A New Trust Region Technique for the Maximum Weight Clique Problem

A new simple generalization of the Motzkin-Straus theorem for the maximum weight clique problem is formulated and directly proved. Within this framework a new trust region heuristic is developed. In contrast to usual trust region methods, it regards not only the global optimum of a quadratic objective over a sphere, but also a set of other stationary points of the program. We formulate and prove a condition when a Motzkin-Straus optimum coincides with such a point. The developed method has complexity O(n^3), where n is the number of graph vertices. It was implemented in a publicly available software package QUALEX-MS. Computational experiments evidence that the algorithm is exact on small graphs and exceptionally efficient on DIMACS benchmark graphs and various random maximum weight clique problem instances.

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Submitted to Special Issue of Discrete Applied Mathematics: Combinatorial Optimization 2002.

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