Implementation realized in the context of scholar project on the max-cut problem.
maxcut.MaxCutSDP
interfaces external solvers (such as SCS or CVXOPT)
to solve the SDP (Semi-Definite Programming) formulation of the Max-Cut
optimization problem.
maxcut.MaxCutBM
implements the Burer-Monteiro approach, which consists
in using a riemannian trust-regions algorithm to solve a non-convex
formulation of the Max-Cut problem.
N. Boumal, V. Voroninski and A. Bandeira (2016). The non-convex Burer-Monteiro approach works on smooth semidefinite programs. In proceedings NIPS 2016. available here
N. Boumal (2016). A Riemannian low-rank method for optimization oversemidefinite matrices with block-diagonal constraints. arXiv preprint. available here
N. Boumal, B. Mishra, P.-A. Absil and R. Sepulchre (2014). Manopt, a Matlab toolbox for optimization on manifolds. Journal of Machine Learning Research. matlab source code
P.-A. Absil, R. Mahony, and R. Sepulchre (2008). Optimization Algorithms on Matrix Manifolds. Princeton University Press.
Copyright 2019 Paul Andrey
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.