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Article Dans Une Revue European Journal of Operational Research Année : 2010

Spectral bounds for unconstrained (−1,1)-quadratic optimization problems

Résumé

Given an unconstrained quadratic optimization problem in the following form: (QP)min {xtQx|xЄ{-1,1}n}, with QЄ nxn, we present different methods for computing bounds on its optimal objective value. Some of the lower bounds introduced are shown to generally improve over the one given by a classical semidefinite relaxation. We report on theoretical results on these new bounds and provide preliminary computational experiments on small instances of the maximum cut problem illustrating their performance.

Dates et versions

hal-00565883 , version 1 (14-02-2011)

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Citer

Walid Ben-Ameur, José Neto. Spectral bounds for unconstrained (−1,1)-quadratic optimization problems. European Journal of Operational Research, 2010, 207 (1), pp.15-24. ⟨10.1016/j.ejor.2010.02.042⟩. ⟨hal-00565883⟩
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