Solving the quadratic assignment problem by means of general purpose mixed integer linear programming solvers

Solving the quadratic assignment problem by means of general purpose mixed integer linear programming solvers

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Article ID: iaor20133920
Volume: 207
Issue: 1
Start Page Number: 261
End Page Number: 278
Publication Date: Aug 2013
Journal: Annals of Operations Research
Authors: , ,
Keywords: programming: integer
Abstract:

The Quadratic Assignment Problem (QAP) can be solved by linearization, where one formulates the QAP as a mixed integer linear programming (MILP) problem. On the one hand, most of these linearizations are tight, but rarely exploited within a reasonable computing time because of their size. On the other hand, Kaufman and Broeckx formulation (Eur. J. Oper. Res. 2(3):204–211, 1978) is the smallest of these linearizations, but very weak. In this paper, we analyze how the Kaufman and Broeckx formulation can be tightened to obtain better QAP‐MILP formulations. As shown in our numerical experiments, these tightened formulations remain small but computationally effective to solve the QAP by means of general purpose MILP solvers.

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