A semidefinite programming method for integer convex quadratic minimization

被引:0
|
作者
Jaehyun Park
Stephen Boyd
机构
[1] Stanford University,
[2] Stanford University,undefined
来源
Optimization Letters | 2018年 / 12卷
关键词
Convex optimization; Integer quadratic programming; Mixed-integer programming; Semidefinite relaxation; Branch-and-bound;
D O I
暂无
中图分类号
学科分类号
摘要
We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice Zn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbf{Z}}^n$$\end{document}. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the problem. By interpreting the solution to the SDP relaxation probabilistically, we obtain a randomized algorithm for finding good suboptimal solutions, and thus an upper bound on the optimal value. The effectiveness of the method is shown for numerical problem instances of various sizes.
引用
收藏
页码:499 / 518
页数:19
相关论文
共 50 条
  • [21] New semidefinite relaxations for a class of complex quadratic programming problems
    Xu, Yingzhe
    Lu, Cheng
    Deng, Zhibin
    Liu, Ya-Feng
    JOURNAL OF GLOBAL OPTIMIZATION, 2023, 87 (01) : 255 - 275
  • [22] Quadratic convex reformulations for a class of complex quadratic programming problems
    Lu, Cheng
    Kang, Gaojian
    Qu, Guangtai
    Deng, Zhibin
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2025, 91 (01) : 125 - 144
  • [23] Conic approximation to nonconvex quadratic programming with convex quadratic constraints
    Deng, Zhibin
    Fang, Shu-Cherng
    Jin, Qingwei
    Lu, Cheng
    JOURNAL OF GLOBAL OPTIMIZATION, 2015, 61 (03) : 459 - 478
  • [24] New semidefinite relaxations for a class of complex quadratic programming problems
    Yingzhe Xu
    Cheng Lu
    Zhibin Deng
    Ya-Feng Liu
    Journal of Global Optimization, 2023, 87 : 255 - 275
  • [25] A spectral bundle method for semidefinite programming
    Helmberg, C
    Rendl, F
    SIAM JOURNAL ON OPTIMIZATION, 2000, 10 (03) : 673 - 696
  • [26] CONVEX QUADRATIC PROGRAMMING FOR SLIMMING CONVOLUTIONAL NETWORKS
    Mille, Julien
    2022 IEEE INTERNATIONAL CONFERENCE ON IMAGE PROCESSING, ICIP, 2022, : 1121 - 1125
  • [27] Mixed integer programming and quadratic programming formulations for the interval count problem
    Medeiros, Livia
    Oliveira, Fabiano
    Lucena, Abilio
    Szwarefiter, Jayme
    XII LATIN-AMERICAN ALGORITHMS, GRAPHS AND OPTIMIZATION SYMPOSIUM, LAGOS 2023, 2023, 224 : 283 - 291
  • [28] Fractional programming with convex quadratic forms and functions
    Benson, HP
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2006, 173 (02) : 351 - 369
  • [29] Method for solving generalized convex nonsmooth mixed-integer nonlinear programming problems
    Ville-Pekka Eronen
    Jan Kronqvist
    Tapio Westerlund
    Marko M. Mäkelä
    Napsu Karmitsa
    Journal of Global Optimization, 2017, 69 : 443 - 459
  • [30] Method for solving generalized convex nonsmooth mixed-integer nonlinear programming problems
    Eronen, Ville-Pekka
    Kronqvist, Jan
    Westerlund, Tapio
    Makela, Marko M.
    Karmitsa, Napsu
    JOURNAL OF GLOBAL OPTIMIZATION, 2017, 69 (02) : 443 - 459