Canonical dual approach to solving the maximum cut problem
Journal of Global Optimization
Canonical duality theory and algorithm for solving challenging problems in network optimisation
ICONIP'12 Proceedings of the 19th international conference on Neural Information Processing - Volume Part III
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This paper presents a massively parallel global deterministic direct search method VTDIRECT for solving nonconvex quadratic minimization problems with either box or±1 integer constraints. Using the canonical dual transformation, these well-known NP-hard problems can be reformulated as perfect dual stationary problems with zero duality gap. Under certain conditions, these dual problems are equivalent to smooth concave maximization over a convex feasible space. Based on a perturbation method proposed by Gao, the integer programming problem is shown to be equivalent to a continuous unconstrained Lipschitzian global optimization problem. The parallel algorithm VTDIRECT is then applied to solve these dual problems to obtain global minimizers. Parallel performance results for several nonconvex quadratic integer programming problems are reported.