Trust Regions and Relaxations for the Quadratic Assignment Problem

نویسندگان

  • Stefan E. Karisch
  • Franz Rendl
  • Henry Wolkowicz
چکیده

General quadratic matrix minimization problems, with orthogonal constraints, arise in continuous relaxations for the (discrete) quadratic assignment problem (QAP). Currently, bounds for QAP are obtained by treating the quadratic and linear parts of the objective function, of the relaxations, separately. This paper handles general objectives as one function. The objectives can be both nonhomogeneous and nonconvex. The constraints are orthogonal or Lo ewner partial order (positive semideenite) constraints. Comparisons are made to standard trust region subproblems. Numerical results are obtained using a parametric eigenvalue technique.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Semidefinite Programming

3 Why Use SDP? 5 3.1 Tractable Relaxations of Max-Cut . . . . . . . . . . . . . . . . . . . . . . . . 5 3.1.1 Simple Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 3.1.2 Trust Region Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . 6 3.1.3 Box Constraint Relaxation . . . . . . . . . . . . . . . . . . . . . . . . 6 3.1.4 Eigenvalue Bound . . . . . . . . . . . . ...

متن کامل

A Recipe for Semide nite Relaxation for ( 0 , 1 ) - Quadratic

We review various relaxations of (0,1)-quadratic programming problems. These include semideenite programs, parametric trust region problems and concave quadratic maximiza-tion. All relaxations that we consider lead to eeciently solvable problems. The main contributions of the paper are the following. Using Lagrangian duality, we prove equivalence of the relaxations in a uniied and simple way. S...

متن کامل

A recipe for semidefinite relaxation for (0, 1)-quadratic programming - In memory of Svata Poljak

We review various relaxations of (0,1)-quadratic programming problems. These include semidefinite programs, parametric trust region problems and concave quadratic maximization. All relaxations that we consider lead to efficiently solvable problems. The main contributions of the paper are the following. Using Lagrangian duality, we prove equivalence of the relaxations in a unified and simple way...

متن کامل

Semidefinite relaxations of the quadratic assignment problem in a Lagrangian framework

In this paper, we consider partial Lagrangian relaxations of continuous quadratic formulations of the Quadratic Assignment Problem (QAP) where the assignment constraints are not relaxed. These relaxations are a theoretical limit for semidefinite relaxations of the QAP using any linearized quadratic equalities made from the assignment constraints. Using this framework, we survey and compare stan...

متن کامل

Exploiting group symmetry in semidefinite programming relaxations of the quadratic assignment problem

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. Burkard, S.E. Karisch, F. Rendl. QAPLIB — a quadratic assignment problem library. Journal on Global Optimiza...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1993