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Exact SDP Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems

Shinsaku Sakaue(shinsaku_sakaue***at***mist.i.u-tokyo.ac.jp)
Akiko Takeda(takeda***at***mist.i.u-tokyo.ac.jp)
Sunyoung Kim(skim***at***ewha.ac.kr)
Naoki Ito(naoki_ito***at***mist.i.u-tokyo.ac.jp)

Abstract: For binary polynomial optimization problems (POPs) of degree $d$ with $n$ variables, we prove that the $\lceil(n+d-1)/2\rceil$th semidefinite (SDP) relaxation in Lasserre's hierarchy of the SDP relaxations provides the exact optimal value. If binary POPs involve only even-degree monomials, we show that it can be further reduced to $\lceil(n+d-2)/2\rceil$. This bound on the relaxation order coincides with the conjecture by Laurent in 2003, which was recently proved by Fawzi, Saunderson and Parrilo, on binary quadratic optimization problems where $d=2$. We also numerically confirm that the bound is tight. More precisely, we present instances of binary POPs that require solving at least the $\lceil(n+d-1)/2\rceil$th SDP relaxation for general binary POPs and the $\lceil(n+d-2)/2\rceil$th SDP relaxation for even-degree binary POPs to obtain the exact optimal values.

Keywords: Binary polynomial optimization problems, the hierarchy of the SDP relaxations, the bound for the exact SDP relaxation, even-degree binary polynomial optimization problems, chordal graph

Category 1: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Category 2: Global Optimization (Theory )

Citation: METR 2016-01, Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo, Bunkyo-ku, Tokyo 113-8656, Japan, January 2016

Download: [PDF]

Entry Submitted: 01/08/2016
Entry Accepted: 01/08/2016
Entry Last Modified: 01/08/2016

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