Krivine rounding scheme 2026-10-06
For a bipartite elliptope matrix , put and apply within the two diagonal blocks and across them. Matching absolute power series coefficients give a positive semidefinite matrix by coefficient-dominated entrywise positivity, while gives unit diagonal. Gaussian hyperplane rounding then turns each cross-block correlation coefficient into because . The zero diagonal blocks of the bipartite objective eliminate every other contribution.
Every feasible sign vector gives the rank-one matrix . It is a positive semidefinite matrix, since , and . The matrix trace identity gives
Thus all original feasible objectives appear among the relaxed ones, proving
The semidefinite relaxation of binary quadratic optimization drops the rank-one requirement and keeps the elliptope constraints.
An optimal relaxed matrix exists. The feasible set is nonempty, since it contains , and closed. Its two-by-two principal minors give , so it is bounded and therefore compact. The linear objective attains its maximum. Also and hence , including the zero-objective case.
Put , so . The power series coefficients of the hyperbolic sine preprocessing are
Thus for every , and the series converge on the full interval. Applying coefficient-dominated entrywise positivity gives .
Every diagonal entry belongs to one of the diagonal blocks and equals . Because and , this is . Therefore
The matrix lies in the elliptope and admits a Gram matrix representation by unit vectors. This preprocessing is the Krivine rounding scheme; the equality of absolute coefficients is what preserves positive semidefiniteness even though the cross-block sine coefficients alternate in sign.
For real symmetric , replace sign-vector lifts by all matrices in the elliptope:
Every sign vector gives a feasible rank-one matrix with the same objective, so the relaxed maximum is an upper bound. The omitted rank-one condition is substantive: an arbitrary feasible Gram matrix need not come from signs.