Abstract
Solving the well known relaxations for large scale combinatorial optimization problems directly is out of reach. We use Lagrangian relaxations and solve it with the bundle method. The cutting plane model at each iteration which approximates the original problem can be kept moderately small and we can solve it very quickly. We report successful numerical results for approximating maximum cut.
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Gruber, G., Rendl, F. (2003). The Bundle Method for Hard Combinatorial Optimization Problems. In: Jünger, M., Reinelt, G., Rinaldi, G. (eds) Combinatorial Optimization — Eureka, You Shrink!. Lecture Notes in Computer Science, vol 2570. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-36478-1_9
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DOI: https://doi.org/10.1007/3-540-36478-1_9
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