An efficient continuation method for quadratic assignment problems

  • Authors:

  • Yong Xia

  • Affiliations:

  • LMIB of the Ministry of Education, School of Mathematics and System Sciences, Beihang University, Beijing 100191, PR China

  • Venue:
  • Computers and Operations Research
  • Year:
  • 2010

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Abstract

In this article, we propose a Lagrangian smoothing algorithm for quadratic assignment problems, where the continuation subproblems are solved by the truncated Frank-Wolfe algorithm. We establish practical stopping criteria and show the algorithm finitely terminates at a KKT point of a continuation subproblem. The quality of the returned solution is studied in detail. Finally, limited numerical results are provided.