Search

Many important NP-hard combinatorial problems can be efficiently approximated using semidefinite programming relaxations. We propose a new hierarchy of semidefinite relaxations for classes of such problems that are based on graphs and for which the projection of the problem onto a subgraph shares the same structure as the original problem. This includes the well-studied max-cut and stable-set problems. Each level k of the proposed hierarchy consists of the basic semidefinite relaxation of the problem augmented by the constraints enforcing the structural projection condition on every k-node subgraph of the problem. This hierarchy has the distinguishing feature that all the relaxations are formulated in the space of the original semidefinite relaxation. Because the size of the relaxations increases rapidly with the number of subgraphs, we explore the possibility of adding the projection constraints only for selected subgraphs. Preliminary computational results show that the proposed hierarchy yields improved bounds when compared to the initial relaxation for benchmark instances of the max-cut and stable-set problems, and that the improved bounds result in significantly smaller enumeration trees when the relaxation is used in a branch-and-bound scheme. [ABSTRACT FROM AUTHOR]

The single-row facility layout problem (SRFLP) is an NP-hard combinatorial optimization problem that is concerned with the arrangement of n departments of given lengths on a line so as to minimize the weighted sum of the distances between department pairs. (SRFLP) is the one-dimensional version of the facility layout problem that seeks to arrange rectangular departments so as to minimize the overall interaction cost. This paper compares the different modelling approaches for (SRFLP) and applies a recent SDP approach for general quadratic ordering problems from Hungerländer and Rendl to (SRFLP). In particular, we report optimal solutions for several (SRFLP) instances from the literature with up to 42 departments that remained unsolved so far. Secondly we significantly reduce the best known gaps and running times for large instances with up to 110 departments. [ABSTRACT FROM AUTHOR]

We introduce a new class of algorithms for solving linear semidefinite programming (SDP) problems. Our approach is based on classical tools from convex optimization such as quadratic regularization and augmented Lagrangian techniques. We study the theoretical properties and we show that practical implementations behave very well on some instances of SDP having a large number of constraints. We also show that the "boundary point method" from Povh, Rendl, and Wiegele [Computing, 78 (2006), pp. 277-286] is an instance of this class. [ABSTRACT FROM AUTHOR]

We propose a dynamic version of the bundle method to get approximate solutions to semidefinite programs with a nearly arbitrary number of linear inequalities. Our approach is based on Lagrangian duality, where the inequalities are dualized, and only a basic set of constraints is maintained explicitly. This leads to function evaluations requiring to solve a relatively simple semidefinite program. Our approach provides accurate solutions to semidefinite relaxations of the Max-Cut and the Equipartition problem, which are not achievable by direct approaches based only on interior-point methods. [ABSTRACT FROM AUTHOR]

We investigate relaxations for the maximum stable set problem based on the Lovász number v(G) as an initial upper bound. We strengthen this relaxation by adding two classes of curling planes, odd circuit and triangle inequalities. We present computational results using this tighter model on many classes of graphs. [ABSTRACT FROM AUTHOR]