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Alberto Del Pia

Publications and source records attributed to Alberto Del Pia.

At least 19 recordsLinked to original sources

Rational Jacobi Rotations and the Complexity of Approximating Mixed Integer Quadratic Programming

We present an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem, and that runs on a Turing machine in time polynomial in the size of the instance and in 1/epsilon, provided that the number of integer variables and the number of negative eigenvalues of the Hessian of the objective function are fixed. Unless P=NP, both restrictions are necessary, so this completes the characterization of the complexity of approximating MIQP in terms of the number of integer variables and the inertia of the Hessian; the result is new already in the purely continuous case. The main ingredient is a polynomial-time simultaneous diagonalization algorithm: it computes a rational change of basis that maps a given ellipsoid, presented in factored form, exactly to a ball, while making the objective function separable up to an arbitrarily small perturbation and preserving the inertia of its Hessian. The classical construction, in which the objective function is made exactly separable, requires a change of basis that is in general irrational, and cannot be carried out on a Turing machine; ours rests instead on rational Jacobi rotations, which we believe to be of independent interest.

math.OC

Towards a geometric characterization of unbounded integer cubic optimization problems via thin rays

We study geometric characterizations of unbounded integer polynomial optimization problems. While unboundedness along a ray fully characterizes unbounded integer linear and quadratic optimization problems, we show that this is not the case for cubic polynomials. To overcome this, we introduce thin rays, which are rays with an arbitrarily small neighborhood, and prove that they characterize unboundedness for integer cubic optimization problems in dimension up to three, and we conjecture that the same holds in all dimensions. Our techniques also provide a complete characterization of unbounded integer quadratic optimization problems in arbitrary dimension, without assuming rational coefficients. These results underscore the significance of thin rays and offer new tools for analyzing integer polynomial optimization problems beyond the quadratic case.

math.OC

Projection-width as a structural parameter for discrete separable optimization

While several classes of integer linear optimization problems are known to be solvable in polynomial time, far fewer tractability results exist for integer nonlinear optimization. In this work, we narrow this gap by identifying a broad class of discrete nonlinear optimization problems that admit polynomial-time algorithms. Central to our approach is the notion of projection-width, a structural parameter for systems of separable constraints, defined via branch decompositions of variables and constraints. We show that several fundamental discrete optimization and counting problems can be solved in polynomial time when the projection-width is polynomially bounded, including optimization, counting, top-k, and weighted constraint violation problems. Our results subsume and generalize some of the strongest known tractability results across multiple research areas: integer linear optimization, binary polynomial optimization, and Boolean satisfiability. Although these results originated independently within different communities and for seemingly distinct problem classes, our framework unifies and significantly generalizes them under a single structural perspective.

math.OC

The complete edge relaxation for binary polynomial optimization

We consider the multilinear polytope, defined as the convex hull of the feasible region of a lifted binary polynomial optimization problem. We define a relaxation in an extended space for this polytope, which we call the complete edge relaxation. The complete edge relaxation is stronger than several well-known relaxations of the multilinear polytope, including the standard linearization, the flower relaxation, and the intersection of all possible recursive McCormick relaxations. In addition, for fixed-degree binary polynomial optimization problems, the case of primary practical interest, the complete edge relaxation is of polynomial size and is computationally efficient in practice. We prove that the complete edge relaxation is an extension of the multilinear polytope if and only if the corresponding hypergraph is alpha-acyclic, the most general type of hypergraph acyclicity. This is in stark contrast with the widely-used standard linearization, which describes the multilinear polytope if and only if the hypergraph is Berge-acyclic, the most restrictive type of hypergraph acyclicity. Finally, we introduce a new class of facet-defining inequalities for the multilinear polytope of alpha-cycles of length three, which serve as the generalization of the well-known triangle inequalities for the Boolean quadric polytope.

