Affine FR: an Effective Facial Reduction Algorithm for Semidefinite Relaxations of Combinatorial Problems

Fuente: arXiv
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Autori principali: Hu, Hao, Yang, Boshi
Natura: Preprint
Pubblicazione: 2024
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author Hu, Hao
Yang, Boshi
author_facet Hu, Hao
Yang, Boshi
contents We develop a new method called affine facial reduction (FR) for recovering Slater's condition for semidefinite programming (SDP) relaxations of combinatorial optimization (CO) problems. Affine FR is a user-friendly method, as it is fully automatic and only requires a description of the problem. We provide a rigorous analysis of differences between affine FR and the existing methods. We also present numerical results to demonstrate the effectiveness of affine FR in reducing the size of SDP relaxations for CO problems.
format Preprint
id arxiv_https___arxiv_org_abs_2402_11796
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Affine FR: an Effective Facial Reduction Algorithm for Semidefinite Relaxations of Combinatorial Problems
Hu, Hao
Yang, Boshi
Optimization and Control
We develop a new method called affine facial reduction (FR) for recovering Slater's condition for semidefinite programming (SDP) relaxations of combinatorial optimization (CO) problems. Affine FR is a user-friendly method, as it is fully automatic and only requires a description of the problem. We provide a rigorous analysis of differences between affine FR and the existing methods. We also present numerical results to demonstrate the effectiveness of affine FR in reducing the size of SDP relaxations for CO problems.
title Affine FR: an Effective Facial Reduction Algorithm for Semidefinite Relaxations of Combinatorial Problems
topic Optimization and Control
url https://arxiv.org/abs/2402.11796