Abstract
We present a cutting planes algorithm for the Quadratic Assignment Problem based upon a semidefinite relaxation, and we report experiments for classical instances. Our lower bound is compared with the ones obtained by linear and semidefinite approaches. Our tests show that the cuts we use (originally proposed for a linear approach) allow to improve significantly on the bounds obtained by the other approaches. Moreover, this is achieved within a moderate additional computing effort, and even in a shorter total time sometimes. Indeed, thanks to the strong tailing off effect of the SDP solver we have used (SB), we obtain in a reasonable time an approximate solution which is suitable to generate efficient cutting planes which speed up the convergence of SB.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Anstreicher, K., Brixius, N.: A New Bound for the Quadratic Assignment Problem Based on Convex Quadratic Programming. Math. Prog. 89, 341–357 (2001)
Billionnet, A., Elloumi, S.: Best reduction of the quadratic semi-assignment problem. Discrete Applied Mathematics 109(3), 197–213 (2001)
Blanchard, A., Elloumi, S., Faye, A., Wicker, N.: Un algorithme de génération de coupes pour le problème de l’affectation quadratique. INFOR 41(1), 35–49 (2003)
Burkard, R.E., Karisch, S.E., Rendl, F.: QAPLIB. A Quadratic Assignment Problem Library. J. of Global Opt. 10, 391–403 (1997)
Çela, F.: The Quadratic Assignment Problem: Theory and Algorithms. Kluwer, Massachessets (1998)
Faye, A., Roupin, F.: Partial Lagrangian and Semidefinite Relaxations of Quadratic Problems. In: Proceedings ROADEF 2005, Tours, February 14-16, Research report RC673 (2005), available at http://cedric.cnam.fr
Helmberg, C., Rendl, F.: Solving quadratic (0,1)-problems by semidefinite programs and cutting planes. Math. Progr. 82(3, A), 291–315 (1998)
Helmberg, C.: Semidefinite Programming for Combinatorial Optimization. Habilitationsschrift, TU Berlin, ZIB-report ZR-00-34, KZZI, Takustraße 7, 14195, Berlin, Germany (2000)
Helmberg, C., Rendl, F.: A spectral bundle method for semidefinite programming. SIAM J. Optim. 10(3), 673–696 (2000)
Hemberg, C.: A C++ implementation of the Spectral Bundle Method, http://www-user.tu-chemnitz.de/~helmberg/SBmethod/
Helmberg, C.: Cutting planes algorithm for large scale semidefinite relaxations. ZIB-Report ZR 01-26, KZZI, Takustraße 7, 14195 Berlin, Germany (2001)
Delaporte, G., Jouteau, S., Roupin, F.: SDP_S: a Tool to formulate and solve Semidefinite relaxations for Bivalent Quadratic problems. In: Proceedings ROADEF 2003, Avignon 26-28 Février (2003), http://semidef.free.fr
Karisch, S.E.: Nonlinear approaches for the quadratic assignment and graph partition problems. PhD thesis, Graz University of Technology, Graz, Austria (1995)
Lemarechal, C., Oustry, F.: Semidefinite relaxations and Lagrangian duality with application to combinatorial optimization. RR-3710, INRIA Rhone-Alpes (1999)
Mittelmann, H.D.: An Independent Benchmarking of SDP and SOCP Solvers. Math. Progr. 95(2), 407–430 (2003)
Poljak, S., Rendl, F., Wolkowicz, H.: A recipe for semidefinite relaxation for (0,1)-quadratic programming. J. of Global Opt. 7, 51–73 (1995)
Rendl, F., Sotirov, R.: Bounds for the Quadratic Assignment Problem Using the Bundle Method. Research Report, University of Klagenfurt, Universitaetsstrasse 65-67, Austria (2003), Available at: Optimization-online.org
Resende, M.G.C., Ramakrishnan, K.G., Drezner, Z.: Computing lower bounds for the quadratic assignment problem with an interior point algorithm for linear programming. Operations Research 43(5), 781–791 (1995)
Roupin, F.: From Linear to Semidefinite Programming: an Algorithm to obtain Semidefinite Relaxations for Bivalent Quadratic Problems. J. of Comb. Opt. 8(4), 469–493 (2004)
Zhao, Q., Karisch, S.E., Rendl, F., Wolkowicz, H.: Semidefinite programming relaxations for the quadratic assignment problem. J. of Comb. Opt. 2(1), 71–109 (1998)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2005 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Faye, A., Roupin, F. (2005). A Cutting Planes Algorithm Based Upon a Semidefinite Relaxation for the Quadratic Assignment Problem. In: Brodal, G.S., Leonardi, S. (eds) Algorithms – ESA 2005. ESA 2005. Lecture Notes in Computer Science, vol 3669. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11561071_75
Download citation
DOI: https://doi.org/10.1007/11561071_75
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-29118-3
Online ISBN: 978-3-540-31951-1
eBook Packages: Computer ScienceComputer Science (R0)