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A framework for solving mixed-integer semidefinite programs

机译:求解混合整数半纤维课程的框架

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Mixed-integer semidefinite programs (MISDPs) arise in many applications and several problem-specific solution approaches have been studied recently. In this paper, we investigate a generic branch-and-bound framework for solving such problems. We first show that strict duality of the semidefinite relaxations is inherited to the subproblems. Then solver components such as dual fixing, branching rules, and primal heuristics are presented. We show the applicability of an implementation of the proposed methods on three kinds of problems. The results show the positive computational impact of the different solver components, depending on the semidefinite programming solver used. This demonstrates that practically relevant MISDPs can successfully be solved using a general purpose solver.
机译:混合整数半纤维术计划(MISDPS)在许多应用中出现,最近已经研究了几种特定于问题的解决方案方法。 在本文中,我们调查了一种解决这些问题的通用分支和束缚框架。 我们首先表明Semidefinite放松的严格二元性被继承给子问题。 然后,提出了求解器组件,例如双重固定,分支规则和原始启发式。 我们展示了在三种问题上实施提出的方法的适用性。 结果表明了不同求解器组件的正计算影响,这取决于所使用的SEMIDEFINITE编程求解器。 这证明了几乎可以使用通用求解器成功解决相关的MISDP。

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