math.OC

A Randomized Algorithm for Sparse PCA based on the Basic SDP Relaxation

Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our algorithm takes an (approximate) SDP solution, constructs one deterministic sparse solution and several randomized solutions, and outputs the best among them. Our algorithm has an approximation ratio of at most the sparsity constant with high probability, if called enough times. Under a technical assumption, which is consistently satisfied in our numerical tests, the average approximation ratio is also bounded by $\mathcal{O}(\log{d})$, where $d$ is the number of features. We show that this technical assumption is satisfied if the SDP solution is low-rank, or has exponentially decaying eigenvalues. We then present two classes of instances for which this technical assumption holds. We also demonstrate that in a covariance model, which generalizes the spiked Wishart model, the deterministic solution in our algorithm achieves a near-optimal approximation ratio. We demonstrate the efficacy of our algorithm through numerical tests on real-world datasets.

stat.ML

Extended formulations for the multilinear polytope of acyclic hypergraphs

This article provides an overview of our joint work on binary polynomial optimization over the past decade. We define the multilinear polytope as the convex hull of the feasible region of a linearized binary polynomial optimization problem. By representing the multilinear polytope with hypergraphs, we investigate the connections between hypergraph acyclicity and the complexity of the facial structure of the multilinear polytope. We characterize the acyclic hypergraphs for which a polynomial-size extended formulation for the multilinear polytope can be constructed in polynomial time.

math.OC

Beyond hypergraph acyclicity: limits of tractability for pseudo-Boolean optimization

In this paper, we study the problem of minimizing a polynomial function with literals over all binary points, often referred to as pseudo-Boolean optimization. We investigate the fundamental limits of computation for this problem by providing new necessary conditions and sufficient conditions for tractability. On the one hand, we obtain the first intractability results, in the best-case sense, for pseudo-Boolean optimization problems on signed hypergraphs with bounded rank, in terms of the treewidth of the intersection graph. Namely, first, under some mild assumptions, we show that for every sequence of hypergraphs indexed by the treewidth and with bounded rank, the complexity of solving the associated pseudo-Boolean optimization problem grows super-polynomially in the treewidth. Second, we show that any hypergraph of bounded rank is the underlying hypergraph of some signed hypergraph for which the corresponding pseudo-Boolean polytope has an exponential extension complexity in the treewidth. On the other hand, we introduce the nest-set gap, a new hypergraph-theoretic notion that enables us to define a notion of "distance" from the hypergaph acyclicity. We prove that if this distance is bounded, the pseudo-Boolean polytope admits a polynomial-size extended formulation. This in turn enables us to obtain a polynomial-time algorithm for a large class of pseudo-Boolean optimization problems whose underlying hypergraphs contain beta-cycles.

math.OC

Efficient Sparse PCA via Block-Diagonalization

Sparse Principal Component Analysis (Sparse PCA) is a pivotal tool in data analysis and dimensionality reduction. However, Sparse PCA is a challenging problem in both theory and practice: it is known to be NP-hard and current exact methods generally require exponential runtime. In this paper, we propose a novel framework to efficiently approximate Sparse PCA by (i) approximating the general input covariance matrix with a re-sorted block-diagonal matrix, (ii) solving the Sparse PCA sub-problem in each block, and (iii) reconstructing the solution to the original problem. Our framework is simple and powerful: it can leverage any off-the-shelf Sparse PCA algorithm and achieve significant computational speedups, with a minor additive error that is linear in the approximation error of the block-diagonal matrix. Suppose $g(k, d)$ is the runtime of an algorithm (approximately) solving Sparse PCA in dimension $d$ and with sparsity constant $k$. Our framework, when integrated with this algorithm, reduces the runtime to $\mathcal{O}\left(\frac{d}{d^\star} \cdot g(k, d^\star) + d^2\right)$, where $d^\star \leq d$ is the largest block size of the block-diagonal matrix. For instance, integrating our framework with the Branch-and-Bound algorithm reduces the complexity from $g(k, d) = \mathcal{O}(k^3\cdot d^k)$ to $\mathcal{O}(k^3\cdot d \cdot (d^\star)^{k-1})$, demonstrating exponential speedups if $d^\star$ is small. We perform large-scale evaluations on many real-world datasets: for exact Sparse PCA algorithm, our method achieves an average speedup factor of 100.50, while maintaining an average approximation error of 0.61%; for approximate Sparse PCA algorithm, our method achieves an average speedup factor of 6.00 and an average approximation error of -0.91%, meaning that our method oftentimes finds better solutions.

