3,020 research outputs found
Linear Programming Relaxations of Quadratically Constrained Quadratic Programs
We investigate the use of linear programming tools for solving semidefinite
programming relaxations of quadratically constrained quadratic problems.
Classes of valid linear inequalities are presented, including sparse PSD cuts,
and principal minors PSD cuts. Computational results based on instances from
the literature are presented.Comment: Published in IMA Volumes in Mathematics and its Applications, 2012,
Volume 15
Lower bounds on the size of semidefinite programming relaxations
We introduce a method for proving lower bounds on the efficacy of
semidefinite programming (SDP) relaxations for combinatorial problems. In
particular, we show that the cut, TSP, and stable set polytopes on -vertex
graphs are not the linear image of the feasible region of any SDP (i.e., any
spectrahedron) of dimension less than , for some constant .
This result yields the first super-polynomial lower bounds on the semidefinite
extension complexity of any explicit family of polytopes.
Our results follow from a general technique for proving lower bounds on the
positive semidefinite rank of a matrix. To this end, we establish a close
connection between arbitrary SDPs and those arising from the sum-of-squares SDP
hierarchy. For approximating maximum constraint satisfaction problems, we prove
that SDPs of polynomial-size are equivalent in power to those arising from
degree- sum-of-squares relaxations. This result implies, for instance,
that no family of polynomial-size SDP relaxations can achieve better than a
7/8-approximation for MAX-3-SAT
Hypergraphic LP Relaxations for Steiner Trees
We investigate hypergraphic LP relaxations for the Steiner tree problem,
primarily the partition LP relaxation introduced by Koenemann et al. [Math.
Programming, 2009]. Specifically, we are interested in proving upper bounds on
the integrality gap of this LP, and studying its relation to other linear
relaxations. Our results are the following. Structural results: We extend the
technique of uncrossing, usually applied to families of sets, to families of
partitions. As a consequence we show that any basic feasible solution to the
partition LP formulation has sparse support. Although the number of variables
could be exponential, the number of positive variables is at most the number of
terminals. Relations with other relaxations: We show the equivalence of the
partition LP relaxation with other known hypergraphic relaxations. We also show
that these hypergraphic relaxations are equivalent to the well studied
bidirected cut relaxation, if the instance is quasibipartite. Integrality gap
upper bounds: We show an upper bound of sqrt(3) ~ 1.729 on the integrality gap
of these hypergraph relaxations in general graphs. In the special case of
uniformly quasibipartite instances, we show an improved upper bound of 73/60 ~
1.216. By our equivalence theorem, the latter result implies an improved upper
bound for the bidirected cut relaxation as well.Comment: Revised full version; a shorter version will appear at IPCO 2010
Subsampling Mathematical Relaxations and Average-case Complexity
We initiate a study of when the value of mathematical relaxations such as
linear and semidefinite programs for constraint satisfaction problems (CSPs) is
approximately preserved when restricting the instance to a sub-instance induced
by a small random subsample of the variables. Let be a family of CSPs such
as 3SAT, Max-Cut, etc., and let be a relaxation for , in the sense
that for every instance , is an upper bound the maximum
fraction of satisfiable constraints of . Loosely speaking, we say that
subsampling holds for and if for every sufficiently dense instance and every , if we let be the instance obtained by
restricting to a sufficiently large constant number of variables, then
. We say that weak subsampling holds if the
above guarantee is replaced with whenever
. We show: 1. Subsampling holds for the BasicLP and BasicSDP
programs. BasicSDP is a variant of the relaxation considered by Raghavendra
(2008), who showed it gives an optimal approximation factor for every CSP under
the unique games conjecture. BasicLP is the linear programming analog of
BasicSDP. 2. For tighter versions of BasicSDP obtained by adding additional
constraints from the Lasserre hierarchy, weak subsampling holds for CSPs of
unique games type. 3. There are non-unique CSPs for which even weak subsampling
fails for the above tighter semidefinite programs. Also there are unique CSPs
for which subsampling fails for the Sherali-Adams linear programming hierarchy.
As a corollary of our weak subsampling for strong semidefinite programs, we
obtain a polynomial-time algorithm to certify that random geometric graphs (of
the type considered by Feige and Schechtman, 2002) of max-cut value
have a cut value at most .Comment: Includes several more general results that subsume the previous
version of the paper
Matrix Minor Reformulation and SOCP-based Spatial Branch-and-Cut Method for the AC Optimal Power Flow Problem
Alternating current optimal power flow (AC OPF) is one of the most
fundamental optimization problems in electrical power systems. It can be
formulated as a semidefinite program (SDP) with rank constraints. Solving AC
OPF, that is, obtaining near optimal primal solutions as well as high quality
dual bounds for this non-convex program, presents a major computational
challenge to today's power industry for the real-time operation of large-scale
power grids. In this paper, we propose a new technique for reformulation of the
rank constraints using both principal and non-principal 2-by-2 minors of the
involved Hermitian matrix variable and characterize all such minors into three
types. We show the equivalence of these minor constraints to the physical
constraints of voltage angle differences summing to zero over three- and
four-cycles in the power network. We study second-order conic programming
(SOCP) relaxations of this minor reformulation and propose strong cutting
planes, convex envelopes, and bound tightening techniques to strengthen the
resulting SOCP relaxations. We then propose an SOCP-based spatial
branch-and-cut method to obtain the global optimum of AC OPF. Extensive
computational experiments show that the proposed algorithm significantly
outperforms the state-of-the-art SDP-based OPF solver and on a simple personal
computer is able to obtain on average a 0.71% optimality gap in no more than
720 seconds for the most challenging power system instances in the literature
New bounds for the max--cut and chromatic number of a graph
We consider several semidefinite programming relaxations for the max--cut
problem, with increasing complexity. The optimal solution of the weakest
presented semidefinite programming relaxation has a closed form expression that
includes the largest Laplacian eigenvalue of the graph under consideration.
This is the first known eigenvalue bound for the max--cut when that is
applicable to any graph. This bound is exploited to derive a new eigenvalue
bound on the chromatic number of a graph. For regular graphs, the new bound on
the chromatic number is the same as the well-known Hoffman bound; however, the
two bounds are incomparable in general. We prove that the eigenvalue bound for
the max--cut is tight for several classes of graphs. We investigate the
presented bounds for specific classes of graphs, such as walk-regular graphs,
strongly regular graphs, and graphs from the Hamming association scheme
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
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