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Reports (Research Report) Year : 1999

Semidefinite Relaxations and Lagrangian Duality with Application to Combinatorial Optimization

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.
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Dates and versions

inria-00072958 , version 1 (24-05-2006)

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  • HAL Id : inria-00072958 , version 1

Cite

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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