cs.LG

The Mixed Integer Trust Region Problem

In this paper we consider the problem of minimizing a general quadratic function over the mixed integer points in an ellipsoid. This problem is strongly NP-hard, NP-hard to approximate within a constant factor, and optimal solutions can be irrational. In our main result we show that an arbitrarily good solution can be found in polynomial time, if we fix the number of integer variables. This algorithm provides a natural extension to the mixed integer setting, of the polynomial solvability of the trust region problem proven by Ye, Karmarkar, Vavasis, and Zippel. Our result removes a key bottleneck in the design and analysis of model trust region methods for mixed integer nonlinear optimization problems. The techniques introduced to prove this result are of independent interest and can be used in other mixed integer programming problems involving quadratic functions. As an example we consider the problem of minimizing a general quadratic function over the mixed integer points in a polyhedron. For this problem, we show that a solution satisfying weak bounds with respect to optimality can be computed in polynomial time, provided that the number of integer variables is fixed. It is well-known that finding a solution satisfying stronger bounds cannot be done in polynomial time, unless P=NP.

math.OC

Factorized binary polynomial optimization

In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial optimization. In this formulation, we assume that the variables are partitioned into a fixed number of sets, and that the objective function is written as a sum of r products of linear functions, each one involving only variables in one set of the partition. Our main result is an algorithm that solves factorized binary polynomial optimization in strongly polynomial time, when r is fixed. This result provides a vast new class of tractable instances of binary polynomial optimization, and it even improves on the state-of-the-art for quadratic objective functions, both in terms of generality and running time. We demonstrate the applicability of our result through the binary tensor factorization problem, which arises in mining discrete patterns in data, and that contains as a special case the rank-1 Boolean tensor factorization problem. Our main result implies that these problems can be solved in strongly polynomial time, if the input tensor has fixed rank, and a rank factorization is given. For the rank-1 Boolean matrix factorization problem, we only require that the input matrix has fixed rank.

math.OC

The pseudo-Boolean polytope and polynomial-size extended formulations for binary polynomial optimization

With the goal of obtaining strong relaxations for binary polynomial optimization problems, we introduce the pseudo-Boolean polytope defined as the convex hull of the set of binary points satisfying a collection of equations containing pseudo-Boolean functions. By representing the pseudo-Boolean polytope via a signed hypergraph, we obtain sufficient conditions under which this polytope has a polynomial-size extended formulation. Our new framework unifies and extends all prior results on the existence of polynomial-size extended formulations for the convex hull of the feasible region of binary polynomial optimization problems of degree at least three.

math.OC

Rank-one Boolean tensor factorization and the multilinear polytope

We consider the NP-hard problem of finding the closest rank-one binary tensor to a given binary tensor, which we refer to as the rank-one Boolean tensor factorization (BTF) problem. This optimization problem can be used to recover a planted rank-one tensor from noisy observations. We formulate rank-one BTF as the problem of minimizing a linear function over a highly structured multilinear set. Leveraging on our prior results regarding the facial structure of multilinear polytopes, we propose novel linear programming relaxations for rank-one BTF. We then establish deterministic sufficient conditions under which our proposed linear programs recover a planted rank-one tensor. To analyze the effectiveness of these deterministic conditions, we consider a semi-random model for the noisy tensor, and obtain high probability recovery guarantees for the linear programs. Our theoretical results as well as numerical simulations indicate that certain facets of the multilinear polytope significantly improve the recovery properties of linear programming relaxations for rank-one BTF.

math.OC

Convex quadratic sets and the complexity of mixed integer convex quadratic programming

