Packing under Convex Quadratic Constraints ? Max Klimm1, Marc E. Pfetsch2, Rico Raber3, and Martin Skutella3 1 School of Business and Economics, HU Berlin, Spandauer Str. 1, 10178 Berlin, Germany,
[email protected]. 2 Department of Mathematics, TU Darmstadt, Dolivostr. 15, 64293 Darmstadt, Germany,
[email protected] 3 Institute of Mathematics, TU Berlin, Straße des 17. Juni 136, 10623 Berlin, Germany, fraber,
[email protected] Abstract. We consider a general class of binary packing problems with a convex quadratic knapsack constraint. We prove that these problems are APX-hard to approximate and present constant-factor approxima- tion algorithms based upon three different algorithmic techniques: (1) a rounding technique tailored to a convex relaxation in conjunction with a non-convex relaxation whose approximation ratio equals the golden ratio; (2) a greedy strategy; (3) a randomized rounding method leading to an approximation algorithm for the more general case with multiple convex quadratic constraints. We further show that a combination of the first two strategies can be used to yield a monotone algorithm leading to a strategyproof mechanism for a game-theoretic variant of the problem. Finally, we present a computational study of the empirical approxima- tion of the three algorithms for problem instances arising in the context of real-world gas transport networks. 1 Introduction We consider packing problems with a convex quadratic knapsack constraint of the form maximize p>x subject to x>W x ≤ c; (P ) x 2 f0; 1gn; Qn×n where W 2 ≥0 is a symmetric positive semi-definite (psd) matrix with non- Qn Q negative entries, p 2 ≥0 is a non-negative profit vector, and c 2 ≥0 is a non- negative budget.