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 language | English |
|---|---|
| Pages (from-to) | 864-880 |
| Journal | Mathematics of Operations Research |
| Volume | 35 |
| Issue number | 4 |
| Online published | 1 Nov 2010 |
| DOIs | |
| Publication status | Published - Nov 2010 |
| Externally published | Yes |
Research Keywords
- Binary quadratic optimization
- Cell enumeration
- Duality gap
- Lagrangian dual
- Linear equality constraints
- SDP relaxation
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