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Polynomial-Time Methods to Solve Unimodular Quadratic Programs With Performance Guarantees

Shankarachary Ragi (shankarachary.ragi***at***asu.edu)
Edwin K.P. Chong (edwin.chong***at***colostate.edu)
Hans D. Mittelmann (mittelmann***at***asu.edu)

Abstract: We develop polynomial-time heuristic methods to solve unimodular quadratic programs (UQPs) approximately, which are known to be NP-hard. In the UQP framework, we maximize a quadratic function of a vector of complex variables with unit modulus. Several problems in active sensing and wireless communication applications boil down to UQP. With this motivation, we present three new heuristic methods with polynomial-time complexity to solve the UQP approximately. The first method is called dominant-eigenvector-matching; here the solution is picked that matches the complex arguments of the dominant eigenvector of the Hermitian matrix in the UQP formulation. We also provide a performance guarantee for this method. The second method, a greedy strategy, is shown to provide a performance guarantee of (1􀀀1=e) with respect to the optimal objective value given that the objective function possesses a property called string submodularity. The third heuristic method is called row-swap greedy strategy, which is an extension to the greedy strategy and utilizes certain properties of the UQP to provide a better performance than the greedy strategy at the expense of an increase in computational complexity. We present numerical results to demonstrate the performance of these heuristic methods, and also compare the performance of these methods against a standard heuristic method called semidefinite relaxation.

Keywords: Unimodular codes, unimodular quadratic programming, heuristic methods, radar codes, string submodularity

Category 1: Applications -- Science and Engineering


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Entry Submitted: 03/21/2017
Entry Accepted: 03/21/2017
Entry Last Modified: 03/28/2017

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