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Duality gap estimation of linear equality constrained binary quadratic programming

  • Xiaojin Zheng*
  • , Xiaoling Sun
  • , Duan Li
  • , Yong Xia
  • *Corresponding author for this work
  • Fudan University
  • Chinese University of Hong Kong

Research output: Contribution to journalArticlepeer-review

Abstract

We investigate in this paper the Lagrangian duality properties of linear equality constrained binary quadratic programming. We derive an underestimation of the duality gap between the primal problem and its Lagrangian dual or SDP relaxation, using the distance from the set of binary integer points to certain affine subspace, while the computation of this distance can be achieved by the cell enumeration of hyperplane arrangement. Alternative Lagrangian dual schemes via the exact penalty and the squared norm constraint reformulations are also discussed.

Original languageEnglish
Pages (from-to)864-880
Number of pages17
JournalMathematics of Operations Research
Volume35
Issue number4
DOIs
StatePublished - Nov 2010

Keywords

  • Binary quadratic optimization
  • Cell enumeration
  • Duality gap
  • Lagrangian dual
  • Linear equality constraints
  • SDP relaxation

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