{"title":"Invariants of SDP exactness in quadratic programming","authors":"Julia Lindberg , Jose Israel Rodriguez","doi":"10.1016/j.jsc.2023.102258","DOIUrl":null,"url":null,"abstract":"<div><p><span>In this paper we study the Shor relaxation of quadratic programs by fixing a feasible set and considering the space of objective functions for which the Shor relaxation is exact. We first give conditions under which this region is invariant under the choice of generators defining the feasible set. We then describe this region when the feasible set is invariant under the action of a subgroup of the </span>general linear group. We conclude by applying these results to quadratic binary programs. We give an explicit description of objective functions where the Shor relaxation is exact and use this knowledge to design an algorithm that produces candidate solutions for binary quadratic programs.</p></div>","PeriodicalId":50031,"journal":{"name":"Journal of Symbolic Computation","volume":"122 ","pages":"Article 102258"},"PeriodicalIF":1.1000,"publicationDate":"2023-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Symbolic Computation","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S074771712300072X","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, THEORY & METHODS","Score":null,"Total":0}
引用次数: 1
Abstract
In this paper we study the Shor relaxation of quadratic programs by fixing a feasible set and considering the space of objective functions for which the Shor relaxation is exact. We first give conditions under which this region is invariant under the choice of generators defining the feasible set. We then describe this region when the feasible set is invariant under the action of a subgroup of the general linear group. We conclude by applying these results to quadratic binary programs. We give an explicit description of objective functions where the Shor relaxation is exact and use this knowledge to design an algorithm that produces candidate solutions for binary quadratic programs.
期刊介绍:
An international journal, the Journal of Symbolic Computation, founded by Bruno Buchberger in 1985, is directed to mathematicians and computer scientists who have a particular interest in symbolic computation. The journal provides a forum for research in the algorithmic treatment of all types of symbolic objects: objects in formal languages (terms, formulas, programs); algebraic objects (elements in basic number domains, polynomials, residue classes, etc.); and geometrical objects.
It is the explicit goal of the journal to promote the integration of symbolic computation by establishing one common avenue of communication for researchers working in the different subareas. It is also important that the algorithmic achievements of these areas should be made available to the human problem-solver in integrated software systems for symbolic computation. To help this integration, the journal publishes invited tutorial surveys as well as Applications Letters and System Descriptions.