Part of Advances in Neural Information Processing Systems 27 (NIPS 2014)

*Cong Han Lim, Stephen Wright*

The Birkhoff polytope (the convex hull of the set of permutation matrices), which is represented using $\Theta(n^2)$ variables and constraints, is frequently invoked in formulating relaxations of optimization problems over permutations. Using a recent construction of Goemans (2010), we show that when optimizing over the convex hull of the permutation vectors (the permutahedron), we can reduce the number of variables and constraints to $\Theta(n \log n)$ in theory and $\Theta(n \log^2 n)$ in practice. We modify the recent convex formulation of the 2-SUM problem introduced by Fogel et al. (2013) to use this polytope, and demonstrate how we can attain results of similar quality in significantly less computational time for large $n$. To our knowledge, this is the first usage of Goemans' compact formulation of the permutahedron in a convex optimization problem. We also introduce a simpler regularization scheme for this convex formulation of the 2-SUM problem that yields good empirical results.

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