4.4 Article

Semidefinite Programming Relaxations of the Traveling Salesman Problem and Their Integrality Gaps

Journal

MATHEMATICS OF OPERATIONS RESEARCH
Volume 47, Issue 1, Pages 1-28

Publisher

INFORMS
DOI: 10.1287/moor.2020.1100

Keywords

traveling salesman problem; integrality gap; semidefinite programming

Funding

  1. Division of Graduate Education [DGE-1650441]
  2. National Science Foundation [CCF-1908517]
  3. Cornell University

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This paper examines semidefinite programming relaxations of the traveling salesman problem, pointing out the limitations of an SDP method based on permutation matrices and symmetry reduction. The study also highlights the strong performance of subtour linear programming on example instances, serving as a natural litmus test for future SDP relaxations of the TSP.
The traveling salesman problem (TSP) is a fundamental problem in combinatorial optimization. Several semidefinite programming relaxations have been proposed recently that exploit a variety of mathematical structures including, for example, algebraic connectivity, permutation matrices, and association schemes. The main results of this paper are twofold. First, de Klerk and Sotirov [de Klerk E, Sotirov R (2012) Improved semidefinite programming bounds for quadratic assignment problems with suitable symmetry. Math. Programming 133(1):75-91.] present a semidefinite program (SDP) based on permutation matrices and symmetry reduction; they show that it is incomparable to the subtour elimination linear program but generally dominates it on small instances. We provide a family of simplicial TSP instances that shows that the integrality gap of this SDP is unbounded. Second, we show that these simplicial TSP instances imply the unbounded integrality gap of every SDP relaxation of the TSP mentioned in the survey on SDP relaxations of the TSP in section 2 of Sotirov [Sotirov R (2012) SDP relaxations for some combinatorial optimization problems. Anjos MF, Lasserre JB, eds., Handbook on Semi-definite, Conic and Polynomial Optimization (Springer, New York), 795-819.]. In contrast, the subtour linear program performs perfectly on simplicial instances. The simplicial instances thus form a natural litmus test for future SDP relaxations of the TSP.

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