90C27 Combinatorial optimization
Filtern
Erscheinungsjahr
- 2001 (1)
Dokumenttyp
- ZIB-Report (1)
Sprache
- Englisch (1)
Volltext vorhanden
- ja (1)
Gehört zur Bibliographie
- nein (1)
Schlagworte
- spectral bundle method (1) (entfernen)
Institut
- ZIB Allgemein (1)
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.