03.04.2023, 16.00 - 17.00, Room B-365, Faculty of Civil Engineering, Thákurova 7, 166 29 Prague 6
Akce
S. Habibi (Birmingham Uni) An interior-point method for Lasserre relaxations of binary quadratic ...
Termín: | 3. 4. 2023 |
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Odkaz: | Odkaz na web |
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.