Spectral bounds for unconstrained (-1,1)-quadratic optimization problems

Walid Ben-Ameur and José Neto

European Journal of Operational Research, 2010, vol. 207, issue 1, 15-24

Abstract: Given an unconstrained quadratic optimization problem in the following form:with , we present different methods for computing bounds on its optimal objective value. Some of the lower bounds introduced are shown to generally improve over the one given by a classical semidefinite relaxation. We report on theoretical results on these new bounds and provide preliminary computational experiments on small instances of the maximum cut problem illustrating their performance.

Keywords: Unconstrained; quadratic; programming; Semidefinite; programming; Maximum; cut; problem (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:207:y:2010:i:1:p:15-24

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