Approximation of the weighted maximin dispersion problem over Lp-ball: SDP relaxation is misleading

preprint2016arXivOpen access

Abstract

Consider the problem of finding a point in a unit nn-dimensional ℓp\ell_p-ball (p≥2p\ge 2) such that the minimum of the weighted Euclidean distance from given mm points is maximized. We show in this paper that the recent SDP-relaxation-based approximation algorithm [SIAM J. Optim. 23(4), 2264-2294, 2013] will not only provide the first theoretical approximation bound of 1−O(ln⁡(m)/n)2\frac{1-O\left(\sqrt{ \ln(m)/n}\right)}{2}, but also perform much better in practice, if the SDP relaxation is removed and the optimal solution of the SDP relaxation is replaced by a simple scalar matrix.

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