A copositive programming approach to graph partitioning

We consider 3-partitioning the vertices of a graph into sets $S_1, S_2$ and $S_3$ of specified cardinalities, such that the total weight of all edges joining $S_1$ and $S_2$ is minimized. This problem is closely related to several NP-hard problems like determining the bandwidth or finding a vertex separator in a graph. We show that … Read more

Approximation Algorithms for Indefinite Complex Quadratic Maximization Problems

In this paper we consider the following two types of complex quadratic maximization problems: (i) maximize $z^{\HH} Q z$, subject to $z_k^m=1$, $k=1,…,n$, where $Q$ is a Hermitian matrix with $\tr Q=0$ and $z\in \C^n$ is the decision vector; (ii) maximize $\re y^{\HH}Az$, subject to $y_k^m=1$, $k=1,…,p$, and $z_l^m=1$, $l=1,…,q$, where $A\in \C^{p\times q}$ and … Read more

GRASP for nonlinear optimization

We propose a Greedy Randomized Adaptive Search Procedure (GRASP) for solving continuous global optimization problems subject to box constraints. The method was tested on benchmark functions and the computational results show that our approach was able to find, in a few seconds, optimal solutions for all tested functions despite not using any gradient information about … Read more

A Random Key Based Genetic Algorithm for the Resource Constrained Project Scheduling Problem

This paper presents a genetic algorithm for the Resource Constrained Project Scheduling Problem (RCPSP). The chromosome representation of the problem is based on random keys. The schedule is constructed using a heuristic priority rule in which the priorities of the activities are defined by the genetic algorithm. The heuristic generates parameterized active schedules. The approach … Read more

Semidefinite Bounds for the Stability Number of a Graph via Sums of Squares of Polynomials

Lov\’ asz and Schrijver [1991] have constructed semidefinite relaxations for the stable set polytope of a graph $G=(V,E)$ by a sequence of lift-and-project operations; their procedure finds the stable set polytope in at most $\alpha(G)$ steps, where $\alpha(G)$ is the stability number of $G$. Two other hierarchies of semidefinite bounds for the stability number have … Read more

Termination and Verification for Ill-Posed Semidefinite Programming Problems

We investigate ill-posed semidefinite programming problems for which Slater’s constraint qualifications fail, and propose a new reliable termination criterium dealing with such problems. This criterium is scale-independent and provides verified forward error bounds for the true optimal value, where all rounding errors due to floating point arithmetic are taken into account. It is based on … Read more

Approximating K-means-type clustering via semidefinite programming

One of the fundamental clustering problems is to assign $n$ points into $k$ clusters based on the minimal sum-of-squares(MSSC), which is known to be NP-hard. In this paper, by using matrix arguments, we first model MSSC as a so-called 0-1 semidefinite programming (SDP). We show that our 0-1 SDP model provides an unified framework for … Read more

A semidefinite programming based heuristic for graph coloring

The Lovasz theta function is a well-known polynomial lower bound on the chromatic number. . Any near optimal solution of its semidefinite programming formulation carries valuable information on how to color the graph. A self-contained presentation of the role of this formulation in obtaining heuristics for the graph coloring problem is presented. CitationSubmitted to Discrete … Read more