Dr. Jinyu Dai, (ICMSEC, AMSS)

An efficient splitting algorithm for solving the CDT subproblem

Wednesday 11 November, 16:00-17:00 pm, N204

 In this talk, we present a new method of globally solving CDT with a positive Lagrangian duality gap. An efficient splitting algorithm is proposed for globally solving CDT. We first use a cutting plane to divide the feasible set of CDT into two subsets, and then solve separately the two resulting subproblems using Branch-and-Bound algorithms. Each of the resulting subproblems is more complicated, but they allow the application of the so-called SOC-RLT constraints. An optimal solution of CDT can be obtained quickly by comparing the two optimal solutions' objective values of the two subproblems. Numerical experiments show that the new algorithm outperforms the two recent SDP relaxation based branch and bound algorithms and the Gurobi solver

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