Semidefinite programming: Difference between revisions

Content deleted Content added
Jfo17 (talk | contribs)
m Fix linking to Hazan
Schreib70 (talk | contribs)
Line 208:
This is an SDP because the objective function and constraints are all linear functions of vector inner products. Solving the SDP gives a set of unit vectors in <math>\mathbf{R^n}</math>; since the vectors are not required to be collinear, the value of this relaxed program can only be higher than the value of the original quadratic integer program. Finally, a rounding procedure is needed to obtain a partition. Goemans and Williamson simply choose a uniformly random hyperplane through the origin and divide the vertices according to which side of the hyperplane the corresponding vectors lie. Straightforward analysis shows that this procedure achieves an expected ''approximation ratio'' (performance guarantee) of 0.87856 - ε. (The expected value of the cut is the sum over edges of the probability that the edge is cut, which is proportional to the angle <math>\cos^{-1}\langle v_{i}, v_{j}\rangle</math> between the vectors at the endpoints of the edge over <math>\pi</math>. Comparing this probability to <math>(1-\langle v_{i}, v_{j}\rangle)/{2}</math>, in expectation the ratio is always at least 0.87856.) Assuming the [[unique games conjecture]], it can be shown that this approximation ratio is essentially optimal.
 
Since the original paper of Goemans and Williamson, SDPs have been applied to develop numerous approximation algorithms. RecentlySubsequently, Prasad Raghavendra has developed a general framework for constraint satisfaction problems based on the [[unique games conjecture]].<ref>{{Cite book|chapter-url=http://doi.acm.org/10.1145/1374376.1374414|doi=10.1145/1374376.1374414|chapter=Optimal algorithms and inapproximability results for every CSP?|title=Proceedings of the fortieth annual ACM symposium on Theory of computing|year=2008|last1=Raghavendra|first1=Prasad|pages=245–254|isbn=9781605580470|s2cid=15075197}}</ref>
 
=== Other applications ===