuristic which decides whether or not to add an item to the knapsack in such a way that the final solution is one of the Pareto optimal solutions. Moreover, the Pareto front obtained from the GP system is comparable to the front obtained from other human-designed heuristics. We discuss the issue of the diversity of the obtained Pareto front and the application of strongly-typed GP as a means of obtaining better diversity.

Targeting the adjustment of the errors-in-variables (EIV) model with equality and inequality constraints, a general solution that is similar to the classical least square adjustment is proposed based on the penalty function and the weight in measurement. Firstly, we take the equality constraints as inequality constraints that do not satisfy the constraint conditions and construct the penalty functions of equality and inequality constraints, respectively. Thus, the inequality constrained optimization problem is transformed into an unconstrained optimization problem. Then the detailed calculation formula and approximate accuracy evaluation formula of the general solution are deduced. The iteration formula of the general solution is easy regarding comprehension and applicable in implementation. It can not only solve the EIV model with equality and inequality constraints respectively, but also address the EIV model with equality and inequality constraints simultaneously. In addition, it can promote the Gauss–Markov (G-M) model with equality and inequality constraints. Finally, three examples (i.e., equality constraints, inequality constraints and those with equality and inequality constraints) are validated, indicating that the general solution is effective and feasible. The results show that the general solution is effective and feasible.

In this paper, a family of trust-region interior-point sequential quadratic programming (SQP) algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise, e.g., from the discretization of optimal control problems. The algorithms treat states and controls as independent variables. They are designed to take advantage of the structure of the problem. In particular they do not rely on matrix factorizations of the linearized constraints but use solutions of the linearized state equation and the adjoint equation. They are well suited for large scale problems arising from optimal control problems governed by partial differential equations. The algorithms keep strict feasibility with respect to the bound constraints by using an affine scaling method proposed, for a different class of problems, by Coleman and Li [SIAM J. Optim., 6 (1996), pp. 418--445] and they exploit trust-region techniques for equality-constrained optimization. Thus, they allow the computation of the steps using a variety of methods, including many iterative techniques. Global convergence of these algorithms to a first-order Karush--Kuhn--Tucker (KKT) limit point is proved under very mild conditions on the trial steps. Under reasonable, but more stringent, conditions on the quadratic model and on the trial steps, the sequence of iterates generated by the algorithms is shown to have a limit point satisfying the second-order necessary KKT conditions. The local rate of convergence to a nondegenerate strict local minimizer is q-quadratic. The results given here include, as special cases, current results for only equality constraints and for only simple bounds. Numerical results for the solution of an optimal control problem governed by a nonlinear heat equation are reported.