Semidefinite programming (SDP) relaxations for the quadratic assignment problem (QAP) are derived using the dual of the (homogenized) Lagrangian dual of appropriate equivalent representations of QAP. These relaxations result in the interesting, special, case where only the dual problem of the SDP relaxation has strict interior, i.e. the Slater constraint qualification always fails for the primal problem. Although there is no duality gap in theory, this indicates that the relaxation cannot be solved in a numerically stable way. By exploring the geometrical structure of the relaxation, we are able to find projected SDP relaxations. These new relaxations, and their duals, satisfy the Slater constraint qualification, and so can be solved numerically using primal-dual interior-point methods. For one of our models, a preconditioned conjugate gradient method is used for solving the large linear systems which arise when finding the Newton direction. The preconditioner is found by exploiting the special structure of the relaxation. See e.g. [41] for a similar approach for solving SDP problems arised from the control applications. Numerical results are presented which indicate that the described methods yield at least
|
1889
|
Matrix Analysis
– Horn, Johnson
- 1985
|
|
574
|
Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
– Goemans, Williamson
- 1995
|
|
422
|
Semidefinite Programming
– Vandenberghe, Boyd
- 1996
|
|
405
|
Interior point methods in semidefinite programming with applications to combinatorial optimization
– Alizadeh
- 1995
|
|
187
|
P-Complete Approximation problems
– Sahni, Gonzalez
- 1976
|
|
177
|
An interior-point method for semidefinite programming
– HELMBERG, RENDL, et al.
- 1996
|
|
113
|
A quadratic assignment problem library
– Burkard, Karisch, et al.
- 1991
|
|
86
|
A primal-dual potential reduction method for problems involving matrix inequalities
– Vandenberghe, Boyd
- 1995
|
|
74
|
The quadratic assignment problem: a survey and recent developments
– Pardalos, Rendl, et al.
- 1994
|
|
68
|
1963]. The quadratic assignment problem
– Lawler
|
|
65
|
An experimental comparison of techniques for the assignment of facilities to locations
– Nugent, Vollman, et al.
- 1968
|
|
63
|
The Quadratic Assignment Problem
– Cela
- 1998
|
|
57
|
Optimal and suboptimal algorithms for the quadratic assignment problem
– Gilmore
|
|
55
|
Interior-point methods for the monotone linear complementarityproblem in symmetric matrices
– Kom, SHINDOH, et al.
- 1994
|
|
52
|
A recipe for semidefinite relaxation for (0; 1)-quadratic programming
– POLJAK, RENDL, et al.
- 1995
|
|
51
|
On Implementing Mehrotra’s Predictor-Corrector Interior-Point Method for Linear Programming
– Lustig, Marsden, et al.
- 1992
|
|
46
|
A new lower bound via projection for the quadratic assignment problem
– HADLEY, RENDL, et al.
- 1992
|
|
40
|
Applications of parametric programming and eigenvalue maximization to the quadratic assignment problem
– Rendl, Wolkowicz
- 1992
|
|
36
|
Strong duality for semidefinite programming
– RAMANA, TUNC, et al.
- 1997
|
|
34
|
Computing lower bounds for the quadratic assignment problem with an interior point algorithm for linear programming
– Resende, Ramakrishnan, et al.
- 1995
|
|
32
|
878-Approximation algorithms for MAX
– Goemans, Williamson
- 1994
|
|
30
|
Cones of diagonally dominant matrices
– Barker, Carlson
- 1975
|
|
26
|
Locations with spatial interactions: the quadratic assignment problem
– Burkard
- 1991
|
|
23
|
Improved Linear ProgrammingBased Lower Bounds for the Quadratic Assignment
– Johnson
|
|
23
|
Some applications of optimization in matrix theory
– Wolkowicz
- 1981
|
|
19
|
Combining semidefinite and polyhedral relaxations for integer programs
– Helmberg, Poljak, et al.
- 1995
|
|
18
|
Nonlinear Approaches for Quadratic Assignment and Graph Partition Problems
– KARISCH
- 1995
|
|
17
|
Lower bounds for the quadratic assignment problem via triangle decompositions
– Karisch, Rendl
- 1995
|
|
17
|
Cones of matrices and set-functions and 0-1 optimization
– ASZ, SCHRIJVER
- 1991
|
|
15
|
Higher-order predictor-corrector interior point methods with application to quadratic objectives
– Carpenter, Lustig, et al.
- 1993
|
|
13
|
Infinite Programs
– Duffin
- 1956
|
|
12
|
sq p, sequential quadratic constrained quadratic programming
– KRUK, WOLKOWICZ
- 1996
|
|
10
|
A Branch and Bound Algorithm for the Quadratic Assignment Problem using a Lower Bound based on Linear Programming
– Ramakrishnan, Resende, et al.
- 1995
|
|
9
|
Quadratic and three-dimensional assignment problems
– BURKARD, C
- 1996
|
|
6
|
Computational advances using the reformulationlinearlization technique (rlt) to solve discrete and continuous nonconvex problems
– SHERALI, ADAMS
- 1996
|
|
5
|
Design and Assignment Problems with Quadratic Costs
– Scheduling
- 1995
|
|
4
|
A basic study of the qap-polytope
– UNGER, KAIBEL
- 1995
|
|
4
|
Algorithms for cone-optimization problems and semi-definite programming,” Graduate
– PATAKI
- 1994
|
|
2
|
On the applicability of lower bounds for solvin rectilinear quadratic assignment problems in parallel
– CLAUSEN, KARISCH, et al.
- 1996
|
|
2
|
A truncated primalinfeasible dual-fesible network interior point method
– PORTUGAL, RESENDE, et al.
- 1994
|
|
1
|
Joining forces in problem solving: combining problem-specific knowledge and high-performance hardware by a parallel search library to solve large-scale quadratic assignment problems
– BRUENGGER, PERREGARD, et al.
- 1996
|