Show simple item record

dc.contributor.authorPınar, M. Ç.en_US
dc.date.accessioned2016-02-08T10:28:33Z
dc.date.available2016-02-08T10:28:33Z
dc.date.issued2003en_US
dc.identifier.issn0399-0559
dc.identifier.urihttp://hdl.handle.net/11693/24385
dc.description.abstractA recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemar´echal and Oustry [9], leads to simple alternative derivations of well-known, important relaxations to two well-known problems of discrete optimization: the maximum stable set problem and the maximum vertex cover problem. The resulting relaxation is easily transformed to the well-known Lov´asz θ number.en_US
dc.language.isoEnglishen_US
dc.source.titleRAIRO - Operations Researchen_US
dc.relation.isversionofhttp://dx.doi.org/10.1051/ro:2003012en_US
dc.subjectLagrange dualityen_US
dc.subjectLovász theta functionen_US
dc.subjectSemi-definite relaxationen_US
dc.subjectStable seten_US
dc.subjectConstraint theoryen_US
dc.subjectLinear programmingen_US
dc.subjectOptimizationen_US
dc.subjectProblem solvingen_US
dc.subjectVirtual realityen_US
dc.subjectLagrange dualityen_US
dc.subjectLovasz theta functionen_US
dc.subjectSemidefinite relaxationen_US
dc.subjectStable setsen_US
dc.subjectLagrange multipliersen_US
dc.titleA derivation of Lovász' theta via augmented lagrange dualityen_US
dc.typeArticleen_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.citation.spage17en_US
dc.citation.epage27en_US
dc.citation.volumeNumber37en_US
dc.citation.issueNumber1en_US
dc.identifier.doi10.1051/ro:2003012en_US
dc.publisherE D P Sciencesen_US
dc.identifier.eissn1290-3868


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record