SDP based Branch & Bound for Max-Cut - CNR · SDP based Branch & Bound for Max-Cut Franz Rendl,...

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SDP based Branch & Bound for Max-Cut Franz Rendl, Giovanni Rinaldi, Angelika Wiegele Alpen-Adria-Universit ¨ at Klagenfurt and IASI Rome

Transcript of SDP based Branch & Bound for Max-Cut - CNR · SDP based Branch & Bound for Max-Cut Franz Rendl,...

SDP based Branch & Bound forMax-Cut

Franz Rendl, Giovanni Rinaldi, Angelika Wiegele

Alpen-Adria-Universitat Klagenfurt and IASI Rome

Overview

The problem

Some solution approaches

Bounding routine

Branching rules

Numerical results on Max-Cut, unconstrained 0-1programs, Equipartitioning

OAngelika Wiegele, SDP based Branch & Bound – p.1/19

Overview

The problem

Some solution approaches

Bounding routine

Branching rules

Numerical results on Max-Cut, unconstrained 0-1programs, Equipartitioning

OAngelika Wiegele, SDP based Branch & Bound – p.1/19

Overview

The problem

Some solution approaches

Bounding routine

Branching rules

Numerical results on Max-Cut, unconstrained 0-1programs, Equipartitioning

OAngelika Wiegele, SDP based Branch & Bound – p.1/19

Overview

The problem

Some solution approaches

Bounding routine

Branching rules

Numerical results on Max-Cut, unconstrained 0-1programs, Equipartitioning

OAngelika Wiegele, SDP based Branch & Bound – p.1/19

Overview

The problem

Some solution approaches

Bounding routine

Branching rules

Numerical results on Max-Cut, unconstrained 0-1programs, Equipartitioning

Angelika Wiegele, SDP based Branch & Bound – p.1/19

the Max-Cut problem

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

OAngelika Wiegele, SDP based Branch & Bound – p.2/19

the Max-Cut problem

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

−1

−1

1

1

1

−1

OAngelika Wiegele, SDP based Branch & Bound – p.2/19

the Max-Cut problem

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

−1

−1

1

1

1

−1

OAngelika Wiegele, SDP based Branch & Bound – p.2/19

the Max-Cut problem

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

−1

−1

1

1

1

−1

Angelika Wiegele, SDP based Branch & Bound – p.2/19

Solution approaches

LP based methods (Barahona, Jünger, Reinelt, 89)

2nd order cone programming (Muramatsu, Suzuki, 03)

Branch & Bound with preprocessing (Pardalos, Rodgers,90)

SDP based methods (Helmberg, Rendl, 98)

Using a MIQP solver (Billionnet, Elloumi, 06)

OAngelika Wiegele, SDP based Branch & Bound – p.3/19

Solution approaches

LP based methods (Barahona, Jünger, Reinelt, 89)

2nd order cone programming (Muramatsu, Suzuki, 03)

Branch & Bound with preprocessing (Pardalos, Rodgers,90)

SDP based methods (Helmberg, Rendl, 98)

Using a MIQP solver (Billionnet, Elloumi, 06)

OAngelika Wiegele, SDP based Branch & Bound – p.3/19

Solution approaches

LP based methods (Barahona, Jünger, Reinelt, 89)

2nd order cone programming (Muramatsu, Suzuki, 03)

Branch & Bound with preprocessing (Pardalos, Rodgers,90)

SDP based methods (Helmberg, Rendl, 98)

Using a MIQP solver (Billionnet, Elloumi, 06)

OAngelika Wiegele, SDP based Branch & Bound – p.3/19

Solution approaches

LP based methods (Barahona, Jünger, Reinelt, 89)

2nd order cone programming (Muramatsu, Suzuki, 03)

Branch & Bound with preprocessing (Pardalos, Rodgers,90)

SDP based methods (Helmberg, Rendl, 98)

