Semidefinite Programming Approach for the Quadratic Assignment Problem with a Sparse Graph

The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in practice, but such SDPs typically scale badly, involving matrix variables of dimension $n^2$ where n is the number of nodes. To achieve a speed up, we propose a further relaxation of the SDP involving a number of positive semidefinite matrices of dimension $\mathcal{O}(n)$ no greater than the number of edges in one of the graphs. The relaxation can be further strengthened by considering cliques in the graph, instead of edges. The dual problem of this novel relaxation has a natural three-block structure that can be solved via a convergent Augmented Direction Method of Multipliers (ADMM) in a distributed manner, where the most expensive step per iteration is computing the eigendecomposition of matrices of dimension $\mathcal{O}(n)$. The new SDP relaxation produces strong bounds on quadratic assignment problems where one of the graphs is sparse with reduced computational complexity and running times, and can be used in the context of nuclear magnetic resonance spectroscopy (NMR) to tackle the assignment problem.Comment: 31 page

Discrete Signal Processing on Graphs: Frequency Analysis

Signals and datasets that arise in physical and engineering applications, as well as social, genetics, biomolecular, and many other domains, are becoming increasingly larger and more complex. In contrast to traditional time and image signals, data in these domains are supported by arbitrary graphs. Signal processing on graphs extends concepts and techniques from traditional signal processing to data indexed by generic graphs. This paper studies the concepts of low and high frequencies on graphs, and low-, high-, and band-pass graph filters. In traditional signal processing, there concepts are easily defined because of a natural frequency ordering that has a physical interpretation. For signals residing on graphs, in general, there is no obvious frequency ordering. We propose a definition of total variation for graph signals that naturally leads to a frequency ordering on graphs and defines low-, high-, and band-pass graph signals and filters. We study the design of graph filters with specified frequency response, and illustrate our approach with applications to sensor malfunction detection and data classification