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一种用于二次分配问题强化双非负松弛的限制性对偶Peaceman-Rachford分裂方法

A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP

INFORMS journal on computing · 2022
被引 5
人大 BUTD24ABS 3

中文导读

研究了求解二次分配问题双非负松弛的改进分裂方法,通过利用子问题中的冗余约束和新的对偶乘子估计,得到更强的下界和上界,并证明了许多NP难问题的最优性。

Abstract

Splitting methods in optimization arise when one can divide an optimization problem into two or more simpler subproblems. They have proven particularly successful for relaxations of problems involving discrete variables. We revisit and strengthen splitting methods for solving doubly nonnegative relaxations of the particularly difficult, NP-hard quadratic assignment problem. We use a modified restricted contractive splitting method approach. In particular, we show how to exploit redundant constraints in the subproblems. Our strengthened bounds exploit these new subproblems and new dual multiplier estimates to improve on the bounds and convergence results in the literature. Summary of Contribution: In our paper, we consider the quadratic assignment problem (QAP). It is one of the fundamental combinatorial optimization problems in the fields of optimization and operations research and includes many fundamental applications. We revisit and strengthen splitting methods for solving doubly nonnegative (DNN) relaxation of the QAP. We use a modified restricted contractive splitting method. We obtain strengthened bounds from improved lower and upper bounding techniques, and in fact, we solve many of these NP-hard problems to (provable) optimality, thus illustrating both the strength of the DNN relaxation and our new bounding techniques.

二次分配问题组合优化松弛方法分裂方法运筹学