Using a MIQP solver (Billionnet, Elloumi, 06)

OAngelika Wiegele, SDP based Branch & Bound – p.3/19

Solution approaches

LP based methods (Barahona, Jünger, Reinelt, 89)

2nd order cone programming (Muramatsu, Suzuki, 03)

Branch & Bound with preprocessing (Pardalos, Rodgers,90)

SDP based methods (Helmberg, Rendl, 98)

Using a MIQP solver (Billionnet, Elloumi, 06)

Angelika Wiegele, SDP based Branch & Bound – p.3/19

Branch & Bound

At each node of the Branch & Bound tree:

compute a feasible solution (lower bound)

compute an upper bound

choose an edge (ij) and add the two nodes(ij) ∈ cut and(ij) /∈ cut

to the Branch & Bound tree

OAngelika Wiegele, SDP based Branch & Bound – p.4/19

Branch & Bound

At each node of the Branch & Bound tree:

compute a feasible solution (lower bound)

compute an upper bound

choose an edge (ij) and add the two nodes(ij) ∈ cut and(ij) /∈ cut

to the Branch & Bound tree

OAngelika Wiegele, SDP based Branch & Bound – p.4/19

Branch & Bound

At each node of the Branch & Bound tree:

compute a feasible solution (lower bound)

compute an upper bound

choose an edge (ij) and add the two nodes

(ij) ∈ cut and(ij) /∈ cut

to the Branch & Bound tree

OAngelika Wiegele, SDP based Branch & Bound – p.4/19

Branch & Bound

At each node of the Branch & Bound tree:

compute a feasible solution (lower bound)

compute an upper bound

choose an edge (ij) and add the two nodes(ij) ∈ cut and

(ij) /∈ cut

to the Branch & Bound tree

OAngelika Wiegele, SDP based Branch & Bound – p.4/19

Branch & Bound

At each node of the Branch & Bound tree:

compute a feasible solution (lower bound)

compute an upper bound

choose an edge (ij) and add the two nodes(ij) ∈ cut and(ij) /∈ cut

to the Branch & Bound tree

Angelika Wiegele, SDP based Branch & Bound – p.4/19

Bounding: SDP relaxation

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

X := xxT ⇒

zmc−basic = max〈L, X〉

s.t. diag(X) = e

rank(X) = 1——————-X � 0, X ∈ Sn

OAngelika Wiegele, SDP based Branch & Bound – p.5/19

Bounding: SDP relaxation

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

X := xxT

zmc−basic = max〈L, X〉

s.t. diag(X) = e

rank(X) = 1——————-X � 0, X ∈ Sn

OAngelika Wiegele, SDP based Branch & Bound – p.5/19

Bounding: SDP relaxation

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

X := xxT ⇒

zmc = max〈L, X〉

s.t. diag(X) = e

rank(X) = 1

X � 0, X ∈ Sn

zmc−basic = max〈L, X〉

s.t. diag(X) = e

rank(X) = 1——————-X � 0, X ∈ Sn

OAngelika Wiegele, SDP based Branch & Bound – p.5/19

Bounding: SDP relaxation

G = (V, E), V (G) = {1, . . . , n}, |E(G)| = m, cij , x ∈ {±1}n

zmc = max xT Lx

s.t. x2

i = 1, 1 ≤ i ≤ n

X := xxT ⇒

zmc−basic = max〈L, X〉

s.t. diag(X) = e

rank(X) = 1——————-X � 0, X ∈ Sn

Angelika Wiegele, SDP based Branch & Bound – p.5/19

Bounding: triangle inequalities

X ∈ MET ⇐⇒

xij + xik + xjk ≥ −1,

xij − xik − xjk ≥ −1,

−xij + xik − xjk ≥ −1,

−xij − xik + xjk ≥ −1, ∀i < j < k.

