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A successive quadratic programming algorithm for SDP relaxation of Max-Bisection. (English) Zbl 1150.90005
Summary: A successive quadratic programming algorithm for solving SDP relaxation of Max-Bisection is provided and its convergence result is given. The step-size in the algorithm is obtained by solving \(n\) easy quadratic equations without using the linear search technique. The numerical experiments show that this algorithm is rather faster than the interior-point method.
90C22 Semidefinite programming
90C55 Methods of successive quadratic programming type
Full Text: DOI
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