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Polyhedral and Semidefinite Programming Methods in Combinatorial Optimization [Kõva köide]

  • Formaat: Hardback, 219 pages
  • Sari: Fields Institute Monographs
  • Ilmumisaeg: 01-Nov-2010
  • Kirjastus: American Mathematical Society
  • ISBN-10: 0821833529
  • ISBN-13: 9780821833520
Teised raamatud teemal:
  • Formaat: Hardback, 219 pages
  • Sari: Fields Institute Monographs
  • Ilmumisaeg: 01-Nov-2010
  • Kirjastus: American Mathematical Society
  • ISBN-10: 0821833529
  • ISBN-13: 9780821833520
Teised raamatud teemal:
Since the early 1960s, polyhedral methods have played a central role in both the theory and practice of combinatorial optimization. Since the early 1990s, a new technique, semidefinite programming, has been increasingly applied to some combinatorial optimization problems. The semidefinite programming problem is the problem of optimizing a linear function of matrix variables, subject to finitely many linear inequalities and the positive semidefiniteness condition on some of the matrix variables. On certain problems, such as maximum cut, maximum satisfiability, maximum stable set and geometric representations of graphs, semidefinite programming techniques yield important new results. This monograph provides the necessary background to work with semidefinite optimization techniques, usually by drawing parallels to the development of polyhedral techniques and with a special focus on combinatorial optimization, graph theory and lift-and-project methods. It allows the reader to rigorously develop the necessary knowledge, tools and skills to work in the area that is at the intersection of combinatorial optimization and semidefinite optimization. A solid background in mathematics at the undergraduate level and some exposure to linear optimization are required. Some familiarity with computational complexity theory and the analysis of algorithms would be helpful. Readers with these prerequisites will appreciate the important open problems and exciting new directions as well as new connections to other areas in mathematical sciences that the book provides. Titles in this series are co-published with The Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).|Since the early 1960s, polyhedral methods have played a central role in both the theory and practice of combinatorial optimization. Since the early 1990s, a new technique, semidefinite programming, has been increasingly applied to some combinatorial optimization problems. The semidefinite programming problem is the problem of optimizing a linear function of matrix variables, subject to finitely many linear inequalities and the positive semidefiniteness condition on some of the matrix variables. On certain problems, such as maximum cut, maximum satisfiability, maximum stable set and geometric representations of graphs, semidefinite programming techniques yield important new results. This monograph provides the necessary background to work with semidefinite optimization techniques, usually by drawing parallels to the development of polyhedral techniques and with a special focus on combinatorial optimization, graph theory and lift-and-project methods. It allows the reader to rigorously develop the necessary knowledge, tools and skills to work in the area that is at the intersection of combinatorial optimization and semidefinite optimization. A solid background in mathematics at the undergraduate level and some exposure to linear optimization are required. Some familiarity with computational complexity theory and the analysis of algorithms would be helpful. Readers with these prerequisites will appreciate the important open problems and exciting new directions as well as new connections to other areas in mathematical sciences that the book provides. Titles in this series are co-published with The Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).
Preface ix
Chapter 1 Introduction
1(26)
1.1 Linear Programming
1(8)
1.2 Semidefinite Programming
9(10)
1.3 Fundamentals of Polyhedral Theory
19(6)
1.4 Further Bibliographical Notes
25(2)
Chapter 2 Duality Theory
27(26)
2.1 Dual Cones
27(1)
2.2 Polars of (Compact) Sets
28(1)
2.3 Conjugates of (Convex) Functions
28(1)
2.4 A Strong Duality Theorem via the Hahn-Banach Theorem
29(7)
2.5 Linear Consequences, Proving Unboundedness, Strong Infeasibility Certificates
36(3)
2.6 Slater Condition, Borwein-Wolkowicz approach
39(4)