zmc−met = max{〈L, X〉 : X ∈ E , X ∈ MET}

E = {X : diag(X) = e, X � 0}

OAngelika Wiegele, SDP based Branch & Bound – p.6/19

Bounding: triangle inequalities

X ∈ MET ⇐⇒

xij + xik + xjk ≥ −1,

xij − xik − xjk ≥ −1,

−xij + xik − xjk ≥ −1,

−xij − xik + xjk ≥ −1, ∀i < j < k.

zmc−met = max{〈L, X〉 : X ∈ E , X ∈ MET}

E = {X : diag(X) = e, X � 0}

OAngelika Wiegele, SDP based Branch & Bound – p.6/19

Bounding: triangle inequalities

X ∈ MET ⇐⇒

xij + xik + xjk ≥ −1,

xij − xik − xjk ≥ −1,

−xij + xik − xjk ≥ −1,

−xij − xik + xjk ≥ −1, ∀i < j < k.

zmc−met = max{〈L, X〉 : X ∈ E , X ∈ MET}

E = {X : diag(X) = e, X � 0}

OAngelika Wiegele, SDP based Branch & Bound – p.6/19

Bounding: triangle inequalities

X ∈ MET ⇐⇒

xij + xik + xjk ≥ −1,

xij − xik − xjk ≥ −1,

−xij + xik − xjk ≥ −1,

−xij − xik + xjk ≥ −1, ∀i < j < k.

zmc−met = max{〈L, X〉 : X ∈ E , X ∈ MET}

E = {X : diag(X) = e, X � 0}

Angelika Wiegele, SDP based Branch & Bound – p.6/19

Bounding: Lagrangian duality

zmc−met = max{〈L, X〉 : X ∈ E , A(X) ≤ b}

Lagrangian

L(X; γ) := 〈L, X〉 + 〈γ, b −A(X)〉

and the dual functional

f(γ) := maxX∈E

L(X; γ) = bT γ + maxX∈E

〈L −AT (γ), X〉

z = minγ≥0

f(γ)

OAngelika Wiegele, SDP based Branch & Bound – p.7/19

Bounding: Lagrangian duality

zmc−met = max{〈L, X〉 : X ∈ E , A(X) ≤ b}

Lagrangian

L(X; γ) := 〈L, X〉 + 〈γ, b −A(X)〉

and the dual functional

f(γ) := maxX∈E

L(X; γ) = bT γ + maxX∈E

〈L −AT (γ), X〉

z = minγ≥0

f(γ)

OAngelika Wiegele, SDP based Branch & Bound – p.7/19

Bounding: Lagrangian duality

zmc−met = max{〈L, X〉 : X ∈ E , A(X) ≤ b}

Lagrangian

L(X; γ) := 〈L, X〉 + 〈γ, b −A(X)〉

and the dual functional

f(γ) := maxX∈E

L(X; γ) = bT γ + maxX∈E

〈L −AT (γ), X〉

z = minγ≥0

f(γ)

OAngelika Wiegele, SDP based Branch & Bound – p.7/19

Bounding: Lagrangian duality

zmc−met = max{〈L, X〉 : X ∈ E , A(X) ≤ b}

Lagrangian

L(X; γ) := 〈L, X〉 + 〈γ, b −A(X)〉

and the dual functional

f(γ) := maxX∈E

L(X; γ) = bT γ + maxX∈E

〈L −AT (γ), X〉

z = minγ≥0

f(γ)

