Optimization Methods & Software ( IF 1.4 ) Pub Date : 2020-07-01 , DOI: 10.1080/10556788.2020.1782906 Sunyoung Kim 1 , Masakazu Kojima 2 , Kim-Chuan Toh 3
For the Lagrangian-DNN relaxation of quadratic optimization problems (QOPs), we propose a Newton-bracketing method to improve the performance of the bisection-projection method implemented in BBCPOP [ACM Tran. Softw., 45(3):34 (2019)]. The relaxation problem is converted into the problem of finding the largest zero of a continuously differentiable (except at ) convex function such that if and otherwise. In theory, the method generates lower and upper bounds of both converging to . Their convergence is quadratic if the right derivative of g at is positive. Accurate computation of is necessary for the robustness of the method, but it is difficult to achieve in practice. As an alternative, we present a secant-bracketing method. We demonstrate that the method improves the quality of the lower bounds obtained by BBCPOP and SDPNAL+ for binary QOP instances from BIQMAC. Moreover, new lower bounds for the unknown optimal values of large scale QAP instances from QAPLIB are reported.
中文翻译:
一个简单的圆锥优化问题的牛顿括号法
对于二次优化问题(QOP)的Lagrangian-DNN松弛,我们提出了一种牛顿括号法,以改善BBCPOP [ACM Tran。Softw。,45(3):34(2019)]。松弛问题转化为找到最大零的问题 的连续可微数(除 )凸函数 这样 如果 和 除此以外。从理论上讲,该方法生成 都收敛到 。如果g的右导数在是积极的。精确计算该方法的鲁棒性是必需的,但是在实践中很难实现。作为替代方案,我们提出了一种割线包围方法。我们证明了该方法提高了BBCPOP和SDPNAL +对于BIQMAC二进制QOP实例获得的下限的质量。此外,报告了来自QAPLIB的大规模QAP实例的未知最优值的新下界。