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Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems

Title
Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems
Authors
Ito, N.Kim, S.Kojima, M.Takeda, A.Toh, K. -C.
Ewha Authors
김선영
SCOPUS Author ID
김선영scopus
Issue Date
2018
Journal Title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN
0925-5001JCR Link

1573-2916JCR Link
Citation
JOURNAL OF GLOBAL OPTIMIZATION vol. 72, no. 4, pp. 619 - 653
Keywords
Combinatorial quadratic optimization problemsBinary and complementarity conditionCompletely positive relaxationsDoubly nonnegative relaxationsSemidefinite relaxationsEquivalence of feasible regionsNondegeneracy
Publisher
SPRINGER
Indexed
SCI; SCIE; SCOPUS WOS
Document Type
Article
Abstract
Various conic relaxations of quadratic optimization problems in nonnegative variables for combinatorial optimization problems, such as the binary integer quadratic problem, quadratic assignment problem (QAP), and maximum stable set problem have been proposed over the years. The binary and complementarity conditions of the combinatorial optimization problems can be expressed in several ways, each of which results in different conic relaxations. For the completely positive, doubly nonnegative and semidefinite relaxations of the combinatorial optimization problems, we discuss the equivalences and differences among the relaxations by investigating the feasible regions obtained from different representations of the combinatorial condition which we propose as a generalization of the binary and complementarity condition. We also study theoretically the issue of the primal and dual nondegeneracy, the existence of an interior solution and the size of the relaxations, as a result of different representations of the combinatorial condition. These characteristics of the conic relaxations affect the numerical efficiency and stability of the solver used to solve them. We illustrate the theoretical results with numerical experiments on QAP instances solved by SDPT3, SDPNAL+ and the bisection and projection method.
DOI
10.1007/s10898-018-0676-4
Appears in Collections:
자연과학대학 > 수학전공 > Journal papers
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