Angelika Wiegele, SDP based Branch & Bound – p.7/19

Bounding: dynamic bundle method

fappr(γ) := max{L(X; γ) : X ∈ conv(X1, . . . , Xk)}

minγ≥0

fappr(γ) +1

2t||γ − γ||2

Computational effort: iteratively

solve the minimization problem by solving a sequence ofconvex quadratic problems, giving a new trial point γtest

evaluate f at γtest, i.e. solving an SDP of order n and nlinear equalities

OAngelika Wiegele, SDP based Branch & Bound – p.8/19

Bounding: dynamic bundle method

fappr(γ) := max{L(X; γ) : X ∈ conv(X1, . . . , Xk)}

minγ≥0

fappr(γ) +1

2t||γ − γ||2

Computational effort: iteratively

solve the minimization problem by solving a sequence ofconvex quadratic problems, giving a new trial point γtest

evaluate f at γtest, i.e. solving an SDP of order n and nlinear equalities

Angelika Wiegele, SDP based Branch & Bound – p.8/19

Branching rules

i and j such that they minimize∑n

k=1(1 − |xik|)

2,i.e. find two rows i and j in the primal matrix X, that areclosest to a {±1} vector.

edge ij which minimizes |xij |,i.e. we fix the most difficult decision

“strong branching.” forecast on some potential branchingedges and choose the most promising.

OAngelika Wiegele, SDP based Branch & Bound – p.9/19

Branching rules

i and j such that they minimize∑n

k=1(1 − |xik|)

2,i.e. find two rows i and j in the primal matrix X, that areclosest to a {±1} vector.

edge ij which minimizes |xij |,i.e. we fix the most difficult decision

“strong branching.” forecast on some potential branchingedges and choose the most promising.

OAngelika Wiegele, SDP based Branch & Bound – p.9/19

Branching rules

i and j such that they minimize∑n

k=1(1 − |xik|)

2,i.e. find two rows i and j in the primal matrix X, that areclosest to a {±1} vector.

edge ij which minimizes |xij |,i.e. we fix the most difficult decision

“strong branching.” forecast on some potential branchingedges and choose the most promising.

Angelika Wiegele, SDP based Branch & Bound – p.9/19

Numerical results

until the early nineties...

n\d 10 20 30 40 50 60 70 80 90 10020 � � � � � � � � � �

30 � � � � � � � � � �

40 � � � � � � � �

50 � � � � � �

60 � � � �

70 � � �

80 � �

90 �

100 �

110120

Angelika Wiegele, SDP based Branch & Bound – p.10/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671

10 122 331 853

120 0.3 10 168 1263 4667

10 48 339 1016

120 0.8 6 322 3909 9898

10 386 2650 7577

150 0.3 1 6789

6 342 1492 3305

150 0.8 0 –

6 4451 13214 17081

200 0.3 0 –

1 2345

OAngelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671 10 122 331 853120 0.3 10 168 1263 4667

10 48 339 1016

120 0.8 6 322 3909 9898

10 386 2650 7577

150 0.3 1 6789

6 342 1492 3305

150 0.8 0 –

6 4451 13214 17081

200 0.3 0 –

1 2345

OAngelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671 10 122 331 853120 0.3 10 168 1263 4667 10 48 339 1016120 0.8 6 322 3909 9898

10 386 2650 7577

150 0.3 1 6789

6 342 1492 3305

150 0.8 0 –

6 4451 13214 17081

200 0.3 0 –

1 2345

OAngelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671 10 122 331 853120 0.3 10 168 1263 4667 10 48 339 1016120 0.8 6 322 3909 9898 10 386 2650 7577150 0.3 1 6789

6 342 1492 3305

150 0.8 0 –

6 4451 13214 17081

200 0.3 0 –

1 2345

OAngelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671 10 122 331 853120 0.3 10 168 1263 4667 10 48 339 1016120 0.8 6 322 3909 9898 10 386 2650 7577150 0.3 1 6789 6 342 1492 3305150 0.8 0 –

6 4451 13214 17081

200 0.3 0 –

1 2345

OAngelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671 10 122 331 853120 0.3 10 168 1263 4667 10 48 339 1016120 0.8 6 322 3909 9898 10 386 2650 7577150 0.3 1 6789 6 342 1492 3305150 0.8 0 – 6 4451 13214 17081200 0.3 0 –

