Content area

Abstract

Nonlinear integer programs involve optimizing nonlinear objectives with variables restricted to integer values, and have widespread applications in areas such as resource allocation and portfolio selection. One approach to solving these problems is the augmentation procedure, which iteratively refines a feasible solution by identifying augmenting steps from the Graver Basis--a set of test directions. While this method guarantees termination in polynomially many steps, computing the Graver Basis exactly is known to be \(\mathcal{NP}\)-hard. To address this computational challenge, we propose Multi-start Augmentation via Parallel Extraction (MAPLE), a GPU-based heuristic designed to efficiently approximate the Graver Basis. MAPLE extracts test directions by optimizing non-convex continuous problems, leveraging first-order methods to enable parallelizable implementation. The resulting set of directions is then used in multiple augmentations, each seeking to improve the solution's optimality. The proposed approach has three notable characteristics: (i) independence from general-purpose solvers, while ensuring guaranteed feasibility of solutions; (ii) high computational efficiency, achieved through GPU-based parallelization; (iii) flexibility in handling instances with shared constraint matrices but varying objectives and right-hand sides. Empirical evaluations on QPLIB benchmark instances demonstrate that MAPLE delivers performance comparable to state-of-the-art solvers in terms of solution quality, while achieving significant gains in computational efficiency. These results highlight MAPLE's potential as an effective heuristic for solving nonlinear integer programs in practical applications.

Details

1009240
Identifier / keyword
Title
GPU-based Graver Basis Extraction for Nonlinear Integer Optimization
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 18, 2024
Section
Mathematics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-19
Milestone dates
2024-12-18 (Submission v1)
Publication history
 
 
   First posting date
19 Dec 2024
ProQuest document ID
3147263976
Document URL
https://www.proquest.com/working-papers/gpu-based-graver-basis-extraction-nonlinear/docview/3147263976/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-20
Database
ProQuest One Academic