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On the gap between the quadratic integer programming problem and its semidefinite relaxation
Authors:U Malik  IM Jaimoukha  GD Halikias  SK Gungah
Institution:(1) Control and Power Group, Dept. Electrical and Electronic Eng, Imperial College, London, SW7–2BT, UK;(2) School of Engineering and Mathematical Sciences, City University, Northampton Square, London, EC1V–0HB, UK
Abstract:Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): MediaObjects/s10107-005-0692-2flb1.gif where Q is a given symmetric matrix and D is diagonal. We consider the SDR gap MediaObjects/s10107-005-0692-2flb2.gif We establish the uniqueness of the SDR solution and prove that MediaObjects/s10107-005-0692-2flb3.gif if and only if γr:=n−1max{xTVVTx: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 MediaObjects/s10107-005-0692-2flb3.gif that involves 2r−1 function evaluations. In the case that γr<1 we derive an upper bound on γ which is tighter than MediaObjects/s10107-005-0692-2flb4.gif 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.
Keywords:Quadratic integer programming  Semidefinite relaxation  Linear matrix inequalities  Zonotopes  Hyperplane arrangements
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