Lagrangian duality for a quadratic threshold 2026-10-18
Choose the one-variable quadratic programWithout the optimization constraint, the global minimum is at . On the feasible set , write with : then . Hence is the unique primal optimizer and .
For any , completing the square in the optimization Lagrangian givesThe inner minimization problem is over all real numbers, so its unique optimizer is . ThereforeThe best lower bound is , attained at . At , the inner optimizer is , which is infeasible for the primal problem; nevertheless is a valid lower bound. At , the inner optimizer is , which is feasible, but is weaker than . Feasibility of an inner optimizer alone does not make the bound exact.
At , the Karush-Kuhn-Tucker conditions reduce toThe last equality is complementary slackness. The strongest certificate is visible without solving another optimization problem: , so every feasible point satisfiesThe same Lagrange multiplier simultaneously makes the inner optimizer feasible and removes the slack between and . This is a convex KKT optimality certificate; also verifies Slater's condition.
The domain in the inner infimum is essential. If one mistakenly keeps when computing , the restricted minimum becomes , whereas the actual Lagrange dual function has value . Constraints deliberately retained in are allowed in a Lagrangian relaxation, but that is a different choice of which restrictions to dualize.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 212 2 Solution Created 2026-10-03 Updated 2026-10-06
Use the usual finite binary encoding of integer or rational input data. NP consists of decision problems whose yes-instances have polynomial-length certificates in computational complexity verifiable in polynomial time. A decision problem is NP-hard if every problem in NP has a polynomial-time many-one reduction to it. It is NP-complete if it is both NP-hard and in NP. An optimization problem is NP-hard when computing its optimum would solve every NP decision problem through a polynomial-time reduction and an optimum-value query; membership in NP applies directly to decision problems, not to an unqualified optimization task.
Reduce subset sum to the 0-1 knapsack problem by setting and . Every feasible value is at most , and the optimum equals exactly when the subset sum answer is yes. The transformation and final comparison take polynomial time. Since subset sum is assumed NP-complete, exact knapsack optimization is NP-hard.
For the half-approximation algorithm for knapsack, use nonnegative weights and profits. Delete overweight items and nonpositive-profit items; take all positive-profit zero-weight items for free. On the remaining positive-weight items, sort decreasing . Take the maximal initial prefix fitting the capacity, and stop at the first item that would overflow. Let be the prefix profit, and let be the largest profit of any individually feasible remaining item. Return the better of the prefix and that singleton, together with the free items. If every item fits, take them all.
The fractional knapsack problem fills exactly that prefix and a fraction of the first excluded item. Its optimum bounds the integer optimum, and without the free items its value is at most . ThusWith total free profit , the same inequality is . This gives an approximation ratio of in sorting time, with polynomial bit complexity for rational data. Nonnegative weights and capacity are the standard knapsack problem assumptions; unrestricted negative weights would not support this argument.
For the quadratic knapsack problem and its fractional row bound for quadratic knapsack, multiply the capacity inequality by the binary and use :Remove items with first. If , the remaining coordinates are feasible in the fractional problem defining , so . If , that row's contribution is zero. Hence, with ,The double sum counts each symmetric interaction twice; there is no factor in this problem. Each is a fractional knapsack problem, computable by sorting positive ratios, also handling zero weights separately. This takes polynomial time even when some interactions are negative, because an optional fractional item with negative profit is omitted.
The resulting 0-1 knapsack problem need not be solved exactly. Relax its capacity constraint with a Lagrange multiplier . Its Lagrangian knapsack bound isFor feasible , adding only increases its objective, and maximizing over independent binary choices produces the displayed expression. It is a convex piecewise-linear function with breakpoints at positive . Evaluate those breakpoints and zero, or use the fractional knapsack problem ordering; the best bound is computable in polynomial time. Thus computing all and one additional Lagrangian relaxation gives the requested upper bound.
For the numerical example, the problem has capacity and item ratios and . Select and . This givesAn exchange argument justifies optimality: capacity used on the lower-ratio item can be transferred to the higher-ratio item until the latter is full. The stated and similarly follow from residual capacities and . Therefore , with ratios . The fractional solution takes items and one-third of item , yielding . At the Lagrangian knapsack bound gives the same value:The fractional solution attaining proves that this is the best bound from this auxiliary Lagrangian relaxation, though it need not be the exact quadratic optimum.
For branch and bound, branch on whether an unresolved is zero or one. If the selected set is , subtract its weight from the residual capacity and retain its exact objective as a constant. For each remaining item replace by , preserving the original interactions between remaining items. Recompute the fractional row bounds and the Lagrangian knapsack bound for that residual problem. Maintain an incumbent from genuine feasible binary solutions evaluated with the quadratic objective; prune infeasible nodes and nodes whose bound is no better than the incumbent. For example, selecting items gives the feasible value . A finite binary branching tree eventually certifies the optimum, but worst-case running time is exponential, as expected for an NP-hard problem.
