Method and system for decomposing a problem involving discrete optimization into a plurality of smaller subproblems and use of the method for solving the problem

Abstract

A method is disclosed for preprocessing a problem involving discrete optimization over a plurality of variables, the method comprising obtaining an indication of a problem involving discrete optimization; converting the problem involving discrete optimization into a problem suitable for a given optimization oracle architecture of an optimization oracle; providing a given number of times M the problem suitable for the given optimization oracle architecture to the optimization oracle; for each providing of the problem, performing a given number K of calls to the optimization oracle; each call generating a given configuration; obtaining a variable selection criterion, the variable selection criterion for determining at least one variable of the plurality of generated configurations that can be fixed; determining at least one variable that matches the variable selection criterion and a corresponding value for each variable; fixing the at least one determined variable at the corresponding value in the problem involving discrete optimization to thereby preprocess the problem to generate at least one subproblem and providing an indication of the at least one generated subproblem and an indication of the at least one fixed variable.