論文

査読有り
2020年3月

A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems

Computational Optimization and Applications
  • Kobayashi, Ken
  • ,
  • Takano, Yuichi

75
2
開始ページ
493
終了ページ
513
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1007/s10589-019-00153-2
出版者・発行元
SPRINGER

We consider a cutting-plane algorithm for solving mixed-integer semidefinite optimization (MISDO) problems. In this algorithm, the positive semidefinite (psd) constraint is relaxed, and the resultant mixed-integer linear optimization problem is solved repeatedly, imposing at each iteration a valid inequality for the psd constraint. We prove the convergence properties of the algorithm. Moreover, to speed up the computation, we devise a branch-and-cut algorithm, in which valid inequalities are dynamically added during a branch-and-bound procedure. We test the computational performance of our cutting-plane and branch-and-cut algorithms for three types of MISDO problem: random instances, computing restricted isometry constants, and robust truss topology design. Our experimental results demonstrate that, for many problem instances, our branch-and-cut algorithm delivered superior performance compared with general-purpose MISDO solvers in terms of computational efficiency and stability.

リンク情報
DOI
https://doi.org/10.1007/s10589-019-00153-2
DBLP
https://dblp.uni-trier.de/rec/journals/coap/KobayashiT20
URL
https://dblp.uni-trier.de/db/journals/coap/coap75.html#KobayashiT20
ID情報
  • DOI : 10.1007/s10589-019-00153-2
  • ISSN : 0926-6003
  • DBLP ID : journals/coap/KobayashiT20

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