Lecture 10. Semidefinite Programs and the Max-Cut Problem Max Cut

Transcription

1 Lecture 10 Semidefinite Programs and the Max-Cut Problem In this class we will finally introduce the content from the second half of the course title, Semidefinite Programs We will first motivate the discussion of SDP with the Max-Cut problem, then we will formally define SDPs and introduce ways to solve them 101 Max Cut Let G = (V, E) with edge weights w e > 0 for all e E where e E w e = 1 Our goal is to maximize e (A) w e over A V, or equivalently maximize 1[A(u) A(v)] over functions A : V {0, 1} Remark 101 Couple quick observations: Opt = 1 G is bipartite Opt 1 2 Proof (Algorithmic) Pick A : V {0, 1} at random [ ] E [cut val] = E 1 [A(u) A(v)] = Pr[A(u) A(v)] = 1 2 = 1 2 * Lecturer: Ryan O Donnell Scribe: Franklin Ta 1

2 G complete Opt = (n 1) Max-cut is NP-hard Integer Programming Formulation For {x v } v V, {z e } e E {0, 1}, Now lets look at the IP formulation for Max-Cut st max z uv z uv x u + x v z uv 2 (x u + x v ) Where x encodes which partition the vertex is in, and z encodes whether the edge is cut To see why this works, suppose that x u x v, then z uv 1, z uv 1, so z uv = 1 Otherwise, suppose x u = x v, then z uv 2, z uv 0, so z uv = 0 Linear Programming Relaxation To get the LP relaxation, just let x v, z e [0, 1] But unfortunately, this LP relaxation isn t very good Set x v = 1 for all v, then z 2 e = 1 for all e, which makes LP Opt = 1 for all graph G Another Formulation Seeing that didn t work, let s try another formulation For y v R, max ( ) 2 y uy v st y v y v = 1 v V Here we changed our indicator, y v, to use 1 or 1 to encode which partition we are in Note that if y u = y v, then ( 1 1y ) 2 2 uy v = 0, and if yu y v, then ( 1 1y ) 2 2 uy v = 1 SDP Relaxation[Delorme Poljak 90] Note that the previous formulation is still exactly Max-Cut (which is NP-hard) so we won t be able to solve it So to relax it, we can allow y v R d : (this is the SDP ) max ( ) 2 y u y v st y v y v = 1 v V To visualize what this SDP is doing, note that since y v = 1, it is possible to embed {y v } v V onto a unit sphere: 2

3 Figure 101: Vectors y v embedded onto a unit sphere in R d Denote σ uv = y u y v = cos( ( y u, y v )) Then for (u, v) E, we want σ uv 1 as possible since this will maximize the sum Translating to the figure above, we want to have vectors pointing away from each other as much as possible Also note that if d is 1, the solution is exact, so SDP Opt Opt Also note that d n in general Example 102 Let s see some examples of how this SDP compares with Opt Let G be K 3 Clearly we can embed y 1, y 2, y degrees apart in the unit circle in R 2, so we get: ( ) 2 y u y v SDP Opt(G) = 3 i=1 ( ( )) 2π 2 cos 3 = 3 4 This bound can be shown to be tight, so SDP Opt(G) = 3 It can also be shown that 4 Opt(G) = 2 and LP Opt(G) = 1 Thus 8 SDP Opt(G) = Opt(G) 3 9 Another example is G being C 5 In this case we have Opt(G) = 88 SDP Opt(G) Remark 103 Ellipsoid algorithm can (weakly) solve SDP in polytime So assume you can find optimal y v Randomized Rounding [Goemans Williamson 94] At this point, we know we can relax Max-Cut into a SDP, and we know we can solve SDPs, but we still need to somehow convert that back to a solution for Max-Cut We can do this using Goemans-Williamson randomized rounding: We want to cut the vectors {y v } v V with a random hyperplane through zero where everything on one side of the hyperplane is in one partition, and everything on the other side 3

