Title
An exact semidefinite programming approach for the max-mean dispersion problem.
Abstract
This paper proposes an exact algorithm for the Max-Mean dispersion problem ($$Max-Mean DP$$Max-MeanDP), an NP-Hard combinatorial optimization problem whose aim is to select the subset of a set such that the average distance between elements is maximized. The problem admits a natural non-convex quadratic fractional formulation from which a semidefinite programming (SDP) relaxation can be derived. This relaxation can be tightened by means of a cutting plane algorithm which iteratively adds the most violated triangular inequalities. The proposed approach embeds the SDP relaxation and the cutting plane algorithm into a branch and bound framework to solve $$Max-Mean DP$$Max-MeanDP instances to optimality. Computational experiments show that the proposed method is able to solve to optimality in reasonable time instances with up to 100 elements, outperforming other alternative approaches.
Year
DOI
Venue
2017
10.1007/s10878-016-0065-1
J. Comb. Optim.
Keywords
Field
DocType
Max-Mean dispersion problem,Semidefinite programming relaxation,Fractional combinatorial optimization
Dispersion (optics),Mathematical optimization,Combinatorics,Branch and bound,Combinatorial optimization problem,Exact algorithm,Quadratic equation,Cutting plane algorithm,Lagrangian relaxation,Mathematics,Semidefinite programming
Journal
Volume
Issue
ISSN
34
1
1382-6905
Citations 
PageRank 
References 
0
0.34
25
Authors
3
Name
Order
Citations
PageRank
Michele Garraffa1143.03
Federico Della Croce239941.60
Fabio Salassa3569.79