Lagrangian Smoothing Heuristic for Max-Cut

This paper presents smoothing heuristics for an NP-hard combinatorial problem based on Lagrangian relaxation. We formulate the Lagrangian dual for this nonconvex quadratic problem and propose eigenvalue nonsmooth unconstrained optimization to solve the dual problem with bundle or subgradient methods. Derived heuristics are considered to obtain good primal solutions through pathfollowing methods using a projected … Read more