1 2345

OAngelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: UQBP

Comparison with Billionnet, Elloumi 06

CPU time (sec) CPU time (sec)n d solved min avg. max solved min avg. max

100 1.0 10 27 372 1671 10 122 331 853120 0.3 10 168 1263 4667 10 48 339 1016120 0.8 6 322 3909 9898 10 386 2650 7577150 0.3 1 6789 6 342 1492 3305150 0.8 0 – 6 4451 13214 17081200 0.3 0 – 1 2345

Angelika Wiegele, SDP based Branch & Bound – p.11/19

Numerical results: Max-Cut

min-time avg-time max-time min avg maxn d solved h:min h:min h:min nodes

G0.5

100 0.5 10 9 1:07 5:29 52 617 3036G

−1/0/1

100 0.99 10 10 1:52 3:47 66 640 1810G[−10,10]

100 0.5 10 11 44 1:35 58 406 866100 0.9 10 3 1:25 5:20 14 686 2568G[1,10]

100 0.5 10 16 1:02 2:36 104 599 1546100 0.9 10 22 1:02 2:08 168 465 998

Angelika Wiegele, SDP based Branch & Bound – p.12/19

Numerical results: Physics

torus graphs with gaussian distribution

Problem Branch & Cut B & Bnumber times (sec) times (sec)

2 dimensional10 × 10 0.15 0.14 0.18 9 43 1615 × 15 0.44 0.78 0.67 443 480 48520 × 20 1.70 3.50 2.61 – – –

3 dimensional5 × 5 × 5 2.68 3.29 3.07 16 60 596 × 6 × 6 20.56 37.74 27.30 200 1531 1797 × 7 × 7 95.25 131.34 460.01 828 539 –

Angelika Wiegele, SDP based Branch & Bound – p.13/19

Numerical results: Physics

Ising instances (dense graphs)

Problem Branch & Cut & Price B & Bnumber times (h:min:sec) times (h:min:sec)3.0-100 4:52 0:24 7:31 3:58 1:31 1:233.0-150 2:36:46 4:49:05 3:48:41 11:59 13:32 9:183.0-200 9:22:03 32:48:03 8:53:26 29:17 1:14:55 1:01:283.0-250 21:17:07 7:42:25 17:30:13 5:11:26 2:48:24 4:18:453.0-300 17:20:54 10:21:40 18:33:49 6:32:19 3:47:56 17:49:49

Problem Branch & Cut & Price B & Bnumber times (h:min:sec) times (h:min:sec)2.5-100 18:22 6:27 10:08 3:21 1:30 592.5-150 21:28:39 23:35:11 31:40:07 14:17 14:57 28:192.5-200 24:34 57:30 1:45:45

OAngelika Wiegele, SDP based Branch & Bound – p.14/19

Numerical results: Physics

Ising instances (dense graphs)

Problem Branch & Cut & Price B & Bnumber times (h:min:sec) times (h:min:sec)3.0-100 4:52 0:24 7:31 3:58 1:31 1:233.0-150 2:36:46 4:49:05 3:48:41 11:59 13:32 9:183.0-200 9:22:03 32:48:03 8:53:26 29:17 1:14:55 1:01:283.0-250 21:17:07 7:42:25 17:30:13 5:11:26 2:48:24 4:18:453.0-300 17:20:54 10:21:40 18:33:49 6:32:19 3:47:56 17:49:49

Problem Branch & Cut & Price B & Bnumber times (h:min:sec) times (h:min:sec)2.5-100 18:22 6:27 10:08 3:21 1:30 592.5-150 21:28:39 23:35:11 31:40:07 14:17 14:57 28:192.5-200 24:34 57:30 1:45:45

