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Convex Relaxations for Permutation Problems

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arxiv 1306.4805 v3 pith:TCUO2WLL submitted 2013-06-20 math.OC

Convex Relaxations for Permutation Problems

classification math.OC
keywords seriationrelaxationsconvexproblemproblemsdataderivegene
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Seriation seeks to reconstruct a linear order between variables using unsorted, pairwise similarity information. It has direct applications in archeology and shotgun gene sequencing for example. We write seriation as an optimization problem by proving the equivalence between the seriation and combinatorial 2-SUM problems on similarity matrices (2-SUM is a quadratic minimization problem over permutations). The seriation problem can be solved exactly by a spectral algorithm in the noiseless case and we derive several convex relaxations for 2-SUM to improve the robustness of seriation solutions in noisy settings. These convex relaxations also allow us to impose structural constraints on the solution, hence solve semi-supervised seriation problems. We derive new approximation bounds for some of these relaxations and present numerical experiments on archeological data, Markov chains and DNA assembly from shotgun gene sequencing data.

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