An approximation algorithm for indefinite mixed integer quadratic programming

被引:0
|
作者
Alberto Del Pia
机构
[1] University of Wisconsin-Madison,Department of Industrial and Systems Engineering and Wisconsin Institute for Discovery
来源
Mathematical Programming | 2023年 / 201卷
关键词
Mixed integer quadratic programming; Approximation algorithm; Polynomial time; Symmetric decomposition; Simultaneous diagonalization; 90C11; 90C20; 90C26; 90C59;
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摘要
In this paper, we give an algorithm that finds an ϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\epsilon $$\end{document}-approximate solution to a mixed integer quadratic programming (MIQP) problem. The algorithm runs in polynomial time if the rank of the quadratic function and the number of integer variables are fixed. The running time of the algorithm is expected unless P = NP. In order to design this algorithm we introduce the novel concepts of spherical form MIQP and of aligned vectors, and we provide a number of results of independent interest. In particular, we give a strongly polynomial algorithm to find a symmetric decomposition of a matrix, and show a related result on simultaneous diagonalization of matrices.
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页码:263 / 293
页数:30
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