Hybrid SDP bounding procedure

Abstract

The principal idea of this paper is to exploit Semidefinite Programming (SDP) relaxation within the framework provided by Mixed Integer Nonlinear Programming (MINLP) solvers when tackling Binary Quadratic Problems. We included the SDP relaxation in a state-of-the-art MINLP solver as an additional bounding technique and demonstrated that this idea could be computationally useful. The Quadratic Stable Set Problem is adopted as the case study. The tests indicate that the Hybrid SDP Bounding Procedure allows an average 50% cut of the overall computing time and a cut of more than one order of magnitude for the branching nodes. © 2013 Springer-Verlag.