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An Improved Interior-Point Cutting-Plane Method for Binary Quadratic Optimization by Alexander Engau; Miguel F. Anjos; Anthony Vannelli is a Computer Science article available to read on EtoBox.

What is An Improved Interior-Point Cutting-Plane Method for Binary Quadratic Optimization about?

We describe an improved technique for handling large numbers of cutting planes when using an interior-point method for the solution of linear or semidefinite relaxations in binary quadratic optimization. The approach does not require solving successive relaxations to optimality but chooses cuts at intermediate iterates based on indicators of inequality violation and feasibility of their slacks, which are initialized using a recently proposed warmstart technique without any additional correction steps. Computational tests on instances of max-cut suggest that this new scheme is superior to solving only the final relaxation with all relevant cuts known in advance.

Who reads An Improved Interior-Point Cutting-Plane Method for Binary Quadratic Optimization?

Author

Alexander Engau; Miguel F. Anjos; Anthony Vannelli

Publisher

Elsevier Science; Elsevier ; Elsevier BV; Amsterdam: Elsevier BV (ISSN 1571-0653)

Published

2010

Language

EN

Field

Computer Science (Physical Sciences)