A “joint + marginal” heuristic for 0/1 programs

Jean Lasserre () and Tung Thanh ()

Journal of Global Optimization, 2012, vol. 54, issue 4, 729-744

Abstract: We propose a heuristic for 0/1 programs based on the recent “joint + marginal” approach of the first author for parametric polynomial optimization. The idea is to first consider the n-variable (x 1 , . . . , x n ) problem as a (n − 1)-variable problem (x 2 , . . . , x n ) with the variable x 1 being now a parameter taking value in {0, 1}. One then solves a hierarchy of what we call “joint + marginal” semidefinite relaxations whose duals provide a sequence of polynomial approximations $${x_1\mapsto J_k(x_1)}$$ that converges to the optimal value function J (x 1 ) (as a function of the parameter x 1 ). One considers a fixed index k in the hierarchy and if J k (1) > J k (0) then one decides x 1 = 1 and x 1 =0 otherwise. The quality of the approximation depends on how large k can be chosen (in general, for significant size problems, k=1 is the only choice). One iterates the procedure with now a (n − 2)-variable problem with one parameter $${x_2 \in \{0, 1\}}$$ , etc. Variants are also briefly described as well as some preliminary numerical experiments on the MAXCUT, k-cluster and 0/1 knapsack problems. Copyright Springer Science+Business Media, LLC. 2012

Keywords: 0/1 Programs; Semidefinite relaxations (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10898-011-9788-9

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