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S. Habibi (Birmingham Uni) An interior-point method for Lasserre relaxations of binary quadratic ...
03 Apr 2023 16:00-17:00
The aim of this presentation is to solve linear semidefinite programs arising from Lasserre relaxations of binary quadratic optimization problems. For this, we use an interior point method with a preconditioned conjugate gradient method to solve the linear systems. The preconditioner utilizes the low-rank structure of the solution of the relaxations. In order to fully utilize this, we re-write the moment relaxations. To treat the arising linear equality constraints, we use an $\ell_1$-penalty approach within the interior-point solver. The efficiency is demonstrated by numerical experiments and comparison with a state-of-the-art semidefinite solver.
- Place
- Room B-365, Faculty of Civil Engineering, Thákurova 7, 166 29 Prague 6
- Contact person
- Jan Zeman, jan.zeman@cvut.cz
- More information
- https://mat.fsv.cvut.cz/seminar/