774 research outputs found
Semidefinite programming and eigenvalue bounds for the graph partition problem
The graph partition problem is the problem of partitioning the vertex set of
a graph into a fixed number of sets of given sizes such that the sum of weights
of edges joining different sets is optimized. In this paper we simplify a known
matrix-lifting semidefinite programming relaxation of the graph partition
problem for several classes of graphs and also show how to aggregate additional
triangle and independent set constraints for graphs with symmetry. We present
an eigenvalue bound for the graph partition problem of a strongly regular
graph, extending a similar result for the equipartition problem. We also derive
a linear programming bound of the graph partition problem for certain Johnson
and Kneser graphs. Using what we call the Laplacian algebra of a graph, we
derive an eigenvalue bound for the graph partition problem that is the first
known closed form bound that is applicable to any graph, thereby extending a
well-known result in spectral graph theory. Finally, we strengthen a known
semidefinite programming relaxation of a specific quadratic assignment problem
and the above-mentioned matrix-lifting semidefinite programming relaxation by
adding two constraints that correspond to assigning two vertices of the graph
to different parts of the partition. This strengthening performs well on highly
symmetric graphs when other relaxations provide weak or trivial bounds
A note on Probably Certifiably Correct algorithms
Many optimization problems of interest are known to be intractable, and while
there are often heuristics that are known to work on typical instances, it is
usually not easy to determine a posteriori whether the optimal solution was
found. In this short note, we discuss algorithms that not only solve the
problem on typical instances, but also provide a posteriori certificates of
optimality, probably certifiably correct (PCC) algorithms. As an illustrative
example, we present a fast PCC algorithm for minimum bisection under the
stochastic block model and briefly discuss other examples
Large-scale Binary Quadratic Optimization Using Semidefinite Relaxation and Applications
In computer vision, many problems such as image segmentation, pixel
labelling, and scene parsing can be formulated as binary quadratic programs
(BQPs). For submodular problems, cuts based methods can be employed to
efficiently solve large-scale problems. However, general nonsubmodular problems
are significantly more challenging to solve. Finding a solution when the
problem is of large size to be of practical interest, however, typically
requires relaxation. Two standard relaxation methods are widely used for
solving general BQPs--spectral methods and semidefinite programming (SDP), each
with their own advantages and disadvantages. Spectral relaxation is simple and
easy to implement, but its bound is loose. Semidefinite relaxation has a
tighter bound, but its computational complexity is high, especially for large
scale problems. In this work, we present a new SDP formulation for BQPs, with
two desirable properties. First, it has a similar relaxation bound to
conventional SDP formulations. Second, compared with conventional SDP methods,
the new SDP formulation leads to a significantly more efficient and scalable
dual optimization approach, which has the same degree of complexity as spectral
methods. We then propose two solvers, namely, quasi-Newton and smoothing Newton
methods, for the dual problem. Both of them are significantly more efficiently
than standard interior-point methods. In practice, the smoothing Newton solver
is faster than the quasi-Newton solver for dense or medium-sized problems,
while the quasi-Newton solver is preferable for large sparse/structured
problems. Our experiments on a few computer vision applications including
clustering, image segmentation, co-segmentation and registration show the
potential of our SDP formulation for solving large-scale BQPs.Comment: Fixed some typos. 18 pages. Accepted to IEEE Transactions on Pattern
Analysis and Machine Intelligenc
On the bridge between combinatorial optimization and nonlinear optimization: a family of semidefinite bounds for 0-1 quadratic problems leading to quasi-Newton methods
International audienceThis article presents a family of semidefinite programming bounds, obtained by Lagrangian duality, for 0-1 quadratic optimization problems with linear or quadratic constraints. These bounds have useful computational properties: they have a good ratio of tightness to computing time, they can be optimized by a quasi-Newton method, and their final tightness level is controlled by a real parameter. These properties are illustrated on three standard combinatorial optimization problems: unconstrained 0-1 quadratic optimization, heaviest k-subgraph, and graph bisection
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