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arXiv:2609.03617

On the $Ω(n)$ SDP relaxation gap for Submodular Box-Constrained Quadratic Programming

Junyu Zhang, Guanyi Wang

Published Sep 3, 2026• 0 citations
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Abstract

Continuous submodular optimization is an important class of nonconvex problems with global guarantees, for which the submodular box-constrained quadratic programming (BCQP) forms a fundamental subclass. It arises naturally as quadratic subproblems of general twice-differentiable submodular problems and also has direct business and management applications such as pricing. This paper studies the worst-case relaxation gap of semidefinite programming (SDP) relaxations with a finite family of valid linear cuts for submodular BCQP. We show that in dimension $n\geq4$, for any SDP relaxation formulated with a finite family of linear cuts, there always exists a submodular BCQP instance with a strictly positive relaxation gap. By restricting to the normalized BCQP instances that remove the problem's scaling factor, we further quantify this limitation with explicit lower bounds. In general dimension $n\geq4$, when the SDP relaxation is formulated with only Boolean-quadric-polytope (BQP) valid cuts, including the commonly used McCormick and triangle inequalities, we establish an $Ω(n)$ relaxation gap lower bound. For an arbitrary family of $m$ valid linear cuts, we establish an $Ω(n/m^2)$ lower bound. These results capture the fundamental limitations of SDP relaxations, especially SDP with BQP valid cuts, and provide guidance on what additional constraints may be needed for more effective convex approximations of submodular BCQP.

DOI
10.48550/arxiv.2609.03617

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In computer vision, many problems can be formulated as binary quadratic programs (BQPs), which are in general NP hard. Finding a solution when the problem is of large size to be of practical interest typically requires relaxation. Semidefinite relaxation usually yields tight bounds, but its computational complexity is high. In this work, we present a semidefinite programming (SDP) formulation for BQPs, with two desirable properties. First, it produces similar bounds to the standard SDP formulation. Second, compared with the conventional SDP formulation, the proposed SDP formulation leads to a considerably more efficient and scalable dual optimization approach. We then propose two solvers, namely, quasi-Newton and smoothing Newton methods, for the simplified dual problem. Both of them are significantly more efficient than standard interior-point methods. Empirically the smoothing Newton solver is faster than the quasi-Newton solver for dense or medium-sized problems, while the quasi-Newton solver is preferable for large sparse/structured problems.