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January 1, 2006SIAM Journal on Optimization206 citations

Complex Quadratic Optimization and Semidefinite Programming

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SZShuzhong ZhangYHYongwei Huang

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Abstract

In this paper we study the approximation algorithms for a class of discrete quadratic optimization problems in the Hermitian complex form. A special case of the problem that we study corresponds to the max-3-cut model used in a recent paper of Goemans and Williamson J. Comput. System Sci. , 68 (2004), pp. 442-470]. We first develop a closed-formformula to compute the probability of a complex-valued normally distributed bivariate random vector to be in a given angular region. This formula allows us to compute the expected value of a randomized (with a specific rounding rule) solution based on the optimal solution of the complex semidefinite programming relaxation problem. In particular, we present an m² (1-2m) /8-approximation algorithm, and then study the limit of that model, in which the problem remains NP-hard. We show that if the objective is to maximize a positive semidefinite Hermitian form, then the randomization-rounding procedure guarantees a worst-case performance ratio of /4 0. 7854, which is better than the ratio of 2/ 0. 6366 for its counterpart in the real case due to Nesterov. Furthermore, if the objective matrix is real-valued positive semidefinite with nonpositive off-diagonal elements, then the performance ratio improves to 0. 9349.

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Cite This Study

Zhang et al. (2006) studied this question.

synapsesocial.com/papers/6a11cdf9dcb035f2f8fd3782https://doi.org/10.1137/04061341x
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