90C27 Combinatorial optimization
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This book offers a self-contained introduction to the field of semidefinite programming, its applications in combinatorial optimization, and its computational methods. We equip the reader with the basic results from linear algebra on positive semidefinite matrices and the cone spanned by them. Starting from linear programming, we introduce semidefinite programs and discuss the associated duality theory. We then turn to semidefinite relaxations of combinatorial optimization and illustrate their interrelation. In the second half we deal with computational methods for solving semidefinite programs. First, the interior point approach, its iteration complexity, and implementational issues are discussed. Next, we explain in great detail the spectral bundle method, which is particularly suited for large scale semidefinite programming. One of the most successful techniques in integer linear programming is the cutting plane approach which improves an initial relaxation by adding violated inequalities. We explore possibilities to combine the two solution methods with the cutting plane approach in order to strengthen semidefinite relaxations of combinatorial optimization problems.
The recent spectral bundle method allows to compute, within reasonable time, approximate dual solutions of large scale semidefinite quadratic 0-1 programming relaxations. We show that it also generates a sequence of primal approximations that converge to a primal optimal solution. Separating with respect to these approximations gives rise to a cutting plane algorithm that converges to the optimal solution under reasonable assumptions on the separation oracle and the feasible set. We have implemented a practical variant of the cutting plane algorithm for improving semidefinite relaxations of constrained quadratic 0-1 programming problems by odd-cycle inequalities. We also consider separating odd-cycle inequalities with respect to a larger support than given by the cost matrix and present a heuristic for selecting this support. Our preliminary computational results for max-cut instances on toroidal grid graphs and balanced bisection instances indicate that warm start is highly efficient and that enlarging the support may sometimes improve the quality of relaxations considerably.