Approximating Sparse Quadratic Programs

Understand

Given a matrix $A \in \mathbb{R}^{n\times n}$, we consider the problem of maximizing $x^TAx$ subject to the constraint $x \in \{-1,1\}^n$.

• This problem, called MaxQP by Charikar and Wirth [FOCS'04], generalizes MaxCut and has natural applications in data clustering and in the study of disordered magnetic phases of matter.
• Charikar and Wirth showed that the problem admits an $\Omega(1/\lg n)$ approximation via semidefinite programming, and Alon, Makarychev, Makarychev, and Naor [STOC'05] showed that the same approach yields an $\Omega(1)$ approximation when $A$ corresponds to a graph of bounded chromatic number.
• Both these results rely on solving the semidefinite relaxation of MaxQP, whose currently best running time is $\tilde{O}(n^{1.5}\cdot \min\{N,n^{1.5}\})$, where $N$ is the number of nonzero entries in $A$ and $\tilde{O}$ ignores polylogarithmic factors.