We present a method for finding exact solutions of Max-Cut, the problem of finding a cut of maximum weight in a weighted graph. We use a Branch-and-Bound setting, that applies a dynamic version of the bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a "nearly optimal" solution of the basic semidefinite Max-Cut relaxation, strengthened by triangle inequalities. The expensive part of our bounding procedure is solving the basic semidefinite relaxation of the Max-Cut problem, which has to be done several times during the bounding process.We review other solution approaches and compare the numerical results with our method. We also extend our experiments to instances of unconstrained quadratic 0-1 optimization and to instances of the graph equipartition problem.The experiments show, that our method nearly always outperforms all other approaches. In particular, for dense graphs, where linear programming based methods fail, our method performs very well. Exact solutions are obtained in a reasonable time for any instance of size up to n = 100, independent of the density. For some problems of special structure we can solve even larger problem classes. We could prove optimality for several problems of the literature where, to the best of our knowledge, no other method is able to do so.
The Max-Cut ProblemThe Max-Cut problem is one of the basic NP-hard combinatorial optimization problems and has attracted scientific interest from both the discrete (see, e.g.,
We introduce a new class of algorithms for solving linear semidefinite programming (SDP) problems. Our approach is based on classical tools from convex optimization such as quadratic regularization and augmented Lagrangian techniques. We study the theoretical properties and we show that practical implementations behave very well on some instances of SDP having a large number of constraints. We also show that the "boundary point method" from [PRW06] is an instance of this class.
Abstract. We present semidefinite relaxations for unconstrained nonconvex quadratic mixed-integer optimization problems. These relaxations yield tight bounds and are computationally easy to solve for mediumsized instances, even if some of the variables are integer and unbounded. In this case, the problem contains an infinite number of linear constraints; these constraints are separated dynamically. We use this approach as a bounding routine in an SDP-based branch-and-bound framework. In case of a convex objective function, the new SDP bound improves the bound given by the continuous relaxation of the problem. Numerical experiments show that our algorithm performs well on various types of non-convex instances.
Abstract. The quadratic linear ordering problem naturally generalizes various optimization problems, such as bipartite crossing minimization or the betweenness problem, which includes linear arrangement. These problems have important applications in, e.g., automatic graph drawing and computational biology. We present a new polyhedral approach to the quadratic linear ordering problem that is based on a linearization of the quadratic objective function.Our main result is a reformulation of the 3-dicycle inequalities using quadratic terms. After linearization, the resulting constraints are shown to be face-inducing for the polytope corresponding to the unconstrained quadratic problem. We exploit this result both within a branch-andcut algorithm and within an SDP-based branch-and-bound algorithm. Experimental results for bipartite crossing minimization show that this approach clearly outperforms other methods.
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