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Approximate maximum-likelihood estimation using semidefinite programming

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3 Author(s)
Dahl, J. ; Dept. of Commun. Technol., Aalborg Univ., Denmark ; Fleury, B.H. ; Vandenberghe, L.

We consider semidefinite relaxations of a quadratic optimization problem with polynomial constraints. This is an extension of quadratic problems with Boolean variables. Such combinatorial problems cannot, in general, be solved in polynomial time. Semidefinite relaxation has been proposed as a promising technique to give provable good bounds on certain Boolean quadratic problems in polynomial time. We formulate the extensions from Boolean variables to quarternary variables using (i) a polynomial relaxation or (ii) standard semidefinite relaxations of a linear transformation of Boolean variables. We compare the two different relaxation approaches analytically. The relaxations can all be expressed as semidefinite programs, which can be solved efficiently using e.g. interior point methods. Applications of our results include maximum likelihood estimation in communication systems, which we explore in simulations in order to compare the quality of the different relaxations with optimal solutions.

Published in:

Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on  (Volume:6 )

Date of Conference:

6-10 April 2003

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