A polynomial case of the cardinality‐constrained quadratic optimization problem

A polynomial case of the cardinality‐constrained quadratic optimization problem

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Article ID: iaor20134061
Volume: 56
Issue: 4
Start Page Number: 1441
End Page Number: 1455
Publication Date: Aug 2013
Journal: Journal of Global Optimization
Authors: ,
Keywords: NP-hard, eigenvalues
Abstract:

We propose in this paper a fixed parameter polynomial algorithm for the cardinality‐constrained quadratic optimization problem, which is NP‐hard in general. More specifically, we prove that, given a problem of size n (the number of decision variables) and s (the cardinality), if the nk largest eigenvalues of the coefficient matrix of the problem are identical for some 0 < kn, we can construct a solution algorithm with computational complexity of O ( n 2 k ) equ1 . Note that this computational complexity is independent of the cardinality s and is achieved by decomposing the primary problem into several convex subproblems, where the total number of the subproblems is determined by the cell enumeration algorithm for hyperplane arrangement in k equ2 space.

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