Modified Exact Jacobian Semidefinite Programming Relaxation for Celis-Dennis-Tapia Problem

A modified exact Jacobian semidefinite programming(SDP)relaxation method is proposed in this paper to solve the Celis-Dennis-Tapia(CDT)problem using the Jacobian matrix of objective and constraining polynomials.In the modified relaxation problem,the number of introduced constraints and the lowest relaxation order decreases significantly.At the same time,the finite convergence property is guaranteed.In addition,the proposed method can be applied to the quadratically constrained problem with two quadratic constraints.Moreover,the efficiency of the proposed method is verified by numerical experiments.

Semidefinite Relaxation for Two Mixed Binary Quadratically Constrained Quadratic Programs:Algorithms and Approximation Bounds

This paper develops new semidefinite programming(SDP)relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs and analyzes their approximation performance.The first class of problems finds two minimum norm vectors in N-dimensional real or complex Euclidean space,such that M out of 2M concave quadratic constraints are satisfied.By employing a special randomized rounding procedure,we show that the ratio between the norm of the optimal solution of this model and its SDP relaxation is upper bounded by 54πM2 in the real case and by 24√Mπin the complex case.The second class of problems finds a series of minimum norm vectors subject to a set of quadratic constraints and cardinality constraints with both binary and continuous variables.We show that in this case the approximation ratio is also bounded and independent of problem dimension for both the real and the complex cases.

An SDP randomized approximation algorithm for max hypergraph cut with limited unbalance

We consider the design of semidefinite programming （SDP） based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance （MHC-LU）： Find a partition of the vertices of a weighted hypergraph H = （V, E） into two subsets V1, V2 with ｜｜V2｜ - ｜1/1 ｜｜ ≤ u for some given u and maximizing the total weight of the edges meeting both V1 and V2. The problem MHC-LU generalizes several other combinatorial optimization problems including Max Cut, Max Cut with Limited Unbalance （MC-LU）, Max Set Splitting, Max Ek-Set Splitting and Max Hypergraph Bisection. By generalizing several earlier ideas, we present an SDP randomized approximation algorithm for MHC-LU with guaranteed worst-case performance ratios for various unbalance parameters τ = u/｜V｜. We also give the worst-case performance ratio of the SDP-algorithm for approximating MHC-LU regardless of the value of τ. Our strengthened SDP relaxation and rounding method improve a result of Ageev and Sviridenko （2000） on Max Hypergraph Bisection （MHC-LU with u = 0）, and results of Andersson and Engebretsen （1999）, Gaur and Krishnamurti （2001） and Zhang et al. （2004） on Max Set Splitting （MHC-LU with u = ｜V｜）. Furthermore, our new formula for the performance ratio by a tighter analysis compared with that in Galbiati and Maffioli （2007） is responsible for the improvement of a result of Galbiati and Maffioli （2007） on MC-LU for some range of τ.