2023/12/10 by Diego Cifuentes, Cifuentes, Diego, Santanu S. Dey +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Peroxisome Proliferator-Activated Receptors
paper · pdf · doi:10.48550/arxiv.2312.06714
openalex publication_date 2023/12/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider sensitivity analysis for Mixed Binary Quadratic Programs (MBQPs) with respect to changing right-hand-sides (rhs). We show that even if the optimal solution of a given MBQP is known, it is NP-hard to approximate the change in objective function value with respect to changes in rhs. Next, we study algorithmic approaches to obtaining dual bounds for MBQP with changing rhs. We leverage Burer's completely-positive (CPP) reformulation of MBQPs. Its dual is an instance of co-positive programming (COP), and can be used to obtain sensitivity bounds. We prove that strong duality between the CPP and COP problems holds if the feasible region is bounded or if the objective function is convex, while the duality gap can be strictly positive if neither condition is met. We also show that the COP dual has multiple optimal solutions, and the choice of the dual solution affects the quality of the bounds with rhs changes. We finally provide a method for finding good nearly optimal dual solutions, and we present preliminary computational results on sensitivity analysis for MBQPs.