A new greedy algorithm for the quadratic assignment problem

A new greedy algorithm for the quadratic assignment problem

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Article ID: iaor2013649
Volume: 7
Issue: 2
Start Page Number: 207
End Page Number: 220
Publication Date: Feb 2013
Journal: Optimization Letters
Authors: ,
Keywords: programming: quadratic, programming: assignment
Abstract:

The classical greedy algorithm for discrete optimization problems where the optimal solution is a maximal independent subset of a finite ground set of weighted elements, can be defined in two ways which are dual to each other. The Greedy‐In where a solution is constructed from the empty set by adding the next best element, one at a time, until we reach infeasibility, and the Greedy‐Out where starting from the ground set we delete the next worst element, one at a time, until feasibility is reached. It is known that while the former provides an approximation ratio for maximization problems, its worst case performance is not bounded for minimization problems, and vice‐versa for the later. However the Greedy‐Out algorithm requires an oracle for checking the existence of a maximal independent subset which for most discrete optimization problems is a difficult task. In this work we present a Greedy‐Out algorithm for the quadratic assignment problem by providing a combinatorial characterization of its solutions.

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