4 of the hyperplane is in the other We do this by choosing g R d \ {0} (where g is normal to hyperplane) from any rotationally symmetric distribution Then set y u = sgn( g y u ) { 1, 1} Figure 102: Vectors being separated by a hyperplane with normal g Analysis of the rounding Fix (u, v) E Then the probability that an edge (u, v) gets cut is the same as the probability that the hyperplane splits y u and y v So consider just the 2-D plane containing y u, y v Since the hyperplane was chosen from a rotationally symmetric distribution, the probability that the hyperplane cuts these two vectors is the same as the probability that a random diameter lies in between the angle θ of the two vectors Figure 103: The plane of two vectors being cut by the hyperplane Thus: Pr[(u, v) gets cut] = θ π = cos 1 ( y u y v ) π = cos 1 (σ uv ) π E[cut val] = cos 1 (σ uv ) π Now recall that SDP Opt = ( σ uv) Opt 4

5 So if we find α such that cos 1 (σ uv ) π ( 1 α 2 1 ) 2 σ uv then we can conclude E[cut val] α SDP Opt αopt Plotting the above, σ uv [ 1, 1] Figure 104: α ( 1 1σ) vs cos 1 (σ uv) 2 2 π we see that α = works Theorem 104 E[Goemans Williamson cut] SDP Opt 87856Opt Note that this gives a polytime 878-factor approximation algorithm for Max-Cut 102 Semidefinite Programming 1021 Positive Semidefinite Matrices Theorem 105 S R n n symmetric is positive semidefinite (PSD) iff equivalently 1 S = Y Y for some Y R d n, d n 2 S s eigenvalues are all greater than or equal to 0 3 x Sx = i,j x ix j s ij 0 for all x R n S = LDL where D diagonal, D 0, L unit lower-triangular (ie, L = ) 1 5

6 5 There exist joint real random variables Z 1,, Z n such that E[Z i Z j ] = s ij 6 (S R n n ) convex-hull of {xx : x R n } Remark and 6 from Theorem 105 implies {S R n2 : S PSD} is convex Remark 107 Recall the SDP of Max-Cut is: ) max ( σ uv st σ uv = y u y v σ vv = 1 v V Thus, Y = y v1 y v2 y vn st (σ uv ) u,v V = Y Y matrix S = (σ uv ) is PSD by Theorem 1051 Definition 108 A semidefinite program is an LP over n 2 variables σ ij with extra constraints S := (σ ij ) is PSD (This is really n(n+1) 2 variables since it is symmetric) Theorem 109 Omitting technical conditions SDP can be solved in polytime 1022 Strong Separation Oracle for PSDness Given symmetric matrix S Q n n, we want to assert S is PSD or find x Q n st x Sx < 0 Idea: Compute smallest eigenvalue of S If it is greater than or equal to 0, then S is PSD, otherwise we can use the corresponding eigenvector z to show that z Sz < 0 Theorem 1010 Strongly polytime algorithm such that if S P SD, returns S = LDL, and if S not P SD, returns x st x Sx < 0 (L, D, x Q) Bonus: Since can compute D to any accuracy (square root each term in D) and S = Y Y, we compute Y = DL Where columns of Y are vectors Proof Do (symmetric) Gaussian Elimination on S: S = 6

7 Clear out first column with L 1 (which adds multiples of first row to other rows) S = } {{ 1 } 0 L 1 Since symmetric, clear out first row with L L 1 SL 0 1 = 0 Then clear out second row and column with L 2 and L 2, and so on L 2 L 1 SL 1 L 2 = L n L 2 L }{{} 1 S L 1 L 2 L n = D }{{} L L LSL = D S = L 1 DL This will run to completion unless we hit the following cases: 7

8 If you just finished pivoting with a negative number, stop and output not PSD: a 0 0 LSL = a 0 0 e i LSL e i = e i 0 0 e i 0 0 = a < 0 Output x = L e i If pivot is zero, and rows/cols of that pivot is not zero, stop and output not PSD: 0 b LSL = b c ( ) c b LSL c = ( c b b ) 0 b b c c b = cb 2 0 If c 0, output x = L c, else output x = L 1 b b In all other cases we can run to completion and output S = L 1 DL 8