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Solving quadratic (0,1)-problems by semidefinite programs and cutting planes

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Abstract

We present computational experiments for solving quadratic (0, 1) problems. Our approach combines a semidefinite relaxation with a cutting plane technique, and is applied in a Branch and Bound setting. Our experiments indicate that this type of approach is very robust, and allows to solve many moderately sized problems, having say, less than 100 binary variables, in a routine manner. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.

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Authors and Affiliations

  1. Konrad-Zuse-Zentrum für Informationstechnik Berlin, Takustraβe 7, 14195, Berlin, Germany

    Christoph Helmberg

  2. Institut für Mathematik, Technische Universität Graz, Steyrergasse 30, A-8010, Graz, Austria

    Franz Rendl

Authors
  1. Christoph Helmberg
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  2. Franz Rendl
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Additional information

Large parts of this paper were prepared while the author was working at the Christian Doppler Laboratory for Discrete Optimization at Technische Universität Graz.

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Helmberg, C., Rendl, F. Solving quadratic (0,1)-problems by semidefinite programs and cutting planes. Mathematical Programming 82, 291–315 (1998). https://doi.org/10.1007/BF01580072

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  • DOI: https://doi.org/10.1007/BF01580072

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