IDEAS home Printed from https://ideas.repec.org/p/aeg/wpaper/2009-13.html
   My bibliography  Save this paper

An unconstrained approach for solving low rank SDP relaxations of {-1,1} quadratic problems

Author

Listed:
  • Luigi Grippo

    (Sapienza Universita' di Roma - Dipartimento di Informatica e Sistemistica, Roma, Italy.)

  • Laura Palagi

    (Sapienza Universita' di Roma - Dipartimento di Informatica e Sistemistica, Roma, Italy.)

  • Mauro Piacentini

    (Sapienza Universita' di Roma - Dipartimento di Informatica e Sistemistica, Roma, Italy.)

  • Veronica Piccialli

    (Universita' di Tor Vergata - Dipartimento di Ingegneria dell'Impresa - via del Politecnico, 1-00133 Roma, Italy)

Abstract

We consider low-rank semidefinite programming (LRSDP) relaxations of ±1 quadratic problems that can be formulated as the nonconvex nonlinear programming problem of minimizing a quadratic function subject to separable quadratic equality constraints. We prove the equivalence of the LRSDP problem with the unconstrained minimization of a new merit function and we define an effcient and globally convergent algorithm for finding critical points of the LRSDP problem. Finally, we test our code on an extended set of instances of the Max-Cut problem and we report comparisons with other existing codes.

Suggested Citation

  • Luigi Grippo & Laura Palagi & Mauro Piacentini & Veronica Piccialli, 2009. "An unconstrained approach for solving low rank SDP relaxations of {-1,1} quadratic problems," DIS Technical Reports 2009-13, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
  • Handle: RePEc:aeg:wpaper:2009-13
    as

    Download full text from publisher

    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2009-13.pdf
    File Function: First version, 2009
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aeg:wpaper:2009-13. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/dirosit.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Antonietta Angelica Zucconi (email available below). General contact details of provider: https://edirc.repec.org/data/dirosit.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.