Angelika Wiegele, SDP based Branch & Bound – p.14/19

Numerical results: OR library

n 100 200d 10 20 30 40 50 60 70 80 90 100 10 20 30 40 50BHT05 � � � �

BiEl06 � � � � � � � � � �

B & B

� � � � � � � � � � � � � �

n 250d 10 10 10 10 10 10 10 10 10 10BHT05 � �

BiEl06B & B

� � � � � � � � �

BHT05. . . Boros, Hammer, Tavares 05 BiEl06. . . Billionnet, Elloumi 06

OAngelika Wiegele, SDP based Branch & Bound – p.15/19

Numerical results: OR library

n 100 200d 10 20 30 40 50 60 70 80 90 100 10 20 30 40 50BHT05 � � � �

BiEl06 � � � � � � � � � �

B & B � � � � � � � � � � � � � �

n 250d 10 10 10 10 10 10 10 10 10 10BHT05 � �

BiEl06B & B

� � � � � � � � �

BHT05. . . Boros, Hammer, Tavares 05 BiEl06. . . Billionnet, Elloumi 06

OAngelika Wiegele, SDP based Branch & Bound – p.15/19

Numerical results: OR library

n 100 200d 10 20 30 40 50 60 70 80 90 100 10 20 30 40 50BHT05 � � � �

BiEl06 � � � � � � � � � �

B & B � � � � � � � � � � � � � �

n 250d 10 10 10 10 10 10 10 10 10 10BHT05 � �

BiEl06B & B � � � � � � � � �

BHT05. . . Boros, Hammer, Tavares 05 BiEl06. . . Billionnet, Elloumi 06

Angelika Wiegele, SDP based Branch & Bound – p.15/19

Numerical results: Equipartitioning

best knownn d bound |Ecut|

124 0.02 12.01 13 �

124 0.04 61.22 63

124 0.08 170.93 178

124 0.16 440.08 449

250 0.01 26.06 29

OAngelika Wiegele, SDP based Branch & Bound – p.16/19

Numerical results: Equipartitioning

best knownn d bound |Ecut|

124 0.02 12.01 13 �

124 0.04 61.22 63 �

124 0.08 170.93 178 �

124 0.16 440.08 449 �

250 0.01 26.06 29 �

Angelika Wiegele, SDP based Branch & Bound – p.16/19

Numerical results

n\d 10 20 30 40 50 60 70 80 90 10020 � � � � � � � � � �

30 � � � � � � � � � �

40 � � � � � � � �

� �

50 � � � � � �

� � � �

60 � � � �

� � � � � �

70 � � �

� � � � � � �

80 � �

� � � � � � � �

90 �

� � � � � � � � �

100 �

� � � � � � � � �

110

� � � � � � � �

120

� � � � � � � �

OAngelika Wiegele, SDP based Branch & Bound – p.17/19

Numerical results

n\d 10 20 30 40 50 60 70 80 90 10020 � � � � � � � � � �

30 � � � � � � � � � �

40 � � � � � � � � � �

50 � � � � � � � � � �

60 � � � � � � � � � �

70 � � � � � � � � � �

80 � � � � � � � � � �

90 � � � � � � � � � �

100 � � � � � � � � � �

110 � � � � � � � �

120 � � � � � � � �

Angelika Wiegele, SDP based Branch & Bound – p.17/19

Summary

strong branching too expensive

SDP based Branch & Bound code, that

. . . solves any instance of size up to n = 100

. . . solves sparse instances and instances of specialstructure up to n = 300

OAngelika Wiegele, SDP based Branch & Bound – p.18/19

Summary

strong branching too expensive

SDP based Branch & Bound code, that

. . . solves any instance of size up to n = 100

. . . solves sparse instances and instances of specialstructure up to n = 300

OAngelika Wiegele, SDP based Branch & Bound – p.18/19

Summary

strong branching too expensive

SDP based Branch & Bound code, that

. . . solves any instance of size up to n = 100

. . . solves sparse instances and instances of specialstructure up to n = 300

Angelika Wiegele, SDP based Branch & Bound – p.18/19

the end

Thank you for your attention!

Angelika Wiegele, SDP based Branch & Bound – p.19/19