Abstract
In this article, we propose a feasible direction algorithm for solving the semidefinite programming (SDP) relaxations of quadratic {−1, 1} programming problems. This algorithm's distinguishing features are that it uses a low rank factorization and searches with a constant step-size. Its convergence is also proven. Finally, we report some numerical examples to compare our method with the low rank factorization method of Burer and Monteiro on the SDP relaxation of the max-cut problem. *E-mail: xdliuhongwei@hotmail.com
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