A cut-plane algorithm for semidefinite programming and its application
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WANG Xin-hui;LIU San-yang;LIU Hong-wei
(School of Science, Xidian Univ., Xi'an 710071, China)
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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
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WANG Xin-hui;LIU San-yang;LIU Hong-wei.
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URL: https://journal.xidian.edu.cn/xdxb/EN/
https://journal.xidian.edu.cn/xdxb/EN/Y2004/V31/I1/140
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