Exploiting Low-Rank Objective Structure in Discrete Quadratic Optimization
Organizations: Rice University
Abstract
We study the problem of maximizing a complex-valued quadratic form over the roots of unity. We show that when the objective matrix of the quadratic has rank , the global maximizer belongs to a candidate set of size . This set can be constructed deterministically in time by enumerating the vertices of a hyperplane arrangement in The algorithm is embarrassingly parallel; with~ processors, the time complexity drops to . For approximately low-rank settings, where the objective matrix is a noise-perturbed variant of a rank- matrix, we prove that applying our framework to a spectral truncation yields a multiplicative -approximation guarantee, where denotes the eigengap of the underlying rank- matrix and represents the perturbation. To scale to high-dimensional problems, we establish a randomized sampling variant. We prove that uniformly sampling candidates achieves a -approximation of the optimal rank- solution with high probability. Crucially, this sample size is entirely independent of , reducing the overall runtime to . Computational experiments on synthetic benchmarks and large-scale graphs for Max-3-Cut confirm that our algorithms match or exceed semi-definite programming solution quality on structured instances while enabling massive parallelization across heterogeneous hardware and scaling seamlessly to problems where .
Figures & tables
| Instance | Type | Greedy | MOH | Rank-1 | |
|---|---|---|---|---|---|
| G1 | 800 | Erdős–R. | 14859 (16s) | 15165 | 13331 (1.1s) |
| G14 | 800 | Skew | 3914 (12s) | 4012 | 3217 (0.6s) |
| G22 | 2000 | Erdős–R. | 16669 (111s) | 17167 | 14145 (5.5s) |
| G43 | 1000 | Erdős–R. | 8273 (48s) | 8578 | 6839 (2.1s) |
| G48 | 3000 | Torus | 5998 (300s) | 6000 | 6000 (5.2s) |
| G49 | 3000 | Torus | 5996 (394s) | 6000 | 6000 (5.3s) |
| Family | Uniform / null-vector | Null-vector feasible | |
|---|---|---|---|
| random -regular | |||
| Erdős–Rényi | |||
| toroidal |
Appendix figures & tables7 assets
Supplementary material from the paper’s appendix.
Appendix
| Machine | GPUs | Arch. | RAM | Notes |
|---|---|---|---|---|
| anton.k0 | 4 P100-SXM2 (16 GB) | x86_64 | 251 GB | Coordinator |
| anton.k1 | 4 P100-SXM2 (16 GB) | x86_64 | 125 GB | Reliable |
| kp001 | 4 Tesla P100 (16 GB) | ppc64le | 256 GB | PowerPC |
| kp002 | 3 Tesla P100 (16 GB) | ppc64le | 256 GB | Power-capped |
| Rank-2 | R2 time | Greedy | Gr. time | SDP | SDP time | Random | |
|---|---|---|---|---|---|---|---|
| 250 | 1779 | 30s | 1745 | 0.7s | 1785 | 46s | 1355 |
| 500 | 3514 | 213s | 3499 | 5.1s | 3532 | 641s | 2651 |
| 750 | 5294 | 330s | 5290 | 13s | 5307 | 953s | 3941 |
| 1000 | 7043 | 851s | 7026 | 27s | 7030 | 1458s | 5231 |
| 1250 | 8805 | 2053s | 8784 | 77s | 8774 | 2414s | 6540 |
| 1500 | 10548 | 7126s | 10566 | 191s | 10494 | 4043s | 7803 |
| Rank-2 | R2 time | Greedy | Gr. time | SDP | SDP time | Random | |
|---|---|---|---|---|---|---|---|
| 252 | 1512 | 30s | 1467 | 1.2s | 1512 | 44s | 1080 |
| 504 | 3024 | 227s | 2944 | 4.9s | 3024 | 667s | 2163 |
| 756 | 4536 | 324s | 4403 | 18s | 4536 | 936s | 3195 |
| 1008 | 6048 | 1535s | 5880 | 51s | 6047 | 1581s | 4218 |
| 1250 | 7500 | 3313s | 7291 | 100s | 7489 | 2456s | 5229 |
| 1500 | 8999 | 6944s | 8783 | 318s | 8965 | 3864s | 6287 |
| Rank-2 | R2 time | Greedy | Gr. time | SDP | SDP time | Random | |
|---|---|---|---|---|---|---|---|
| 250 | 7245 | 30s | 7896 | 0.5s | 7698 | 35s | 6831 |
| 500 | 28430 | 220s | 30159 | 9.1s | 29936 | 363s | 27046 |
| 750 | 62538 | 331s | 66612 | 33s | 66082 | 971s | 60537 |
| 1000 | 110956 | 1126s | 117104 | 136s | 115587 | 1404s | 107592 |
| 1250 | 171389 | 3398s | 180843 | 266s | 178574 | 2475s | 167475 |
| 1500 | 243627 | 7045s | 259596 | 660s | 256614 | 4029s | 239610 |
| Family | range | Random | Rank-1 | Greedy | Hybrid | SA |
|---|---|---|---|---|---|---|
| 5-Regular | – | 0.75 | 0.89 | 1.00 | 1.003–1.011 | 1.005–0.989 |
| Torus | – | 0.67 | 1.031–1.039 | 1.00 | 1.031–1.039 | 1.005–1.018 |
| ER | – | 0.76 | 0.89 | 1.00 | 1.003–1.005 | 1.006–1.003 |
| Delaunay | – | 0.56 | 0.66–0.80 | 1.00 | 1.003–1.011 | 1.005–1.010 |
| Road net. | 0.71 | 0.73 | 1.00 | 1.003 | — |
| Inst. | Type | Random | Greedy | MOH | Rank-1 | ||
| G1 | ER | Y | 13024 (0.455 s ) | 14859 (16.3 s ) | 15165 | 13331 (1.09 s ) | |
| G2 | ER | Y | 12993 (0.238 s ) | 14883 (11.5 s ) | 15172 | 12940 (0.594 s ) | |
| G3 | ER | Y | 12992 (0.223 s ) | 14861 (19.3 s ) | 15173 | 13491 (0.564 s ) | |
| G4 | ER | Y | 12995 (0.231 s ) | 14834 (9.89 s ) | 15184 | 13423 (0.617 s ) | |
| G5 | ER | Y | 12992 (0.232 s ) | 14818 (19.0 s ) | 15193 | 13338 (0.582 s ) | |
| G6 | ER | N | 335 (0.230 s ) | 2322 (22.8 s ) | 2632 | 905 (0.559 s ) |
| Inst. | Type | Random | Greedy | MOH | Rank-1 | ||
| G35 | Skew | Y | 8042 (1.36 s ) | 9769 (161 s ) | 10046 | 8083 (2.14 s ) | |
| G36 | Skew | Y | 8023 (1.39 s ) | 9807 (152 s ) | 10039 | 7972 (2.09 s ) | |
| G37 | Skew | Y | 8054 (1.35 s ) | 9826 (161 s ) | 10052 | 8078 (2.19 s ) | |
| G38 | Skew | Y | 8004 (1.38 s ) | 9816 (153 s ) | 10040 | 7962 (2.14 s ) | |
| G39 | Skew | N | 198 (1.37 s ) | 2619 (111 s ) | 2903 | 1405 (2.18 s ) | |
| G40 | Skew | N | 138 (1.43 s ) | 2587 (109 s ) | 2870 | 1234 (2.21 s ) |
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