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We model the cardinality-constrained portfolio problem using semidefinite matrices and investigate a relaxation using semidefinite programming. Experimental results show that this relaxation generates tight lower bounds and even achieves…

Optimization and Control · Mathematics 2024-02-08 Angelika Wiegele , Shudian Zhao

A tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max $k$-cut problem is a fundamental combinatorial optimization problem with…

Optimization and Control · Mathematics 2023-08-04 Ramin Fakhimi , Hamidreza Validi , Illya V. Hicks , Tamás Terlaky , Luis F. Zuluaga

Relying on the co-area formula, an exact relaxation framework for minimizing objectives involving the total variation of a binary valued function (of bounded variation) is presented. The underlying problem class covers many important…

Optimization and Control · Mathematics 2012-10-30 Martin Burger , Yiqiu Dong , Michael Hintermüller

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

This paper introduces a discrete relaxation for the class of combinatorial optimization problems which can be described by a set partitioning formulation under packing constraints. We present two combinatorial relaxations based on computing…

Data Structures and Algorithms · Computer Science 2022-08-30 Phillippe Samer , Evellyn Cavalcante , Sebastián Urrutia , Johan Oppen

Combinatorial problems are formulated to find optimal designs within a fixed set of constraints. They are commonly found across diverse engineering and scientific domains. Understanding how to best use quantum computers for combinatorial…

We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the quality of these relaxations by studying the approximation…

Optimization and Control · Mathematics 2010-06-21 Francis Bach , Selin Damla Ahipasaoglu , Alexandre d'Aspremont

We study continuous quadratic submodular minimization with bounds and propose a polynomially sized semidefinite relaxation, which is provably tight for dimension $n \le 3$ and empirically tight for larger $n$. We apply the relaxation to two…

Optimization and Control · Mathematics 2026-04-07 Samuel Burer , Karthik Natarajan

In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they…

Optimization and Control · Mathematics 2018-08-01 Florian Bernard , Christian Theobalt , Michael Moeller

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong

We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…

Optimization and Control · Mathematics 2021-03-30 Ben Beach , Robert Hildebrand , Joey Huchette

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

Optimization and Control · Mathematics 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…

Computer Vision and Pattern Recognition · Computer Science 2011-12-06 Jan Lellmann , Frank Lenzen , Christoph Schnörr

We consider the global optimization of nonconvex quadratic programs and mixed-integer quadratic programs. We present a family of convex quadratic relaxations which are derived by convexifying nonconvex quadratic functions through…

Optimization and Control · Mathematics 2020-10-13 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical…

Optimization and Control · Mathematics 2019-12-03 Benjamin Müller , Gonzalo Muñoz , Maxime Gasse , Ambros Gleixner , Andrea Lodi , Felipe Serrano

We study convex relaxations of the image labeling problem on a continuous domain with regularizers based on metric interaction potentials. The generic framework ensures existence of minimizers and covers a wide range of relaxations of the…

Computer Vision and Pattern Recognition · Computer Science 2011-03-02 Jan Lellmann , Christoph Schnörr

The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the original problem with an implicit compact…

Methodology · Statistics 2009-02-10 Stephane Chretien , Franck Corset

By introducing a quadratic perturbation to the canonical dual of the maxcut problem, we transform the integer programming problem into a concave maximization problem over a convex positive domain under some circumstances, which can be…

Optimization and Control · Mathematics 2012-10-16 Xiaojun Zhou
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