A New Extension of Chubanov’s Method to Symmetric Cones

We propose a new variant of Chubanov’s method for solving the feasibility problem over the symmetric cone by extending Roos’s method (2018) of solving the feasibility problem over the nonnegative orthant. The proposed method considers a feasibility problem associated with a norm induced by the maximum eigenvalue of an element and uses a rescaling focusing … Read more

Centering ADMM for the Semidefinite Relaxation of the QAP

We propose a new method for solving the semidefinite (SD) relaxation of the quadratic assignment problem (QAP), called the Centering ADMM. The Centering ADMM is an alternating direction method of multipliers (ADMM) combining the centering steps used in the interior-point method. The first stage of the Centering ADMM updates the iterate so that it approaches … Read more