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An efficient continuation method for quadratic assignment problems
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DOI：10.1016/j.cor.2009.09.002.png)
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Abstract
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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. (C) 2009 Elsevier Ltd. All rights reserved.
Keywords:
Quadratic assignment problem
Lagrangian smoothing
Frank-Wolfe algorithm
KKT
Heuristic
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