Solving quadratic assignment problems using convex quadratic programming relaxations

被引:32
作者
Brixius, NW
Anstreicher, KM
机构
[1] Univ Iowa, Dept Comp Sci, Iowa City, IA 52242 USA
[2] Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
关键词
quadratic assignment problem; branch-and-bound; quadratic programming; Frank-Wolfe algorithm;
D O I
10.1080/10556780108805828
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We describe a branch-and-bound algorithm for the quadratic assignment problem (QAP) that uses a convex quadratic programming (QP) relaxation to obtain a bound at each node. The QP subproblems are approximately solved using the Frank-Wolfe algorithm, which in this case requires the solution of a linear assignment problem on each iteration. Our branching strategy makes extensive use of dual information associated with the QP subproblems. We obtain state-of-the-art computational results on large benchmark QAPs.
引用
收藏
页码:49 / 68
页数:20
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