Solving quadratic assignment problems using convex quadratic programming relaxations
Kurt M. Anstreicher, Nathan W. Brixius
Abstract
Kurt M. Anstreicher, Nathan W. Brixius
Abstract
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
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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
Key concepts: Quadratic assignment problem, Quadratic programming, Quadratically constrained quadratic program, Mathematics, Mathematical optimization, Quadratic equation, Linear programming relaxation, Second-order cone programming