Solving quadratric (0,1)-problems by semidefinite programs and cutting planes

Solving quadratric (0,1)-problems by semidefinite programs and cutting planes

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Article ID: iaor20001185
Country: Netherlands
Volume: 82
Issue: 3
Start Page Number: 291
End Page Number: 315
Publication Date: Aug 1998
Journal: Mathematical Programming
Authors: ,
Keywords: programming: convex, programming: branch and bound
Abstract:

We present computational experiments for solving quadratic (0, 1) problems. Our approach combines a semidefinite relaxation with a cutting plane technique, and is applied in a Branch and Bound setting. Our experiments indicate that this type of approach is very robust, and allows us to solve many moderately sized problems, having say, less than 100 binary variables, in a routine manner.

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