MixingCut Solver and Library

MixingCut is a solver and library for the MaxCut SDP relaxation via mixing cut algorithm proposed by Po-Wei Wang et al [1]. This can solve general large scale instances of the MaxCut SDP relaxation problem.

$$ \begin{align*} \min_{X} &\text{tr}(QX) \\ s.t. &X_{ii} = 1\\ &X \succeq 0 \end{align*} $$

In addition to the solver, this repository provides a library that can be used to integrate the components of the MixingCut algorithm into other applications. The library is designed to be modular and easy to use, allowing developers to leverage the power of the MixingCut algorithm in their own projects.

Binary Usage

Mixing Cut Solver

The MixingCut solver can be used via the command line with the following interface:

./mixingcut \
    --input-path <input_file> \
    --output-path <output_file> \
    --rank <rank> \
    --tolerance <tolerance> \
    --max-iters <max_iter> \
    --index-correction <index-correction> \
    --step-rule <step_rule> \
    --dual-bound <dual_bound> \
    --verbose <verbose> \
    --rounding-iters <rounding_iters>

Where:

• <input_file> is the path to the file containing the input data for the matrix Q.
• <output_file> is the path to the file where the output will be written. Default is output.txt.
• <rank> is the rank of the low rank approximation, and rank = 0 selects 2log2(n), and rank = 1 selects sqrt(2n) as the rank. Default is 0
• <tolerance> is the tolerance for the stopping criterion between iterations. If the objective improvement is less than this number, solver termination occures. Default is 1e-2.
• <max_iter> is the maximum number of iterations. Default is 1000.
• <step_rule> is the update rule for the mixing cut algorithm. Default is coord_no_step. Options are grad, grad_adv, coord and coord_no_step.
• <index_correction> is for reading the input graph file, if the vertices are 0-indexed or 1-indexed. Default is 1.
• <dual_bound> is the flag for computing the dual bound for the SDP relaxation. Default is 0. A value of 1 will compute the dual bound (this is an expensive(non computable) operation for large(huge) instances).
• <verbose> is the flag for printing the output to the console. Default is 1. To disable output set to 0.
• <rounding_iters> is the number of iterations for the rounding algorithm. Default is 1000.

However, only the input file is required. The solver will use the default values for the other parameters if not specified in the command line with the following command:

./mixingcut --input-path <input_file>

Expected File Format

The solver reads the input from a file in the following format: Where n is the number of vertices, i and j are the vertices of the edge and q_ij is the weight of the edge. In the case where q_ij is not specified, the default value is 1.

n
i_1 j_1 q_{i_1,j_1}
i_2 j_2 q_{i_2,j_2}
...
i_m j_m q_{i_m,j_m}

Output File Format

The solver writes a rounded solution to a file in the following format: Where obj_sdp is the value of the SDP relaxation, obj_rounded_sol is the value of the rounded solution and x_i is the value of the vertex i.

obj_sdp
obj_rounded_sol
x_0
x_1
...
x_{n-1}

Perturb

./perturb \
    --input-path <input_file> \
    --output-path <output_file> \
    --rank <rank> \
    --tolerance <tolerance> \
    --max-iters <max_iter> \
    --index-correction <index-correction> \
    --step-rule <step_rule> \
    --verbose <verbose>

Where:

• <input_file> is the path to the file containing the input data for the matrix Q.
• <output_file> is the path to the file where the output will be written. Default is output.txt.
• <rank> is the rank of the low rank approximation, and rank = 0 selects 2log2(n), and rank = 1 selects sqrt(2n) as the rank. Default is 0
• <tolerance> is the tolerance for the stopping criterion. If the stationarity condition error is less than this number, solver termination occurs. Default is 1e-2.
• <max_iter> is the maximum number of iterations. Default is 1000.
• <step_rule> is the update rule for the mixing cut algorithm. Default is coord_no_step. Options are grad, grad_adv, coord and coord_no_step.
• <index_correction> is for reading the input graph file, if the vertices are 0-indexed or 1-indexed. Default is 1.
• <dual_bound> is the flag for computing the dual bound for the SDP relaxation. Default is 0. A value of 1 will compute the dual bound (this is an expensive(non computable) operation for large(huge) instances).
• <verbose> is the flag for printing the output to the console. Default is 1. To disable output set to 0.

More Info

MixingCut is based on the ideas proposed by the following paper:

@article{wang2017mixing,
	title = {The Mixing method: coordinate descent for low-rank semidefinite programming},
	author = {Po-Wei Wang and Wei-Cheng Chang and J. Zico Kolter},
	journal = {arXiv preprint arXiv:1706.00476},
	year = {2017}
}