Approximating Sparse Quadratic Programs

TL;DR

This paper develops fast, combinatorial algorithms for approximating sparse quadratic programs, improving efficiency over previous semidefinite programming methods while maintaining competitive approximation guarantees.

Contribution

It introduces new combinatorial approximation algorithms for MaxQP with sparse matrices, achieving better running times than semidefinite relaxations.

Findings

MaxQP admits a 1/2Δ-approximation in O(n log n) time.

UnitMaxQP achieves a 1/2d-approximation in O(n) time for d-degenerate graphs.

MaxQP can be approximated within (1-ε) in O(n) time for graphs with bounded local treewidth.

Abstract

Given a matrix $A \in \mathbb{R}^{n\times n}$, we consider the problem of maximizing $x^TAx$ subject to the constraint $x \in \{-1,1\}^n$. This problem, called MaxQP by Charikar and Wirth [FOCS'04], generalizes MaxCut and has natural applications in data clustering and in the study of disordered magnetic phases of matter. Charikar and Wirth showed that the problem admits an $\Omega(1/\lg n)$ approximation via semidefinite programming, and Alon, Makarychev, Makarychev, and Naor [STOC'05] showed that the same approach yields an $\Omega(1)$ approximation when $A$ corresponds to a graph of bounded chromatic number. Both these results rely on solving the semidefinite relaxation of MaxQP, whose currently best running time is $\tilde{O}(n^{1.5}\cdot \min\{N,n^{1.5}\})$, where $N$ is the number of nonzero entries in $A$ and $\tilde{O}$ ignores polylogarithmic factors. In this sequel, we abandon the semidefinite approach and design purely combinatorial approximation algorithms for special cases of MaxQP where $A$ is sparse (i.e., has $O(n)$ nonzero entries). Our algorithms are superior to the semidefinite approach in terms of running time, yet are still competitive in terms of their approximation guarantees. More specifically, we show that: - MaxQP admits a $(1/2\Delta)$-approximation in $O(n \lg n)$ time, where $\Delta$ is the maximum degree of the corresponding graph. - UnitMaxQP, where $A \in \{-1,0,1\}^{n\times n}$, admits a $(1/2d)$-approximation in $O(n)$ time when the corresponding graph is $d$-degenerate, and a $(1/3\delta)$-approximation in $O(n^{1.5})$ time when the corresponding graph has $\delta n$ edges. - MaxQP admits a $(1-\varepsilon)$-approximation in $O(n)$ time when the corresponding graph and each of its minors have bounded local treewidth. - UnitMaxQP admits a $(1-\varepsilon)$-approximation in $O(n^2)$ time when the corresponding graph is $H$-minor free.