A comparison of the Sherali-Adams, Lovasz-Schrijver, and Lasserre relaxations for 0-1 programming

被引:203
作者
Laurent, M [1 ]
机构
[1] Ctr Wiskunde & Informat, NL-1098 SJ Amsterdam, Netherlands
关键词
0-1; polytope; linear relaxation; semidefinite relaxation; lift-and-project; stable set polytope; cut polytope;
D O I
10.1287/moor.28.3.470.16391
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Sherali and Adams (1990), Lovasz and Schrijver, (1991) and, recently, Lasserre (2001b) have constructed hierarchies of successive linear or semidefinite relaxations of a 0-1 polytope P subset of or equal to R-n converging to P in n steps. Lasserre's approach uses results about representations of positive polynomials as sums of squares and the dual theory of moments. We present the three methods in a common elementary framework and show that the Lasserre construction provides the tightest relaxations of P. As an application this gives a direct simple proof for the convergence of the Lasserre's hierarchy. We describe applications to the stable set polytope and to the cut polytope.
引用
收藏
页码:470 / 496
页数:27
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