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A SUCCESSIVE QUADRATIC PROGRAMMING ALGORITHM FOR SDP RELAXATION OF THE BINARY QUADRATIC PROGRAMMING

  • MU XUEWEN (DEPARTMENT OF APPLIED MATHEMATICS, XIDIAN UNIVERSITY) ;
  • LID SANYANG (DEPARTMENT OF APPLIED MATHEMATICS, XIDIAN UNIVERSITY) ;
  • ZHANG YALING (DEPARTMENT OF COMPUTER SCIENCE AND TECHNOLOGY, XI'AN UNIVERSITY OF SCIENCE AND TECHNOLOGY)
  • Published : 2005.11.01

Abstract

In this paper, we obtain a successive quadratic programming algorithm for solving the semidefinite programming (SDP) relaxation of the binary quadratic programming. Combining with a randomized method of Goemans and Williamson, it provides an efficient approximation for the binary quadratic programming. Furthermore, 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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