Semidefinite Relaxations and Lagrangian Duality with Application to Combinatorial Optimization

Claude Lemaréchal 1 François Oustry 1
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.
Type de document :
Rapport
[Research Report] RR-3710, INRIA. 1999
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https://hal.inria.fr/inria-00072958
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Soumis le : mercredi 24 mai 2006 - 11:27:53
Dernière modification le : mercredi 11 avril 2018 - 01:51:57
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:29:22

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Claude Lemaréchal, François Oustry. Semidefinite Relaxations and Lagrangian Duality with Application to Combinatorial Optimization. [Research Report] RR-3710, INRIA. 1999. 〈inria-00072958〉

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