2.7 When does the Slater Condition Hold in SDP Relaxations?
43(7)
2.8 Bibliographical Notes
50(3)
Chapter 3 Ellipsoid Method
53(10)
3.1 Ingredients: Separation Oracles, Inscribed and Circumscribed Ellipsoids
54(3)
3.2 Complexity Analysis
57(1)
3.3 Applications to SDP Problems
58(1)
3.4 Applications to Combinatoral Optimization Problems
59(1)
3.5 Equivalence of Separation and Optimization
60(1)
3.6 Bibliographical Notes
61(2)
Chapter 4 Primal-Dual Interior-Point Methods
63(20)
4.1 Central Path
65(2)
4.2 Primal-Dual Potential Function
67(1)
4.3 Algorithm and Computational Complexity Analysis
68(10)
4.4 Auxiliary Self-Dual Problems
78(1)
4.5 Infeasible-Start Algorithms
79(1)
4.6 Other Interior-Point Algorithms, General Remarks
80(1)
4.7 Further Bibliographical Notes
80(3)
Chapter 5 Approximation Algorithms Based on SDP
83(22)
5.1 MAX CUT, Goemans-Williamson Analysis
84(6)
5.2 Karloff's Worst-Case Analysis
90(1)
5.3 MAX 2SAT
91(5)
5.4 Generalizations to Quadratic Optimization Problems
96(7)
5.5 Further Bibliographical Notes
103(2)
Chapter 6 Geometric Representations of Graphs
105(24)
6.1 L1 embeddability
105(1)
6.2 Approximating the Sparsest Cuts via SDP
106(3)
6.3 Unit Distance Representations of Graphs
109(6)
6.4 Hypersphere Representations of Graphs
115(1)
6.5 Orthonormal Representations of Graphs
116(6)
6.6 Products of Graphs, Kronecker Products
122(1)
6.7 Stable Set Problem and Shannon Capacity
123(3)
6.8 Realizability of Graphs
126(1)
6.9 Bibliographical Notes
126(3)
Chapter 7 Lift-and-Project Procedures for Combinatorial Optimization Problems
129(14)
7.1 Lovasz-Schrijver Procedures
131(4)
7.2 Balas-Ceria-Cornuejols Procedure
135(1)
7.3 Sherali-Adams (Reformulation-Linearization) Procedure
136(2)
7.4 Optimization over Subset Lattices Interpretation
138(3)
7.5 Bibliographical Notes
141(2)
Chapter 8 Lift-and-Project Ranks for Combinatorial Optimization
143(22)
8.1 Lower Bounds on the N0-Rank, N-Rank and N+-Rank
144(3)
8.2 Matching Polytope and the Related Polyhedra
147(5)
8.3 Stable Set Problem and Graph Ranks
152(8)
8.4 Graph Ranks for Max Cut
160(1)
8.5 TSP Polytope
161(1)
8.6 Bibliographical Notes
161(4)
Chapter 9 Successive Convex Relaxation Methods
165(12)
9.1 Fundamental Framework
166(6)
9.2 Discretized/Localized Method
172(1)
9.3 Finite Convergence
173(1)
9.4 Complexity Analysis
173(2)
9.5 Applications to Systems of Polynomial Inequalities
175(1)
9.6 Bibliographical Notes
175(2)
Chapter 10 Connections to Other Areas of Mathematics
177(6)
Chapter 11 An Application to Discrepancy Theory
183(6)
11.1 Introduction to Discrepancy Theory via Optimization
183(1)
11.2 Lovasz-Sos' Approach to Roth's Theorem
184(1)
11.3 Lovasz' SDP Approach to Roth's Theorem
185(3)
11.4 A Primal-Dual SDP Approach to Roth's Theorem
188(1)
11.5 Bibliographical Notes
188(1)
Chapter 12 SDP Representability
189(14)
12.1 Functions whose Epigraphs are SDP Representable
189(10)
12.2 Generalized Epigraphs with respect to a Cone
199(1)
12.3 Representing Convex Cones as Feasible Regions of SDP Problems
200(2)
12.4 Bibliographical Notes
202(1)
Bibliography 203(14)
Index 217