Abstract
In this paper we summarize recent results on finding tight semidefinite programming relaxations for the Max-Cut problem and hence tight upper bounds on its optimal value. Our results hold for every instance of Max-Cut and in particular we make no assumptions on the edge weights. We present two strengthenings of the well-known semidefinite programming relaxation of Max-Cut studied by Goemans and Williamson. Preliminary numerical results comparing the relaxations on several interesting instances of Max-Cut are also presented.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
F. Alizadeh. Combinatorial optimization with interior point methods and semidefinite matrices. PhD thesis, University of Minnesota, 1991.
F. Alizadeh. Interior point methods in semidefinite programming with applications to combinatorial optimization. SIAM J. Optim., 5: 13–51, 1995.
F. Alizadeh, J.-P. Haeberly, M.V. Nayakkankuppam, M.L. Overton, and S. Schmieta. SDPpack user’s guide-version 0.9 Beta. Technical Report TR1997–737, Courant Institute of Mathematical Sciences, NYU, New York, NY, June 1997.
M.F. Anjos and H. Wolkowicz. A strengthened SDP relaxation via a second lifting for the Max-Cut problem. Research Report CORR 99–55, University of Waterloo, Waterloo, Ontario, 1999. 28 pages.
M.F. Anjos and H. Wolkowicz. A tight semidefinite relaxation of the cut polytope. Research Report CORR 2000–19, University of Waterloo, Waterloo, Ontario, 2000. 24 pages.
K.M. Anstreicher, X. Chen, H. Wolkowicz, and Y. Yuan. Strong duality for a trust-region type relaxation of the quadratic assignment problem. Linear Algebra Appl., 301 (1–3): 121–136, 1999.
K.M. Anstreicher and H. Wolkowicz. On Lagrangian relaxation of quadratic matrix constraints. SIAM J. Matrix Anal. Appl., 22 (1): 41–55, 2000.
F. Barahona. The max-cut problem on graphs not contractible to K5. Oper. Res. Lett., 2 (3): 107–111, 1983.
F. Barahona. On cuts and matchings in planar graphs. Math. Programming, 60 (1, Ser. A): 53–68, 1993.
M.M. Deza and M. Laurent. Geometry of cuts and metrics. Springer-Verlag, Berlin, 1997.
M.X. Goemans and D.P. Williamson..878-approximation algorithms for MAX CUT and MAX 2SAT. In ACM Symposium on Theory of Computing (STOC), 1994.
C. Helmberg. An interior point method for semidefinite programming and max-cut bounds. PhD thesis, Graz University of Technology, Austria, 1994.
C. Helmberg and F. Oustry. Bundle methods to minimize the maximum eigenvalue function. In H. Wolkowicz, R. Saigal, and L. Vandenberghe, editors, HANDBOOK OF SEMIDEFINITE PROGRAMMING: TheoryM, Algorithms, and Applications. Kluwer Academic Publishers, Boston, MA, 2000.
C. Helmberg and F. Rendl. A spectral bundle method for semidefinite programming. SIAM J. Optim., 10 (3): 673–696, 2000.
C. Helmberg, F. Rendl, R. J. Vanderbei, and H. Wolkowicz. An interior-point method for semidefinite programming. SIAM J. Optim., 6 (2): 342–361, 1996.
H. Karloff. How good is the Goemans-Williamson MAX CUT algorithm? SIAM J. on Computing, 29 (1): 336–350, 1999.
R. M. Karp. Reducibility among combinatorial problems. In R. E. Miller and J.W. Thatcher, editors, Complexity of Computer Computation, pages 85–103. Plenum Press, New York, 1972.
M. Laurent, S. Poljak, and F. Rendl. Connections between semidefinite relaxations of the max-cut and stable set problems. Math. Programming, 77: 225–246, 1997.
B. Mohar and S. Poljak. Eigenvalues in combinatorial optimization. In Combinatorial Graph-Theoretical Problems in Linear Algebra, IMA Vol. 50. Springer-Verlag, 1993.
Y.E. Nesterov and A.S. Nemirovskii. Optimization over positive semidefinite matrices: Mathematical background and user’s manual. USSR Acad. Sci. Centr. Econ. & Math. Inst., 32 Krasikova St., Moscow 117418 USSR, 1990.
Y.E. Nesterov and A.S. Nemirovskii. Interior Point Polynomial Algorithms in Convex Programming. SIAM Publications. SIAM, Philadelphia, USA, 1994.
S. Poljak and F. Rendl. Nonpolyhedral relaxations of graph-bisection problems. SIAM J. Optim., 5 (3), 1995. 467–487.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2001 Kluwer Academic Publishers
About this chapter
Cite this chapter
Anjos, M.F., Wolkowicz, H. (2001). Strengthened Semidefinite Programming Relaxations for the Max-Cut Problem. In: Hadjisavvas, N., Pardalos, P.M. (eds) Advances in Convex Analysis and Global Optimization. Nonconvex Optimization and Its Applications, vol 54. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0279-7_25
Download citation
DOI: https://doi.org/10.1007/978-1-4613-0279-7_25
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-7923-6942-4
Online ISBN: 978-1-4613-0279-7
eBook Packages: Springer Book Archive