Lecture 22: Hyperplane Rounding for Max-Cut SDP
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1 CSCI-B609: A Theorist s Toolkit, Fall 016 Nov 17 Lecture : Hyperplane Rounding for Max-Cut SDP Lecturer: Yuan Zhou Scribe: Adithya Vadapalli 1 Introduction In the previous lectures we had seen the max-cut problem. In this lecture we will present a approximation algorithm. We will in fact, also see that we do not have much hope of doing better. Recap Let us have quick recap of the semi-definite Programming for the max-cut problem. Figure 1 is the Qudratic Program for the Max-Cut. Figure 3 is the relaxation for the SDP. Fact 1. Since SDP is a relaxation of the QIP, SDP QIP. We can think of SDP as a relaxation of the Integer Program, because if we add an extra constraint rank(y = 1), it will become a Quadratic Integer Program. We know from the previous lecture that, Theorem 1. SDP is solvable in polynomial time using ellipsoid method and a separation oracle. 3 Vector View Recall Choleskey Decomposition. Given Y 0, we can write Y as Y = L T DL where L is Corollary. We can also write Y = L T L where L = DL. In fact, Y contains inner product of two vectors. y uv = w u, w v. Write L = [W 1, W 1,, W n ], We have Y uv = w T u w v. Finally the SDP can be written as it is in Figure 3. This Integer Program can be relaxed in the following manner. 1
2 Lecture : Hyperplane Rounding for Max-Cut SDP maximize: 1 x u x v subject to: x u = 1 u V Figure 1: Quadratic Integer Program for Max-Cut maximize: 1 y uv subject to: y uv = y vu u, v V y uu = 1 u V Y 1 Figure : SDP for Max-Cut maximize: 1 w u, w v subject to: w u = 1 u V Figure 3: SDP for Max-Cut
3 Lecture : Hyperplane Rounding for Max-Cut SDP Hyperplane Rounding The main idea is to use a random hyperplane that goes through the origin to divide the vectors in to two sets, corresponding to a cut. It can summarized in the following steps. 1. Choose a uniform random hyperplane through the origin that divides the sphere. In other words, Choose a norm-vector with a uniform random direction; sample g = (g 1,, g n ) N (0, 1) n.. Set x u = sign(g, w u ) u V Theorem 3. [GW95] E[ 1 x ux v ] 0.878(SDP) Proof. By linearity of expectation. LHS = [ ] 1 xu x v E = Pr[w u, w v separated by a random hyperplane] Now for a pair of fixed u and v, let us focus on the plane containing w u and w v. By symmetry the random hyperplane s projection becomes a random line through the origin. Thus we have the following. Pr[w v and w u are separated] = (w v, w u ) = arccos(w v, w u ) = Pr[w u, w v separated by a random hyperplane] = arccos(w v, w u ) Now let α GW = min ρ [ 1,1] { arccos(w v, w u ) (arccos ρ)/ }. Using this we have (1 ρ)/ α GW. 1 w v, w u = α GW.(SDP) Numerical results show that, α GW > 0.878
4 Lecture : Hyperplane Rounding for Max-Cut SDP 4 W W1 Figure 4: Hyperplane Rounding 4 Recognizing almost Bipartite Graphs Suppose OPT (1 ɛ)m. m is the number of edges ( E ). The graph is bipartite after removing ɛm edges. Recall that, E[rounding] (1 ɛ)0.878m. The question we ask here is can we do better than this? Intuition: When ɛ = 0, poly-time algorithm: returns a cut with m edges (bipartite graph recognition). Let alg(c) be the best found by a polytime algorithm when OPT = c.m. The curve of alg(c) is not continuous at c = 1. Is this really the case? GW finds a cut of size (1 O( ɛ))m given OPT = (1 ɛ)m. Now we can state the following theorem. Theorem 4. alg(1 ɛ) O( ɛ) Observation: cos x = 1 x + O(x4 ) = arccos(1 y) = y + O(y). Claim 1. arccos(1 y) 4 y y [0, ] Proof. at y = 0 : LHS = RHS = 0 at y (0, 1) : dlhs 1 = 1 1 dy y( y) y y = drhs dy at y [1, ]: LHS arccos( 1) = RHS 4
5 Lecture : Hyperplane Rounding for Max-Cut SDP 5 Corollary 5. arccos(1 y) = arccos(1 y) 4 y Theorem 6. Assuming the Unique Games Conjecture, there exists no poly-time algorithm that (α GW + δ) or (1 ɛ, 1 o( ɛ)-approximate max-cut for all ɛ, δ > 0. Proof. E[rounding] = = = m 4 arccos( w u, w v ) arccos(ɛ uv 1) 4 ɛ uv ɛuv ( ) Using Jensen s inequality we have ( ) m 4 m ɛ uv = m + Pr[w u, w v separated] 1 m = m + (m OPT SDP ) (m OPT QIP ) ɛ ɛ uv ( ) w u, w v Therefore, ( ) m 4 m ɛ 5 Constraint Satisfaction Problem In this section we talk about the Constraint Satisfaction Problems (CSP). Domain: Ω = {1,,, q} Predicates: Π = { : Ω k {0, 1}} Input: n variables x 1,, x n, m constraints in the form (x i1,, x ik, Π) Goal: Find assignment σ : {x 1,, x n } Ω to maximize number of satisfied constraints. A constraint is satisfied if and only if (σ(x i1 ),, σ(x ik )) = 1
6 Lecture : Hyperplane Rounding for Max-Cut SDP 6 maximize: w ia, w jb a,b Ω:(a,b)=1 subject to: w i,a, w i,b = 0 i [n], a, b Ω, a b w i,a, w i,b 0 i, j [n], a, b Ω w i,a = I i [n] a ω I = 1 Figure 5: Basic SDP 5.1 Basic SDP Relaxation for CSP Here we will deal with k =, (binary CSP). For each x i and a ω introduce w i,a correspond to σ(x i ) = a. Note that in the integral solution w i,a = I, if σ(x i ) = a and w i,a = 0 otherwise. Thus we get the Basic SDP as in Figure 5. Theorem 7. [Rag08] For every CSP, polynomial time rounding scheme for BasicSDP achieving the optimal approximation guarantee among all ploy-time algorithms assuming the Unique Games Conjecture. References [GW95] Michel X. Goemans and David P. Williamson. Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming. J. ACM, 4(6): , November [Rag08] Prasad Raghavendra. Optimal algorithms and inapproximability results for every csp? In Proceedings of the Fortieth Annual ACM Symposium on Theory of Computing, STOC 08, pages 45 54, New York, NY, USA, 008. ACM.
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