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;
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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.
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页码:499 / 518
页数:19
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