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[Untitled]

Authors :
Henry Wolkowicz
Franz Rendl
Qing Zhao
Stefan E. Karisch
Source :
Journal of Combinatorial Optimization. 2:71-109
Publication Year :
1998
Publisher :
Springer Science and Business Media LLC, 1998.

Abstract

Semidefinite programming (SDP) relaxations for the quadratic assignment problem (QAP) are derived using the dual of the (homogenized) Lagrangian dual of appropriate equivalent representations of QAP. These relaxations result in the interesting, special, case where only the dual problem of the SDP relaxation has strict interior, i.e., the Slater constraint qualification always fails for the primal problem. Although there is no duality gap in theory, this indicates that the relaxation cannot be solved in a numerically stable way. By exploring the geometrical structure of the relaxation, we are able to find projected SDP relaxations. These new relaxations, and their duals, satisfy the Slater constraint qualification, and so can be solved numerically using primal-dual interior-point methods.

Details

ISSN :
13826905
Volume :
2
Database :
OpenAIRE
Journal :
Journal of Combinatorial Optimization
Accession number :
edsair.doi...........352c7bab04ff4c2c5c79bff5e113fcef