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Semidefinite programming approach for the quadratic assignment problem with a sparse graph

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Abstract

The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in practice, but such SDPs typically scale badly, involving matrix variables of dimension \(n^2\) where n is the number of nodes. To achieve a speed up, we propose a further relaxation of the SDP involving a number of positive semidefinite matrices of dimension \(\mathcal {O}(n)\) no greater than the number of edges in one of the graphs. The relaxation can be further strengthened by considering cliques in the graph, instead of edges. The dual problem of this novel relaxation has a natural three-block structure that can be solved via a convergent Alternating Direction Method of Multipliers in a distributed manner, where the most expensive step per iteration is computing the eigendecomposition of matrices of dimension \(\mathcal {O}(n)\). The new SDP relaxation produces strong bounds on quadratic assignment problems where one of the graphs is sparse with reduced computational complexity and running times, and can be used in the context of nuclear magnetic resonance spectroscopy to tackle the assignment problem.

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Notes

  1. A graph is called friendly if its adjacency matrix has a simple spectrum and eigenvectors orthogonal to \(\mathbf {1}_n\) [1].

  2. The code used in this work is available at https://github.com/fsbravo/csdp.git.

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Acknowledgements

The authors would like to thank David Cowburn for useful discussions on NMR spectroscopy, and Amir Ali Ahmadi, for suggestions on tightening the SDP relaxations presented here. The authors would also like to thank the anonymous reviewers for their useful feedback and suggestions. The authors were partially supported by Award Number R01GM090200 from the NIGMS, FA9550-12-1-0317 from AFOSR, the Simons Investigator Award and the Simons Collaboration on Algorithms and Geometry from Simons Foundation, and the Moore Foundation Data-Driven Discovery Investigator Award.

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Authors and Affiliations

  1. Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ, 08544, USA

    José F. S. Bravo Ferreira

  2. Department of Mathematics, Stanford University, Stanford, CA, 94305, USA

    Yuehaw Khoo

  3. Department of Mathematics and Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ, 08544, USA

    Amit Singer

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  1. José F. S. Bravo Ferreira
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Correspondence to José F. S. Bravo Ferreira.

Appendix: full tabulated results

Appendix: full tabulated results

See Tables 3, 4, 5, 6 and Figs. 9 and 10.

Table 3 Comparison between lower bounds given by the C-SDP and Eigenspace relaxations on selected problems from the QAP library with (relatively) sparse B
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Table 4 Comparison between upper bounds given by C-SDP and PATH relaxations on elected problems from the QAP library with (relatively) sparse B
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Table 5 Comparison between lower bounds given by the C-SDP and Eigenspace relaxations on problems from the TSP library (with \(n\le 150\))
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Table 6 Comparison between upper bounds given by C-SDP and PATH relaxations on problems from the TSP library (with \(n\le 150\))
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Fig. 9
figure 9

Comparison of run times between C-SDP and Eigenspace (linear program) relexations on problems from the TSP library (with \(n\le 150\)). C-SDP instances were ran for 1000 ADMM iterations on 20 processors. Eigenspace instances were solved using SeDuMi [27]. As the Eigenspace relaxation simplifies to a linear program in the case of TSP, solving the problem using an interior point solver is stil competitive with the ADMM approach used in C-SDP

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Fig. 10
figure 10

Comparison of run times between C-SDP and Eigenspace relexations on problems from the QAP library (with \(n\le 150\)). C-SDP instances were ran for 1000 ADMM iterations on 20 processors. Eigenspace instances were solved using SeDuMi [27]. In the case of problems from the QAP library, the Eigenspace relaxation no longer simplifies, resulting in longer runtimes

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Bravo Ferreira, J.F.S., Khoo, Y. & Singer, A. Semidefinite programming approach for the quadratic assignment problem with a sparse graph. Comput Optim Appl 69, 677–712 (2018). https://doi.org/10.1007/s10589-017-9968-8

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