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Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and Equipartition.

Authors :
Fischer, Ilse
Gruber, Gerald
Rendl, Franz
Sotirov, Renata
Source :
Mathematical Programming. Feb2006, Vol. 105 Issue 2/3, p451-469. 19p. 7 Charts, 2 Graphs.
Publication Year :
2006

Abstract

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]

Details

Language :
English
ISSN :
00255610
Volume :
105
Issue :
2/3
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
19076656
Full Text :
https://doi.org/10.1007/s10107-005-0661-9