A Low-Dimensional Semidefinite Relaxation for the Quadratic Assignment Problem
نویسندگان
چکیده
The quadratic assignment problem (QAP) is arguably one of the hardest NP-hard discrete optimization problems. Problems of dimension greater than 25 are still considered to be large scale. Current successful solution techniques use branch-and-bound methods, which rely on obtaining strong and inexpensive bounds. In this paper, we introduce a new semidefinite programming (SDP) relaxation for generating bounds for the QAP in the trace formulation. We apply majorization to obtain a relaxation of the orthogonal similarity set of the quadratic part of the objective function. This exploits the matrix structure of QAP and results in a relaxation with much smaller dimension than other current SDP relaxations. We compare the resulting bounds with several other computationally inexpensive bounds such as the convex quadratic programming relaxation (QPB). We find that our method provides stronger bounds on average and is adaptable for branch-and-bound methods.
منابع مشابه
A semidefinite relaxation scheme for quadratically constrained
Semidefinite optimization relaxations are among the widely used approaches to find global optimal or approximate solutions for many nonconvex problems. Here, we consider a specific quadratically constrained quadratic problem with an additional linear constraint. We prove that under certain conditions the semidefinite relaxation approach enables us to find a global optimal solution of the unde...
متن کاملSDO relaxation approach to fractional quadratic minimization with one quadratic constraint
In this paper, we study the problem of minimizing the ratio of two quadratic functions subject to a quadratic constraint. First we introduce a parametric equivalent of the problem. Then a bisection and a generalized Newton-based method algorithms are presented to solve it. In order to solve the quadratically constrained quadratic minimization problem within both algorithms, a semidefinite optim...
متن کاملA Semidefinite Optimization Approach to Quadratic Fractional Optimization with a Strictly Convex Quadratic Constraint
In this paper we consider a fractional optimization problem that minimizes the ratio of two quadratic functions subject to a strictly convex quadratic constraint. First using the extension of Charnes-Cooper transformation, an equivalent homogenized quadratic reformulation of the problem is given. Then we show that under certain assumptions, it can be solved to global optimality using semidefini...
متن کاملEigenvalue Bounds Versus Semidefinite Relaxations for the Quadratic Assignment Problem
It was recently demonstrated that a well-known eigenvalue bound for the Quadratic Assignment Problem (QAP) actually corresponds to a semideenite programming (SDP) relaxation. However, for this bound to be computationally useful the assignment constraints of the QAP must rst be eliminated, and the bound then applied to a lower-dimensional problem. The resulting \projected eigenvalue bound" is on...
متن کاملOn Semidefinite Programming Relaxations of the Traveling Salesman Problem
We consider a new semidefinite programming (SDP) relaxation of the symmetric traveling salesman problem (TSP), that may be obtained via an SDP relaxation of the more general quadratic assignment problem (QAP). We show that the new relaxation dominates the one in the paper: [D. Cvetković, M. Cangalović and V. Kovačević-Vujčić. Semidefinite Programming Methods for the Symmetric Traveling Salesman...
متن کاملذخیره 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 ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 34 شماره
صفحات -
تاریخ انتشار 2009