Sum-of-Squares Hierarchies for Binary Polynomial Optimization (original) (raw)

2021, Integer Programming and Combinatorial Optimization

We consider the sum-of-squares hierarchy of approximations for the problem of minimizing a polynomial f over the boolean hypercube B n = {0, 1} n. This hierarchy provides for each integer r ∈ N a lower bound f (r) on the minimum fmin of f , given by the largest scalar λ for which the polynomial f −λ is a sum-of-squares on B n with degree at most 2r. We analyze the quality of these bounds by estimating the worst-case error fmin − f (r) in terms of the least roots of the Krawtchouk polynomials. As a consequence, for fixed t ∈ [0, 1/2], we can show that this worst-case error in the regime r ≈ t • n is of the order 1/2 − t(1 − t) as n tends to ∞. Our proof combines classical Fourier analysis on B n with the polynomial kernel technique and existing results on the extremal roots of Krawtchouk polynomials. This link to roots of orthogonal polynomials relies on a connection between the hierarchy of lower bounds f (r) and another hierarchy of upper bounds f (r) , for which we are also able to establish the same error analysis. Our analysis extends to the minimization of a polynomial over the q-ary cube (Z/qZ) n. Keywords: Binary polynomial optimization • Lasserre hierarchy • Sum-of-squares polynomials • Fourier analysis • Krawtchouk polynomials • Polynomial kernels • Semidefinite programming This optimization problem is NP-hard in general, already for d = 2. Indeed, as is well-known, one can model an instance of max-cut on the complete graph K n with edge weights w = (w ij) as a problem of the form (1) by setting: f (x) = − 1≤i<j≤n w ij (x i − x j) 2 ,

The max-cut problem and quadratic 0–1 optimization; polyhedral aspects, relaxations and bounds

Annals of Operations Research, 1991

Given a graph G, the maximum cut problem consists of finding the subset S of vertices such that the number of edges having exactly one endpoim in S is as large as possible. In the weighted version of this problem there are given real weights on the edges of G, and the objective is to maximize the sum of the weights of the edges having exactly one endpoint in the subset S. In this paper, we consider the maximum cut problem and some related problems, like maximum-2-satisfiability, weighted signed graph balancing. We describe the relation of these problems to the unconstrained quadratic 0-1 programming problem, and we survey the known methods for lower and upper bounds to this optimization problem. We also give the relation between the related polyhedra, and we describe some of the known and some new classes of facets for them.

Improved semidefinite bounding procedure for solving Max-Cut problems to optimality

Mathematical Programming, 2014

We present an improved algorithm for finding exact solutions to Max-Cut and the related binary quadratic programming problem, both classic problems of combinatorial optimization. The algorithm uses a branch-(and-cut-)and-bound paradigm, using standard valid inequalities and nonstandard semidefinite bounds. More specifically, we add a quadratic regularization term to the strengthened semidefinite relaxation in order to use a quasi-Newton method to compute the bounds. The ratio of the tightness of the bounds to the time required to compute them can be controlled by two real parameters; we show how adjusting these parameters and the set of strengthening inequalities gives us a very efficient bounding procedure. Embedding our bounding procedure in a generic branch-and-bound platform, we get a competitive algorithm: extensive experiments show that our algorithm dominates the best existing method.

A class of spectral bounds for Max k-Cut

Discrete Applied Mathematics, 2019

Let G be an undirected and edge-weighted simple graph. In this paper we introduce a class of bounds for the maximum k-cut problem in G. Their expression notably involves eigenvalues of the weight matrix together with some other geometrical parameters (distances between a discrete point set and a linear subspace). This extends a bound recently introduced by Nikiforov. We also show cases when the provided bounds strictly improve over other eigenvalue bounds from the literature.

Semidefinite programming in combinatorial and polynomial optimization

In recent years semidefinite programming has become a widely used tool for designing more efficient algorithms for approximating hard combinatorial optimization problems and, more generally, polynomial optimization problems, which deal with optimizing a polynomial objective function over a basic closed semi-algebraic set. The underlying paradigm is that while testing nonnegativity of a polynomial is a hard problem, one can test efficiently whether it can be written as a sum of squares of polynomials by using semidefinite programming. In this note we sketch some of the main mathematical tools that underlie this approach and illustrate its application to some graph problems dealing with maximum cuts, stable sets and graph colouring.

One-third-integrality in the max-cut problem

Mathematical Programming, 1995

Given a graph G = (V, E), the metric polytope S(G) is defined by the inequalities x(F)-x(C \ F) ~< IF I-1 for F C C, IF[ odd, C cycle of G, and 0 ~< Xe ~< 1 for e C E. Optimization over $(G) provides an approximation for the max-cut problem. The graph G is called 1/d-integral if all the vertices of S(G) have their coordinates in {i/d ] 0 <<. i ~ d}. We prove that the class of 1/d-integral graphs is closed under minors, and we present several minimal forbidden minors for ½-integrality. In particular, we characterize the ½-integral graphs on seven nodes. We study several operations preserving 1/d-integrality, in particular, the k-sum operation for 0 ~< k ~< 3. We prove that series parallel graphs are characterized by the following stronger property. All vertices of the polytope S(G) fq {x I e x ~< u) are ½-integral for every choice of ½-integral bounds g, u on the edges of G.

The capacitated max k-cut problem

Mathematical Programming, 2008

We consider a capacitated max k-cut problem in which a set of vertices is partitioned into k subsets. Each edge has a non-negative weight, and each subset has a possibly different capacity that imposes an upper bound on its size. The objective is to find a partition that maximizes the sum of edge weights across all pairs of vertices that lie in different subsets. We describe a local-search algorithm that obtains a solution with value no smaller than 1 − 1/k of the optimal solution value. This improves a previous bound of 1/2 for the max k-cut problem with fixed, though possibly different, sizes of subsets.

16. Semidefinite Relaxations for Max-Cut

The Impact of Manfred Padberg and His Work, 2004

We compare several semide nite relaxations for the cut polytope obtained by applying the lift and project methods of Lov asz and Schrijver and of Lasserre. We show that the tightest relaxation is obtained when aplying the Lasserre construction to the node formulation of the max-cut problem. This relaxation Q t (G) can be de ned as the projection on the edge subspace of the set F t (n), which consists of the matrices indexed by all subsets of 1; n] of cardinality t + 1 with the same parity as t + 1 and having the property that their (I; J)-th entry depends only on the symmetric di erence of the sets I and J. The set F 0 (n) is the basic semide nite relaxation of max-cut consisting of the semide nite matrices of order n with an all ones diagonal, while F n?2 (n) is the 2 n?1-dimensional simplex with the cut matrices as vertices. We show the following geometric properties: If Y 2 F t (n) has rank t + 1, then Y can be written as a convex combination of at most 2 t cut matrices, extending a result of Anjos and Wolkowicz for the case t = 1; any 2 t+1 cut matrices form a face of F t (n) for t = 0; 1; n ? 2. The class L t of the graphs G for which Q t (G) is the cut polytope of G is shown to be closed under taking minors. The graph K 7 is a forbidden minor for membership in L 2 , while K 3 and K 5 are the only minimal forbidden minors for the classes L 0 and L 1 , respectively.

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