原创力文档Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization-英文文献.pdfVIP
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Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization-英文文献
INTERNATIONAL COMPUTER SCIENCE INSTITUTE
Center Street Suite Berkeley California FAX I
Interior Point Metho ds in
Semidenite Programming
with Applications to
Combinatorial Optimization y
Farid Alizadehz
TR
Septemb er
Abstract
We study the semidenite programming problem SDP ie the problem of optimization of a linear function
of a symmetric matrix sub ject to linear equality constraints and the additional condition that the matrix
b e p ositive semidenite First we review the classical cone duality as sp ecialized to SDP Next we present
an interior p oint algorithm which converges to the optimal solution in p olynomial time The approach is a
direct extension of Yes pro jective metho d for linear programming We also argue that most known interior
p oint metho ds for linear programs can b e transformed in a mechanical way to algorithms for SDP with pro ofs
of convergence and p olynomial time complexity also carrying over in a similar fashion Finally we study
the signicance of these results in a variety of combinatorial optimization problems including the general
integer programs the maximum clique and maximum stable set problems in p erfect graphs the maximum k
partite subgraph problem in graphs and various graph partitioning and cut problems As a result we present
barrier oracles for certain combinatorial optimization problems in particular clique and stable set problem for
p erfect graphs whose linear programming formulation requires exp onentiall y many inequaliti
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