An efficient continuation method for quadratic assignment problems

An efficient continuation method for quadratic assignment problems

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Article ID: iaor2010981
Volume: 37
Issue: 6
Start Page Number: 1027
End Page Number: 1032
Publication Date: Jun 2010
Journal: Computers and Operations Research
Authors:
Keywords: quadratic assignment
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.

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