Mathematics of Operations Research
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MATHEMATICS OF OPERATIONS RESEARCH
Vol. 28, No. 3, August 2003, pp. 470-496
DOI: 10.1287/moor.28.3.470.16391
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A Comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre Relaxations for 0–1 Programming

Monique Laurent

CWI, Kruislaan 413, 1098 SJ Amsterdam, The Netherlands
m.laurent{at}cwi.nl

Sherali and Adams (1990), Lovász and Schrijver (1991) and, recently, Lasserre (2001b) have constructed hierarchies of successive linear or semidefinite relaxations of a 0–1 polytope PRn converging to P in n steps. Lasserre's approach uses results about representations of positive polynomials as sums of squares and the dual theory of moments. We present the three methods in a common elementary framework and show that the Lasserre construction provides the tightest relaxations of P. As an application this gives a direct simple proof for the convergence of the Lasserre's hierarchy. We describe applications to the stable set polytope and to the cut polytope.

Key Words: 0–1 polytope; linear relaxation; semidefinite relaxation; lift-and-project; stable set polytope; cut polytope
History: Received: June 22, 2001; revision received: April 5, 2002;revision received: August 19, 2002;


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