On Integrality in Semidefinite Programming for Discrete Optimization

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show similar results for a wide variety of discrete optimization problems for which SDP relaxations have been derived. Based on a … Read more

Inductive Linearization for Binary Quadratic Programs with Linear Constraints: A Computational Study

The computational performance of inductive linearizations for binary quadratic programs in combination with a mixed-integer programming solver is investigated for several combinatorial optimization problems and established benchmark instances. Apparently, a few of these are solved to optimality for the first time. Citation preprint (no internal series / number): University of Bonn, Germany June 11, 2021 … Read more

Membership testing for Bernoulli and tail-dependence matrices

Testing a given matrix for membership in the family of Bernoulli matrices is a longstanding problem, the many applications of Bernoulli vectors in computer science, finance, medicine, and operations research emphasize its practical relevance. A novel approach towards this problem was taken by [Fiebig et al., 2017] for lowdimensional settings d

Dantzig Wolfe decomposition and objective function convexification for binary quadratic problems: the cardinality constrained quadratic knapsack case

The purpose of this paper is to provide strong reformulations for binary quadratic problems. We propose a first methodological analysis on a family of reformulations combining Dantzig-Wolfe decomposition and Quadratic Convex Reformulation principles. As a representative case study, we apply them to a cardinality constrained quadratic knapsack problem, providing extensive experimental insights. We show that … Read more

A Near Maximum Likelihood Decoding Algorithm for MIMO Systems Based on Semi-Definite Programming

In Multi-Input Multi-Output (MIMO) systems, Maximum-Likelihood (ML) decoding is equivalent to finding the closest lattice point in an N-dimensional complex space. In general, this problem is known to be NP hard. In this paper, we propose a quasi-maximum likelihood algorithm based on Semi-Definite Programming (SDP). We introduce several SDP relaxation models for MIMO systems, with … Read more