Skip to main navigation Skip to search Skip to main content

Duality gap estimation of linear equality constrained binary quadratic programming

  • Xiaojin Zheng
  • , Xiaoling Sun
  • , Duan Li
  • , Yong Xia

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-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
JournalMathematics of Operations Research
Volume35
Issue number4
Online published1 Nov 2010
DOIs
Publication statusPublished - Nov 2010
Externally publishedYes

Research Keywords

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

Fingerprint

Dive into the research topics of 'Duality gap estimation of linear equality constrained binary quadratic programming'. Together they form a unique fingerprint.

Cite this