Copositivity-based approximations for mixed-integer fractional quadratic optimization

We propose a copositive reformulation of the mixed-integer fractional quadratic problem (MIFQP) under general linear constraints. This problem class arises naturally in many applications, e.g., for optimizing communication or social networks, or studying game theory problems arising from genetics. It includes several APX-hard subclasses: the maximum cut problem, the k-densest subgraph problem and several of its variants, or the ternary fractional quadratic optimization problem (TFQP). Problems of this type arise when modelling density clustering problems with two voting options plus the possibility of an abstention, which is a criterion-based graph tri-partitioning problem. This paper adds to the rich evidence for the versatility of copositive optimization approaches, and hints at possible novel approximation strategies combining continuous and discrete optimization techniques in the domain of (fractional) polynomial optimization.

[1]  J. Gallier Quadratic Optimization Problems , 2020, Linear Algebra and Optimization with Applications to Machine Learning.

[2]  Javier Peña,et al.  Completely positive reformulations for polynomial optimization , 2015, Math. Program..

[3]  Michael L. Overton,et al.  Narrowing the difficulty gap for the Celis–Dennis–Tapia problem , 2015, Math. Program..

[4]  Joaquim Júdice,et al.  Copositivity and constrained fractional quadratic problems , 2014, Math. Program..

[5]  Peter J. C. Dickinson,et al.  On the computational complexity of membership problems for the completely positive cone and its dual , 2014, Comput. Optim. Appl..

[6]  Hongbo Dong Symmetric Tensor Approximation Hierarchies for the Completely Positive Cone , 2013, SIAM J. Optim..

[7]  Immanuel M. Bomze,et al.  Copositive optimization - Recent developments and applications , 2012, Eur. J. Oper. Res..

[8]  E. Alper Yildirim,et al.  On the accuracy of uniform polyhedral approximations of the copositive cone , 2012, Optim. Methods Softw..

[9]  Aditya Bhaskara,et al.  On Quadratic Programming with a Ratio Objective , 2011, ICALP.

[10]  Kurt Mehlhorn,et al.  Automata, Languages, and Programming , 2012, Lecture Notes in Computer Science.

[11]  Marcello Pelillo,et al.  Fast Population Game Dynamics for Dominant Sets and Other Quadratic Optimization Problems , 2010, SSPR/SPR.

[12]  Erik G. Larsson,et al.  Efficient computation of the Pareto boundary for the MISO interference channel with perfect CSI , 2010, 8th International Symposium on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks.

[13]  Samir Khuller,et al.  Dense Subgraphs with Restrictions and Applications to Gene Annotation Graphs , 2010, RECOMB.

[14]  Florian Jarre,et al.  A note on Burer’s copositive representation of mixed-binary QPs , 2010, Optim. Lett..

[15]  Mirjam Dür,et al.  Copositive Programming – a Survey , 2010 .

[16]  Samuel Burer,et al.  On the copositive representation of binary and continuous nonconvex quadratic programs , 2009, Math. Program..

[17]  Immanuel M. Bomze,et al.  Copositive Optimization , 2009, Encyclopedia of Optimization.

[18]  Javier Peña,et al.  Computing the Stability Number of a Graph Via Linear and Semidefinite Programming , 2007, SIAM J. Optim..

[19]  Andreas Hotho,et al.  Information Retrieval in Folksonomies: Search and Ranking , 2006, ESWC.

[20]  Subhash Khot,et al.  Ruling out PTAS for graph min-bisection, densest subgraph and bipartite clique , 2004, 45th Annual IEEE Symposium on Foundations of Computer Science.

[21]  Marios Mavronicolas,et al.  A new model for selfish routing , 2004, Theor. Comput. Sci..

[22]  Pablo A. Parrilo,et al.  Semidefinite programming relaxations for semialgebraic problems , 2003, Math. Program..

[23]  Etienne de Klerk,et al.  Solving Standard Quadratic Optimization Problems via Linear, Semidefinite and Copositive Programming , 2002, J. Glob. Optim..

[24]  Jean B. Lasserre,et al.  Global Optimization with Polynomials and the Problem of Moments , 2000, SIAM J. Optim..

[25]  P. Parrilo,et al.  Semidefinite programming based tests for matrix copositivity , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

[26]  P. Parrilo Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization , 2000 .

[27]  Rodney A. Kennedy,et al.  Noise modeling for nearfield array optimization , 1999, IEEE Signal Processing Letters.

[28]  Mihalis Yannakakis,et al.  Optimization, approximation, and complexity classes , 1991, STOC '88.

[29]  Katta G. Murty,et al.  Some NP-complete problems in quadratic and nonlinear programming , 1987, Math. Program..

[30]  Andrew V. Goldberg,et al.  Finding a Maximum Density Subgraph , 1984 .