Branch and bound algorithm for multidimensional scaling with city-block metric

  • Authors:
  • Antanas Žilinskas;Julius Žilinskas

  • Affiliations:
  • Department of Mathematics and Informatics, Vilnius University, Vilnius, Lithuania 03225;Vilnius Gediminas Technical University, Vilnius, Lithuania 10223

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2009

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Abstract

A two level global optimization algorithm for multidimensional scaling (MDS) with city-block metric is proposed. The piecewise quadratic structure of the objective function is employed. At the upper level a combinatorial global optimization problem is solved by means of branch and bound method, where an objective function is defined as the minimum of a quadratic programming problem. The later is solved at the lower level by a standard quadratic programming algorithm. The proposed algorithm has been applied for auxiliary and practical problems whose global optimization counterpart was of dimensionality up to 24.