J4

• Original Articles • Previous Articles     Next Articles

A cut-plane algorithm for semidefinite programming and its application

WANG Xin-hui;LIU San-yang;LIU Hong-wei

  

  1. (School of Science, Xidian Univ., Xi'an 710071, China)

  • Received:1900-01-01 Revised:1900-01-01 Online:2004-02-20 Published:2004-02-20

Abstract: A cut plane algorithm for semidefinite programming is presented in this paper, which relaxs the semidefinite programming to a linear programming, thus solving large scale semidefinite programming effeciently. Its covergence is proved. As an applications, a numerical example of the Max-cut problem is given.

Key words: semidefinite programming, cut-plane, linear relaxation, Max-cut problem

CLC Number: 

  • O221.2