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Combining Semidefinite and Polyhedral Relaxations for Integer Programs (1995)
by
C. Helmberg
,
S. Poljak
,
F. Rendl
,
H. Wolkowicz
| Citations: | 17 - 11 self |
BibTeX
@MISC{Helmberg95combiningsemidefinite,
author = {C. Helmberg and S. Poljak and F. Rendl and H. Wolkowicz},
title = {Combining Semidefinite and Polyhedral Relaxations for Integer Programs},
year = {1995}
}
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Abstract
We present a general framework for designing semidefinite relaxations for constrained 0-1 quadratic programming and show how valid inequalities of the cut--polytope can be used to strengthen these relaxations. As examples we improve the #--function and give a semidefinite relaxation for the quadratic knapsack problem. The practical value of this approach is supported by numerical experiments which make use of the recent development of efficient interior point codes for semidefinite programming.
