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arXiv · 2408.05942

On the Exactness of SDP Relaxation for Quadratic Assignment Problem

Abstract

Quadratic assignment problem (QAP) is a fundamental problem in combinatorial optimization and finds numerous applications in operation research, computer vision, and pattern recognition. However, it is a very well-known NP-hard problem to find the global minimizer to the QAP. In this work, we study the semidefinite relaxation (SDR) of the QAP and investigate when the SDR recovers the global minimizer. In particular, we consider the two input matrices satisfy a simple signal-plus-noise model, and show that when the noise is sufficiently smaller than the signal, then the SDR is exact, i.e., it recovers the global minimizer to the QAP. It is worth noting that this sufficient condition is purely algebraic and does not depend on any statistical assumption of the input data. We apply our bound to several statistical models such as correlated Gaussian Wigner model. Despite the sub-optimality in theory under those models, empirical studies show the remarkable performance of the SDR. Our work could be the first step towards a deeper understanding of the SDR exactness for the QAP.

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BibTeXRIS

Shuyang Ling. 2024-08-12. On the Exactness of SDP Relaxation for Quadratic Assignment Problem. https://arxiv.org/abs/2408.05942

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