Solving Max-cut Problem with a mixed penalization method for Semidefinite Programming

Abstract

This paper is an attempt to exploit the opportunity of Semi Definite Programming (SDP), which is an area of convex and conic optimization. Indeed, Numerous NP-hard problems can be solveby using this approach. Hence, we intend to investigate the strength of SDP to model and provide tight relaxations of combinatorial and quadratic problems in order to present a new polynomial time algorithm for solving this robust model. This algorithm was firstly use to solve the nonlinear programs, the reason for which we search to extend it to the SDP programs. Actually, this algorithm designs the combination of two penalization methods. The first one is a primal-dual interior point (PDIM) method while the second one is a primal-dual exterior point (PDEM) method. Unlike the first method, which converges globally, the second one, also called the primal dual nonlinear rescaling method, has local super linear/quadratic convergence. Therefore, it seems appropriate to use a mixed algorithm based on the interior-exterior point method (IEPM). In fact, this resolution starts from the interior method, and at a certain level of execution, it proceeds to exterior method. Hence, a convergence evaluation function is use to know the level of permutation. Through evaluation, it has been approve that our approach is use to solve some instances of max-cut problem. This problem is a central graph theory model that occurs in many real problems and it is one of many NP-hard problems, which has attracted many researchers over the years. Then, we have used a semi definite programming solver SDPA (Semi Definite Programming Algorithm) that is modify to include the exterior point method subroutine. From the computational performance, we conclude that as the problem size increases, interior-exterior point algorithm gets relatively faster. The numerical results obtained are promising.