The equivalence between doubly nonnegative relaxation and semidefinite relaxation for binary quadratic programming problems

It has recently been shown (Burer, Math. Program Ser. A 120:479-495, 2009) that a large class of NP-hard nonconvex quadratic programming problems can be modeled as so called completely positive programming problems, which are convex but still NP-hard in general. A basic tractable relaxation is gotte...

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Bibliographic Details
Published inarXiv.org
Main Authors Chuan-Hao Guo, Yan-Qin, Bai, Li-Ping, Tang
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 23.11.2012
Subjects
Equivalence
Mathematical models
Quadratic programming
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Summary:It has recently been shown (Burer, Math. Program Ser. A 120:479-495, 2009) that a large class of NP-hard nonconvex quadratic programming problems can be modeled as so called completely positive programming problems, which are convex but still NP-hard in general. A basic tractable relaxation is gotten by doubly nonnegative relaxation, resulting in a doubly nonnegative programming. In this paper, we prove that doubly nonnegative relaxation for binary quadratic programming (BQP) problem is equivalent to a tighter semidifinite relaxation for it. When problem (BQP) reduces to max-cut (MC) problem, doubly nonnegative relaxation for it is equivalent to the standard semidifinite relaxation. Furthermore, some compared numerical results are reported.
ISSN:2331-8422