Liu Hongwei
Abstract
A cut plane algorithm for semidefinite programming is presented in this paper, which relaxs the semidefinite programming to a linear programming, thus solving large scale semidefinite programming effeciently. Its covergence is proved. As an application, a numerical example of the Max-cut problme is given.
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A cut plane algorithm for semidefinite programming is presented in this paper, which relaxs the semidefinite programming to a linear programming, thus solving large scale semidefinite programming effeciently. Its covergence is proved. As an application, a numerical example of the Max-cut problme is given.
Key concepts: Semidefinite programming, Semidefinite embedding, Cutting-plane method, Linear programming, Algorithm, Mathematics, Plane (geometry), Maximum cut