Applications of parametric programming and eigenvalue maximization to the quadratic assignment problem

We investigate new bounding strategies based on different relaxations of the quadratic assignment problem. In particular, we improve the lower bound found by using an eigenvalue decomposition of the quadratic part and by solving a linear program for the linear part. The improvement is accomplished by applying a steepest ascent algorithm to the sum of the two bounds.

[1]  Philip E. Gill,et al.  Practical optimization , 1981 .

[2]  F. Clarke Optimization And Nonsmooth Analysis , 1983 .

[3]  A. Hoffman,et al.  The variation of the spectrum of a normal matrix , 1953 .

[4]  L. Mirsky,et al.  The spread of a matrix , 1956 .

[5]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[6]  R. Burkard,et al.  Assignment and Matching Problems: Solution Methods with FORTRAN-Programs , 1980 .

[7]  J. Zowe,et al.  A combination of the bundle approach and the trust region concept , 1988 .

[8]  Thomas E. Vollmann,et al.  An Experimental Comparison of Techniques for the Assignment of Facilities to Locations , 1968, Oper. Res..

[9]  Philip Wolfe,et al.  Validation of subgradient optimization , 1974, Math. Program..

[10]  M. Overton On minimizing the maximum eigenvalue of a symmetric matrix , 1988 .

[11]  H. Wolkowicz,et al.  Bounds for eigenvalues using traces , 1980 .

[12]  Catherine Roucairol,et al.  A parallel branch and bound algorithm for the quadratic assignment problem , 1987, Discret. Appl. Math..

[13]  B. Gollan EIGENVALUE PERTURBATIONS AND NONLINEAR PARAMETRIC OPTIMIZATION , 1987 .

[14]  R. Burkard Quadratic Assignment Problems , 1984 .

[15]  Teofilo F. Gonzalez,et al.  P-Complete Approximation Problems , 1976, J. ACM.

[16]  Martin E. Dyer,et al.  On linear programs with random costs , 1986, Math. Program..

[17]  J. Zowe The BT-Algorithm for Minimizing a Nonsmooth Functional Subject to Linear Constraints , 1989 .