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An improved lower bound and approximation algorithm for binary constrained quadratic programming problem

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Abstract

This paper presents an improved lower bound and an approximation algorithm based on spectral decomposition for the binary constrained quadratic programming problem. To decompose spectrally the quadratic matrix in the objective function, we construct a low rank problem that provides a lower bound. Then an approximation algorithm for the binary quadratic programming problem together with a worst case performance analysis for the algorithm is provided.

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Authors and Affiliations

  1. Department of mathematical sciences, Tsinghua University, Beijing, China

    Cheng Lu, Zhenbo Wang & Wenxun Xing

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  1. Cheng Lu
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  2. Zhenbo Wang
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  3. Wenxun Xing
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Correspondence to Wenxun Xing.

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Lu, C., Wang, Z. & Xing, W. An improved lower bound and approximation algorithm for binary constrained quadratic programming problem. J Glob Optim 48, 497–508 (2010). https://doi.org/10.1007/s10898-009-9504-1

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  • DOI: https://doi.org/10.1007/s10898-009-9504-1

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