MASSACHUSETTS
INSTITUTE OF TECHNOLOGY
OPERATIONS RESEARCH CENTER
FALL 2004 SEMINAR SERIES
DATE
Thursday,
October 7, 2004
LOCATION:
Room E40-298 TIME:
4:15pm
Reception immediately
following in the
Philip M. Morse Reading Room, E40-106
SPEAKER
Professor Franz
Rendl
University of Klagenfurt
Austria
TITLE
The
Quadratic Assignment Problem
ABSTRACT
The
quadratic assignment problem (QAP) belongs to the hard core of NP-hard
problems. It asks to minimize a quadratic function over the set of permutation
matrices.
Finding reasonable approximations to this
problem is still a topic of current research. I will review several
ways to get relaxations. These range from linear to semidefinite programming
(SDP), from eigenvalue optimization to convex quadratic programming
to copositive programming.
There are several nontrivial connections
among these relaxations, which have only been recognized recently. I
will show some of these.
I will also review the current computational
state of the art to solve this problem. The best approximations currently
seem to be based on SDP. Unfortunately, the resulting SDP are highly
nontrivial to solve, as the primal matrix space as well as the dual
space (determined by the primal constraints) grow rapidly (O(n^2) and
O(n^4) respectively).
I will conclude with some very recent
computational methods that allow to deal with large scale problems of
this type.
Joint work with: Henry Wolkowicz (Waterloo) and Renata Sotirov (Klagenfurt)\