Local Minima in Quadratic-Penalty Relaxations of Binary Linear Programs
Cheng-Han Huang ⋅ Yongliang Sun ⋅ Chaoyan Huang ⋅ Ismail Alkhouri ⋅ Rongrong Wang
Abstract
Many combinatorial optimization problems admit quadratic unconstrained binary formulations (QUBO) which can often be relaxed to the box $[0,1]^n$ and optimized using scalable gradient-based methods. However, the resulting non-convex landscape can often contain local optima that are spurious or infeasible. In this paper, we establish sufficient structural conditions on quadratic penalties that rule out these failures, guaranteeing that every local minimizer of the relax problem is both binary and feasible. For each problem we study, we examine existing QUBO formulations when available, identify why they fail when they do, and propose alternative relaxed QUBOs that satisfy our conditions. We show for several common combinatorial problems, including open-pit mining, knapsack, and traveling salesman formulations, that these constructions allow gradient-based methods such as projected gradient descent and Adam to be safely applied to obtain valid binary solutions. Our results clarify when differentiable optimization is a reliable local solver for quadratic combinatorial objectives.
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