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A Restricted Dual Peaceman-Rachford Splitting Method for QAP

Naomi Graham(n6graham***at***uwaterloo.ca)
Hao Hu(h92hu***at***uwaterloo.ca)
Haesol Im(haesol42***at***gmail.com)
Xinxin Li(xinxinli***at***jlu.edu.cn)
Henry Wolkowicz(henry.wolkowicz***at***uwaterloo.ca)

Abstract: We revisit and strengthen splitting methods for solving doubly nonnegative, DNN, relaxations of the quadratic assignment problem, QAP. We use a modified restricted contractive splitting method, rPRSM, approach. Our strengthened bounds and new dual multiplier estimates improve on the bounds and convergence results in the literature.

Keywords: semidefinite relaxation, doubly nonnegative relaxation, quadratic assignment problem, Peaceman-Rachford splitting method, facial reduction

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 3: Optimization Software and Modeling Systems (Optimization Software Benchmark )

Citation: Department of Combinatorics & Optimization, University of Waterloo, Canada,06/2019

Download: [PDF]

Entry Submitted: 06/02/2020
Entry Accepted: 06/02/2020
Entry Last Modified: 06/02/2020

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