A SUCCESSIVE QUADRATIC PROGRAMMING ALGORITHM FOR SDP RELAXATION OF THE BINARY QUADRATIC PROGRAMMING
Author(s) -
Xuewen Mu,
SANYANG LID,
Yaling Zhang
Publication year - 2005
Publication title -
bulletin of the korean mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.295
H-Index - 27
eISSN - 2234-3016
pISSN - 1015-8634
DOI - 10.4134/bkms.2005.42.4.837
Subject(s) - quadratic programming , mathematics , binary number , semidefinite programming , quadratically constrained quadratic program , quadratic equation , relaxation (psychology) , convergence (economics) , sequential quadratic programming , algorithm , second order cone programming , mathematical optimization , convex optimization , psychology , social psychology , geometry , arithmetic , regular polygon , economics , economic growth
In this paper, we obtain a successive quadratic pro- gramming algorithm for solving the semideflnite programming (SDP) relaxation of the binary quadratic programming. Combining with a randomized method of Goemans and Williamson, it provides an e-cient approximation for the binary quadratic programming. Fur- thermore, its convergence result is given. At last, We report some numerical examples to compare our method with the interior-point method on Maxcut problem.
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