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1 NUMOPT - Numerical Optimization Inria Grenoble - Rhône-Alpes

Abstract : We show that it is fruitful to dualize the integrality constraints in a combinatorial optimization problem. First, this reproduces the known SDP relaxations of the max-cut and max-stable problems. Then we apply the approach to general combinatorial problems. We show that the resulting duality gap is smaller than with the classical Lagrangian relaxation; we also show that linear constraints need a special treatment.

Keywords : QUADRATIC CONSTRAINTS LINEAR MATRIX INEQUALITIES DUALITY SDP RELAXATION COMBINATORIAL OPTIMIZATION LAGRANGIAN RELAXATION





Autor: Claude Lemaréchal - François Oustry -

Fuente: https://hal.archives-ouvertes.fr/



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