We consider solving a nonconvex quadratic minimization problem with two quadratic constraints, one of which being convex. This problem is a generalization of the Celis-Denis-Tapia (CDT) problem and thus we refer to it as GCDT (Generalized CDT). The CDT problem has been widely studied, but no polynomial-time algorithm was known until Bienstock's recent work. His algorithm solves the CDT problem in polynomial time with respect to the number of bits in data and log ϵ −1 by admitting an ϵ error in the constraints. The algorithm, however, appears to be difficult to implement. In this paper, we present another algorithm for GCDT, which is guaranteed to find a global solution for almost all GCDT instances (and slightly perturbed ones in some exceptionally rare cases), in exact arithmetic (including eigenvalue computation). Our algorithm is based on the approach proposed by Iwata, Nakatsukasa and Takeda (2015) for computing the signed distance between overlapping ellipsoids. Our algorithm computes all the Lagrange multipliers of GCDT by solving a two-parameter linear eigenvalue problem, obtains the corresponding KKT points, and finds a global solution as the KKT point with the smallest objective value. In practice, in finite precision arithmetic, our algorithm requires O(n 6 log log u −1) computational time where n is the number of variables and u is the unit roundoff. Although we derive our algorithm under the unrealistic assumption that exact eigenvalues can be computed, numerical experiments illustrate that our algorithm performs well in finite precision arithmetic.

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Selecting diverse molecules from unexplored areas of chemical space is one of the most important tasks for discovering novel molecules and reactions. This paper proposes a new approach for selecting a subset of diverse molecules from a given molecular list by using two existing techniques studied in machine learning and mathematical optimization: graph neural networks (GNNs) for learning vector representation of molecules and a diverse-selection framework called submodular function maximization. Our method, called SubMo-GNN, first trains a GNN with property prediction tasks, and then the trained GNN transforms molecular graphs into molecular vectors, which capture both properties and structures of molecules. Finally, to obtain a subset of diverse molecules, we define a submodular function, which quantifies the diversity of molecular vectors, and find a subset of molecular vectors with a large submodular function value. This can be done efficiently by using the greedy algorithm, and the diversity of selected molecules measured by the submodular function value is mathematically guaranteed to be at least 63% of that of an optimal selection. We also introduce a new evaluation criterion to measure the diversity of selected molecules based on molecular properties. Computational experiments confirm that our SubMo-GNN successfully selects diverse molecules from the QM9 dataset regarding the property-based criterion, while performing comparably to existing methods regarding standard structure-based criteria. We also demonstrate that SubMo-GNN with a GNN trained on the QM9 dataset can select diverse molecules even from other MoleculeNet datasets whose domains are different from the QM9 dataset. The proposed method enables researchers to obtain diverse sets of molecules for discovering new molecules and novel chemical reactions, and the proposed diversity criterion is useful for discussing the diversity of molecular libraries from a new property-based perspective.

Computation of equilibria for congestion games has been an important research subject. In many realistic scenarios, each strategy of congestion games is given by a combination of elements that satisfies certain constraints; such games are called combinatorial congestion games. For example, given a road network with some toll roads, each strategy of routing games is a path (a combination of edges) whose total toll satisfies a certain budget constraint. Generally, given a ground set of n elements, the set of all such strategies, called the strategy set, can be large exponentially in n, and it often has complicated structures; these issues make equilibrium computation very hard. In this paper, we propose a practical algorithm for such hard equilibrium computation problems. We use data structures, called zero-suppressed binary decision diagrams (ZDDs), to compactly represent strategy sets, and we develop a Frank–Wolfe-style iterative equilibrium computation algorithm whose per-iteration complexity is linear in the size of the ZDD representation. We prove that an ϵ-approximate Wardrop equilibrium can be computed in O(poly(n)/ϵ) iterations, and we improve the result to O(poly(n) log ϵ−1) for some special cases. Experiments confirm the practical utility of our method.