In pure integer linear programming it is often desirable to work with polyhedra that are full-dimensional, and it is well known that it is possible to reduce any polyhedron to a full-dimensional one in polynomial time. More precisely, using the Hermite normal form, it is possible to map a non full-dimensional polyhedron to a full-dimensional isomorphic one in a lower-dimensional space, while preserving integer vectors. In this paper, we extend the above result simultaneously in two directions. First, we consider mixed integer vectors instead of integer vectors, by leveraging on the concept of "integer reflexive generalized inverse." Second, we replace polyhedra with convex quadratic sets, which are sets obtained from polyhedra by enforcing one additional convex quadratic inequality. We study structural properties of convex quadratic sets, and utilize them to obtain polynomial time algorithms to recognize full-dimensional convex quadratic sets, and to find an affine function that maps a non full-dimensional convex quadratic set to a full-dimensional isomorphic one in a lower-dimensional space, while preserving mixed integer vectors. We showcase the applicability and the potential impact of these results by showing that they can be used to prove that mixed integer convex quadratic programming is fixed parameter tractable with parameter the number of integer variables. Our algorithm unifies and extends the known polynomial time solvability of pure integer convex quadratic programming in fixed dimension and of convex quadratic programming.

math.OC

A Knowledge Compilation Take on Binary Polynomial Optimization

The Binary Polynomial Optimization (BPO) problem is defined as the problem of maximizing a given polynomial function over all binary points. The main contribution of this paper is to draw a novel connection between BPO and the field of Knowledge Compilation. This connection allows us to unify and significantly extend the state-of-the-art for BPO, both in terms of tractable classes, and in terms of existence of extended formulations. In particular, for instances of BPO with hypergraphs that are either $\beta$-acyclic or with bounded incidence treewidth, we obtain strongly polynomial algorithms for BPO, and extended formulations of polynomial size for the corresponding multilinear polytopes. The generality of our technique allows us to obtain the same type of results for extensions of BPO, where we enforce extended cardinality constraints on the set of binary points, and where variables are replaced by literals. We also obtain strongly polynomial algorithms for the variant of the above problems where we seek $k$ best feasible solutions, instead of only one optimal solution. Computational results show that the resulting algorithms can be significantly faster than current state-of-the-art.

math.OC

A polynomial-size extended formulation for the multilinear polytope of beta-acyclic hypergraphs

We consider the multilinear polytope defined as the convex hull of the set of binary points satisfying a collection of multilinear equations. The complexity of the facial structure of the multilinear polytope is closely related to the acyclicity degree of the underlying hypergraph. We obtain a polynomial-size extended formulation for the multilinear polytope of beta-acyclic hypergraphs, hence characterizing the acyclic hypergraphs for which such a formulation can be constructed.

math.CO

Simple odd $β$-cycle inequalities for binary polynomial optimization

We consider the multilinear polytope which arises naturally in binary polynomial optimization. Del Pia and Di Gregorio introduced the class of odd $β$-cycle inequalities valid for this polytope, showed that these generally have Chv{á}tal rank 2 with respect to the standard relaxation and that, together with flower inequalities, they yield a perfect formulation for cycle hypergraph instances. Moreover, they describe a separation algorithm in case the instance is a cycle hypergraph. We introduce a weaker version, called simple odd $β$-cycle inequalities, for which we establish a strongly polynomial-time separation algorithm for arbitrary instances. These inequalities still have Chv{á}tal rank 2 in general and still suffice to describe the multilinear polytope for cycle hypergraphs. Finally, we report about computational results of our prototype implementation. The simple odd $β$-cycle inequalities sometimes help to close more of the integrality gap in the experiments; however, the preliminary implementation has substantial computational cost, suggesting room for improvement in the separation algorithm.

cs.DM

On the Complexity of Separating Cutting Planes for the Knapsack Polytope

We close three open problems in the separation complexity of valid inequalities for the knapsack polytope. Specifically, we establish that the separation problems for extended cover inequalities, (1,k)-configuration inequalities, and weight inequalities are all NP-complete. We also give a number of special cases where the separation problem can be solved in polynomial time.

math.OC

New Classes of Facets for Complementarity Knapsack Problems

The complementarity knapsack problem (CKP) is a knapsack problem with real-valued variables and complementarity conditions between pairs of its variables. We extend the polyhedral studies of De Farias et al. for CKP, by proposing three new families of cutting-planes that are all obtained from a combinatorial concept known as a pack. Sufficient conditions for these inequalities to be facet-defining, based on the concept of a maximal switching pack, are also provided. Moreover, we answer positively a conjecture by de Farias et~al.~about the separation complexity of the inequalities introduced in their work, and propose efficient separation algorithms for our newly defined cutting-planes.

math.OC