Stochastic analysis of the quadratic assignment problem

Stochastic analysis of the quadratic assignment problem

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Article ID: iaor19912092
Country: United States
Volume: 16
Start Page Number: 223
End Page Number: 239
Publication Date: Apr 1991
Journal: Mathematics of Operations Research
Authors:
Keywords: quadratic assignment
Abstract:

Let A and B be equ1matrices. The aim is to maximize equ2over all permutations equ3of equ4. The paper defines a simple ‘greedy’ algorithm that constructs a permutation equ5that gives a large equ6. Assuming that the entries of A are i.i.d. with a symmetric distribution, and that the entries of B are independent of A, it shows under some weak moment conditions equ7, where the constant k does not depend on m. This contrasts with the fact that equ8with overwhelming probability.

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