A projected gradient algorithm for solving the maxcut SDP relaxation

被引:51
作者
Burer, S
Monteiro, RDC
机构
[1] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
[2] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
关键词
semidefinite programming; maxcut; approximation algorithm; semidefinite relaxation; projected gradient method;
D O I
10.1080/10556780108805818
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we present a projected gradient algorithm for solving the semidefinite programming (SDP) relaxation of the maximum cut (maxcut) problem. Coupled with a randomized method, this gives a very efficient approximation algorithm for the maxcut problem. We report computational results comparing our method with two earlier successful methods on problems with dimension up to 7,000.
引用
收藏
页码:175 / 200
页数:26
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