A semidefinite programming method for integer convex quadratic minimization

By Jaehyun Park, Stephen P. Boyd. 2015

60 citations recorded by the source corpus.

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.

Subfields: Artificial Intelligence, Computational Theory and Mathematics, Numerical Analysis

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