A Bundle Approach for SDPs with Exact Subgraph Constraints

Elisabeth Gaar; Franz Rendl

doi:10.1007/978-3-030-17953-3_16

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arXiv · 1902.05345

A Bundle Approach for SDPs with Exact Subgraph Constraints

Elisabeth Gaar·Franz Rendl

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Abstract

The 'exact subgraph' approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational challenge because of the potentially large number of violated subgraph constraints. We introduce a computational framework for these relaxations designed to cope with these difficulties. We suggest a partial Lagrangian dual, and exploit the fact that its evaluation decomposes into two independent subproblems. This opens the way to use the bundle method from non-smooth optimization to minimize the dual function. Computational experiments on the Max-Cut, stable set and coloring problem show the efficiency of this approach.

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BibTeX RIS

Elisabeth Gaar, Franz Rendl. 2019-02-14. A Bundle Approach for SDPs with Exact Subgraph Constraints. https://doi.org/10.1007/978-3-030-17953-3_16

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