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On the gap between the quadratic integer programming problem and its semidefinite relaxation

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Abstract

Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): where Q is a given symmetric matrix and D is diagonal. We consider the SDR gap We establish the uniqueness of the SDR solution and prove that if and only if γ r :=n −1max{x T VV T x:x ∈ {-1, 1}n}=1 where V is an orthogonal matrix whose columns span the (r–dimensional) null space of DQ and where D is the unique SDR solution. We also give a test for establishing whether that involves 2r −1 function evaluations. In the case that γ r <1 we derive an upper bound on γ which is tighter than Thus we show that `breaching' the SDR gap for the QIP problem is as difficult as the solution of a QIP with the rank of the cost function matrix equal to the dimension of the null space of DQ. This reduced rank QIP problem has been recently shown to be solvable in polynomial time for fixed r.

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Malik, U., Jaimoukha, I., Halikias, G. et al. On the gap between the quadratic integer programming problem and its semidefinite relaxation. Math. Program. 107, 505–515 (2006). https://doi.org/10.1007/s10107-005-0692-2

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  • DOI: https://doi.org/10.1007/s10107-005-0692-2

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