Calculus of Variations and Geometric Measure Theory

A. De Rosa - A. Khajavirad

On the power of linear programming for K-means clustering

created by derosa on 05 Feb 2024

[BibTeX]

preprint

Inserted: 5 feb 2024
Last Updated: 5 feb 2024

Year: 2024

ArXiv: 2402.01061 PDF

Abstract:

In (SIAM J. Optim., 2022), the authors introduced a new linear programming (LP) relaxation for K-means clustering. In this paper, we further investigate the theoretical properties of this relaxation. We focus on K-means clustering with two clusters, which is an NP-hard problem. As evident from our numerical experiments with both synthetic and real-world data sets, the proposed LP relaxation is almost always tight; i.e. its optimal solution is feasible for the original nonconvex problem. To better understand this unexpected behaviour, we obtain sufficient conditions under which the LP relaxation is tight. We further analyze the sufficient conditions when the input is generated according to a popular stochastic model and obtain recovery guarantees for the LP relaxation. Finally, we construct a family of inputs for which the LP relaxation is never tight.