Semidefinite Programming Relaxations for the Quadratic Assignment Problem

被引:0
作者
Qing Zhao
Stefan E. Karisch
Franz Rendl
Henry Wolkowicz
机构
[1] University of Waterloo,Department of Combinatorics and Optimization, Faculty of Mathematics
[2] University of Copenhagen,Department of Computer Science
[3] Graz University of Technology,Department of Mathematics
[4] University of Waterloo,Department of Combinatorics and Optimization, Faculty of Mathematics
来源
Journal of Combinatorial Optimization | 1998年 / 2卷
关键词
quadratic assignment problem; semidefinite programming relaxations; interior-point methods; large scale problems;
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学科分类号
摘要
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.
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页码:71 / 109
页数:38
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