Combining Semidefinite and Polyhedral Relaxations for Integer Programs

نویسندگان

  • Christoph Helmberg
  • Svatopluk Poljak
  • Franz Rendl
  • Henry Wolkowicz
چکیده

We present a general framework for designing semideenite 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 semidef-inite 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 eecient interior point codes for semideenite programming.

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تاریخ انتشار 1995