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We consider a new semidefinite programming (SDP) relaxation of the symmetric traveling salesman problem (TSP), that may be obtained via an SDP relaxation of the more general quadratic assignment problem (QAP). We show that the new relaxation dominates the one in the paper: D. Cvetkovic, M....
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We consider semidefinite programming relaxations of the quadratic assignment problem, and show how to exploit group symmetry in the problem data. Thus we are able to compute the best known lower bounds for several instances of quadratic assignment problems from the problem library: [R.E....
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We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high degree, we develop a cutting-plane algorithm based on...
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