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半定规划的割平面算法及其应用 被引量:2

A cut-plane algorithm for semidefinite programmingand its application
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摘要 构造了一种割平面法,对半定规划进行线性松弛,然后利用线性规划的解法求解大规模半定规划问题,并证明了这一算法的收敛性.通过在最大割问题中的应用,说明该算法是简便而有效的. A cut plane algorithm for semidefinite programming is presented in this paper, which relaxs the semidefinite programming to a linear programming, thus solving large scale semidefinite programming effeciently. Its covergence is proved. As an application, a numerical example of the Max-cut problme is given.
出处 《西安电子科技大学学报》 EI CAS CSCD 北大核心 2004年第1期140-142,152,共4页 Journal of Xidian University
基金 陕西省自然科学基金资助项目(2001S105)
关键词 半定规划 割平面算法 线性规划松弛 最大割问题 semidefinite programming cut-plane linear relaxation Max-cut problem
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参考文献6

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  • 1陈秀宏.非线性凸半定规划的最优性条件[J].淮阴师范学院学报(自然科学版),2006,5(2):94-98. 被引量:1
  • 2Sivaramakrishnan. k. , Mitchell. J. E. Properties of a Cutting Plane Method for Semidefinite Programming [R]. 2007. http://www. rpi. edu/-mitchj.
  • 3Fang, S. C. An Analytic Center Cutting Plane Method for Solving Semi-Infinite Variational Inequality Problems [J]. Journal of Global Optimization. 2004, 28: 141-152.
  • 4Hanif D. Sherali, Barbara M. P. Fraticelli Enhancing RLT relaxations via a new class of semidefinite cuts [J]. Journal of Global Optimization 22:233 - 261, 2002.
  • 5Elhedhli, S. , Goffin, J.-L. The integration of an interior-point cutting plane melhod within a branch-and-price algorithm. [J]. Math. Program. Ser. A 100: 267-294, 2004.

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