Skip to main content
Log in

Parametric Lagrangian dual for the binary quadratic programming problem

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

Based on a difference between convex decomposition of the Lagrangian function, we propose and study a family of parametric Lagrangian dual for the binary quadratic program. Then we show they improve several lower bounds in recent literature.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Allemand, K., Fukuda, K., Liebling, T.M., Steiner, E.: A polynomial case of unconstrained zero-one quadratic optimization. Math. Progr. 91, 49–52 (2001)

    MATH  MathSciNet  Google Scholar 

  2. Avis, D., Fukuda, K.: Reverse search for enumeration. Discret. Appl. Math. 65, 21–46 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  3. Buck, R.C.: Partion of space. Amer. Math. Mon. 50, 541–544 (1943)

    Article  MATH  MathSciNet  Google Scholar 

  4. Billionnet, A., Elloumi, S.: Using a mixed integer quadratic programming solver for the unconstrained quadratic 0–1 problem. Math. Progr. 109, 55–68 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  5. Çela, E., Klinz, B., Meyar, C.: Polynomially solvable cases of the constant rank unconstrained quadratic 0–1 programming problem. J. Combin. Optim. 12, 187–215 (2006)

    Article  MATH  Google Scholar 

  6. Chakradhar, S.T., Bushnell, M.L.: A solvable class of quadratic 0–1 programming. Discret. Appl. Math. 36, 233–251 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  7. Chardaire, P., Sutter, A.: A decomposition method for quadratic zero-one programming. Manag. Sci. 41, 704–712 (1995)

    Article  MATH  Google Scholar 

  8. Delorme, C., Poljak, S.: Laplacian eigenvalues and the maximum cut problem. Math. Progr. 62, 557–574 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  9. Ferrez, J.A., Fukuda, K., Liebling, T.M.: Solving the fixed rank convex quadratic maximization in binary variables by a parallel zonotope construction algorithm. EJOR 166, 35–50 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  10. Garey, M.R., Johnson, D.S.: Computers and Intractability: A Guide to the Theory of NP-Completeness. WH Freeman, New York (1979)

    MATH  Google Scholar 

  11. Goemans, M.X., Williamson, D.P.: Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming. J. Assoc. Comput. Mach. 42, 1115–1145 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  12. Halikias, G.D., Jaimoukha, I.M., Malik, U., Gungah, S.K.: New bounds on the unconstrained quadratic integer problem. J. Glob. Optim. 39, 543–554 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  13. Helmberg, C.: Semidefinite programming for combinatorial optimization. Technical report, Konrad-Zuse-Zentrum f\({\rm \ddot{u}}\)r Informationstechnik Berlin, ZIB-Report ZR-00-34 (2000).

  14. Helmberg, C., Rendl, F.: Solving quadratic (0,1)-problems by semidefinite programs and cutting planes. Math. Progr. 82, 291–315 (1998)

    MATH  MathSciNet  Google Scholar 

  15. Laurent, M., Rendl, F.: Semidefinite programming and integer programming. Discrete optimization. In: Aardal, K., Nemhauser, G.L., Weismantel, R. (eds.) Handbooks in Operations Research and Management Science. Elsevier, Amsterdam (2005)

    Google Scholar 

  16. Li, D., Sun, X.L.: Nonlinear Integer Programming. Springer, New York (2006)

    MATH  Google Scholar 

  17. Lu, C., Wang, Z., Xing, W.: An improved lower bound and approximation algorithm for binary constrained quadratic programming problem. J. Glob. Optim. 48, 497–508 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  18. Malik, U., Jaimoukha, I.M., Halikias, G.D., Gungah, S.K.: On the gap between the quadratic integer programming problem and its semidefinite relaxation. Math. Progr. 107, 505–515 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  19. Mcbride, R.D., Yormark, J.S.: An implicit enumeration algorithm for quadratic integer programming. Manag. Sci. 26, 282–296 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  20. Nesterov, Y.: Semidefinite relaxation and nonconvex quadratic optimization. Optim. Methods Softw. 9, 141–160 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  21. Phillips, A.T., Rosen, J.B.: A quadratic assignment formulation of the molecular conformation problem. J. Glob. Optim. 4, 229–241 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  22. Picard, J.C., Ratliff, H.D.: Minimum cuts and related problems. Networks 5, 357–370 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  23. Poljak, S., Rendl, F., Wolkowicz, H.: A recipe for semidefinite relaxation for (0, 1)-quadratic programming. J. Glob. Optim. 7, 51–73 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  24. Poljak, S., Wolkowicz, H.: Convex relaxations of (0–1) quadratic programming. Math. Oper. Res. 20, 550–561 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  25. Rendl, F., Rinaldi, G., Wiegele, A.: Solving max-cut to optimality by intersecting semidefinite and polyhedral relaxations. Lect. Notes in Comput. Sci. 4513, 295–309 (2007)

    Article  MathSciNet  Google Scholar 

  26. Shor, N.Z.: Quadratic optimization problems. Sov. J. Comput. Syst. Sci. 25, 1–11 (1987)

    MATH  MathSciNet  Google Scholar 

  27. Sun, X.L., Liu, C.L., Li, D., Gao, J.J.: On duality gap in binary quadratic optimization. J. Glob. Optim. 53(2), 255–269 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  28. Vandenberghe, L., Boyd, S.: Semidefinite programming. SIAM Rev. 38, 49–95 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  29. Xia, Y.: New semidefinite programming relaxations for box constrained quadratic program. Sci. China Math. 56(4), 877–886 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  30. Zaslavsky, T.: Facing up to arrangements: face-count formulas for partitions of space by hyperplanes. Am. Math. Soc. 1(154), (1975)

Download references

Acknowledgments

The authors are grateful to the two anonymous referees for their valuable comments.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yong Xia.

Additional information

This research was supported by National Natural Science Foundation of China under Grants 11001006, 11171177 and 91130019/A011702, and by the fund of State Key Laboratory of Software Development Environment under Grant SKLSDE-2013ZX-13.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xia, Y., Xing, W. Parametric Lagrangian dual for the binary quadratic programming problem. J Glob Optim 61, 221–233 (2015). https://doi.org/10.1007/s10898-014-0164-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-014-0164-4

Keywords

Mathematics Subject Classification

Navigation