A branch-and-bound algorithm for the quadratic assignment problem based on the Hungarian method

被引:55
|
作者
Hahn, P
Grant, T
Hall, N
机构
[1] Sci Tech Serv, Elverson, PA 19520 USA
[2] Bear Stearns & Co, New York, NY 10167 USA
[3] Flexible Intelligent Technol, Herndon, VA 22070 USA
关键词
quadratic assignment problem; branch-and-bound; quadratic programming; integer programming; mathematical programming;
D O I
10.1016/S0377-2217(97)00063-5
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper presents a new branch-and-bound algorithm for solving the quadratic assignment problem (QAP), The algorithm is based on a dual procedure (DP) similar to the Hungarian method for solving the linear assignment problem. Our DP solves the QAP in certain cases, i.e., for some small problems (N < 7) and for numerous larger problems (7 less than or equal to N less than or equal to 16) that arise as sub-problems of a larger QAP such as the Nugent 20. The DP, however, does not guarantee a solution. It is used in our algorithm to calculate lower bounds on solutions to the QAP. As a result of a number of recently developed improvements, the DP produces lower bounds that are as tight as any which might be useful in a branch-and-bound algorithm. These are produced relatively cheaply, especially on larger problems. Experimental results show that the computational complexity of our algorithm is lower than known methods, and that its actual runtime is significantly shorter than the best known algorithms for QAPLIB test instances of size 16 through 22, Our method has the potential for being improved and therefore can be expected to aid in solving even larger problems. (C) 1998 Elsevier Science B.V.
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页码:629 / 640
页数:12
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