On the gap between the quadratic integer programming problem and its semidefinite relaxation

Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): where Q is a given symmetric matrix and D is diagonal. We consider the SDR gap We establish the uniqueness of the SDR solution and prove that if and only if γr:=n−1max{xTVVTx:x ∈ {-1, 1}n}=1 where V is an orthogonal matrix whose columns span the (r–dimensional) null space of D−Q and where D is the unique SDR solution. We also give a test for establishing whether that involves 2r−1 function evaluations. In the case that γr<1 we derive an upper bound on γ which is tighter than Thus we show that `breaching' the SDR gap for the QIP problem is as difficult as the solution of a QIP with the rank of the cost function matrix equal to the dimension of the null space of D−Q. This reduced rank QIP problem has been recently shown to be solvable in polynomial time for fixed r.

[1]  Henry Wolkowicz,et al.  Convex Relaxations of (0, 1)-Quadratic Programming , 1995, Math. Oper. Res..

[2]  Leonard J. Schulman,et al.  The Vector Partition Problem for Convex Objective Functions , 2001, Math. Oper. Res..

[3]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[4]  R. Burkard Quadratic Assignment Problems , 1984 .

[5]  Egon Balas,et al.  A lift-and-project cutting plane algorithm for mixed 0–1 programs , 1993, Math. Program..

[6]  Erich Steiner,et al.  A polynomial case of unconstrained zero-one quadratic optimization , 2001, Math. Program..

[7]  A. Shapiro Extremal Problems on the Set of Nonnegative Definite Matrices , 1985 .

[8]  T. Zaslavsky Facing Up to Arrangements: Face-Count Formulas for Partitions of Space by Hyperplanes , 1975 .

[9]  Jean-Albert Ferrez,et al.  Cuts, zonotopes and arrangements , 2001 .

[10]  Raimund Seidel,et al.  Constructing arrangements of lines and hyperplanes with applications , 1983, 24th Annual Symposium on Foundations of Computer Science (sfcs 1983).

[11]  Jiawei Zhang,et al.  Improved approximations for max set splitting and max NAE SAT , 2004, Discret. Appl. Math..

[12]  Franz Rendl,et al.  A recipe for semidefinite relaxation for (0,1)-quadratic programming , 1995, J. Glob. Optim..

[13]  Alexander Schrijver,et al.  Cones of Matrices and Set-Functions and 0-1 Optimization , 1991, SIAM J. Optim..

[14]  Imad M. Jaimoukha,et al.  A new upper bound for the real structured singular value , 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

[15]  Charles Delorme,et al.  Laplacian eigenvalues and the maximum cut problem , 1993, Math. Program..

[16]  A. Shapiro,et al.  Minimum rank and minimum trace of covariance matrices , 1982 .

[17]  Imad M. Jaimoukha,et al.  Maximally Robust Controllers for Multivariable Systems , 2000, SIAM J. Control. Optim..

[18]  Y. Nesterov Semidefinite relaxation and nonconvex quadratic optimization , 1998 .

[19]  David S. Johnson,et al.  Computers and Intractability: A Guide to the Theory of NP-Completeness , 1978 .

[20]  Tom A. B. Snijders,et al.  Computational aspects of the greatest lower bound to the reliability and constrained minimum trace factor analysis , 1981 .

[21]  Herbert Edelsbrunner,et al.  Algorithms in Combinatorial Geometry , 1987, EATCS Monographs in Theoretical Computer Science.

[22]  Farid Alizadeh,et al.  Combinatorial Optimization with Semi-Definite Matrices , 1992, IPCO.

[23]  David Avis,et al.  Reverse Search for Enumeration , 1996, Discret. Appl. Math..

[24]  Henry Wolkowicz,et al.  Handbook of Semidefinite Programming , 2000 .

[25]  R. Buck Partition of Space , 1943 .

[26]  David P. Williamson,et al.  Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming , 1995, JACM.

[27]  R. Saigal,et al.  Handbook of semidefinite programming : theory, algorithms, and applications , 2000 .