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On the bridge between combinatorial optimization and nonlinear optimization: a family of semidefinite bounds for 0-1 quadratic problems leading to quasi-Newton methods.

Authors :
Malick, Jérôme
Roupin, Frédéric
Source :
Mathematical Programming. Aug2013, Vol. 140 Issue 1, p99-124. 26p. 1 Black and White Photograph, 6 Charts, 2 Graphs.
Publication Year :
2013

Abstract

This article presents a family of semidefinite programming bounds, obtained by Lagrangian duality, for 0-1 quadratic optimization problems with linear or quadratic constraints. These bounds have useful computational properties: they have a good ratio of tightness to computing time, they can be optimized by a quasi-Newton method, and their final tightness level is controlled by a real parameter. These properties are illustrated on three standard combinatorial optimization problems: unconstrained 0-1 quadratic optimization, heaviest $$k$$-subgraph, and graph bisection. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00255610
Volume :
140
Issue :
1
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
88428572
Full Text :
https://doi.org/10.1007/s10107-012-0628-6