Semidefinite programming relaxations for the graph partitioning problem

Semidefinite programming relaxations for the graph partitioning problem

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Article ID: iaor20002305
Country: Netherlands
Volume: 96/97
Start Page Number: 461
End Page Number: 479
Publication Date: Oct 1999
Journal: Discrete Applied Mathematics
Authors: ,
Keywords: programming: nonlinear
Abstract:

A new semidefinite programming, SDP, relaxation for the general graph partitioning problem, GP, is derived. The relaxation arises from the dual of the (homogenized) Lagrangian dual of an appropriate quadratic representation of GP. The quadratic representation includes a representation of the 0,1 constraints in GP. The special structure of the relaxation is exploited in order to project onto the minimal face of the cone of positive-semidefinite matrices which contains the feasible set. This guarantees that the Slater constraint qualification holds, which allows for a numerically stable primal–dual interior-point solution technique. A gangster operator is the key to providing an efficient representation of the constraints in the relaxation. An incomplete preconditioned conjugate gradient method is used for solving the large linear systems which arise when finding the Newton direction. Only dual feasibility is enforced, which results in the desired lower bounds, but avoids the expensive primal feasibility calculations. Numerical results illustrate the efficacy of the SDP relaxations.

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