Probabilistic Analysis of Semidefinite Relaxation for Binary Quadratic Minimization

  • Authors:
  • Mikalai Kisialiou;Zhi-Quan Luo

  • Affiliations:
  • kisi0004@umn.edu and luozq@umn.edu;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2010

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Abstract

We consider semidefinite programming relaxation (SDR) of a binary quadratic minimization problem. This NP-hard problem arises naturally in the maximum-likelihood detection of discrete signals for digital communications. We analyze the average performance of the SDR algorithm for a class of randomly generated binary quadratic minimization problems. Although the SDR worst-case approximation ratio is unbounded for this NP-hard problem, our analysis shows that SDR can provide in polynomial time a provably near-optimal solution, achieving a constant factor approximation of the optimal objective value in probability. Moreover, this constant factor remains bounded with increasing problem size. Our proof is based on an asymptotic analysis of Karush-Kuhn-Tucker optimality conditions using random matrix theory.